CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 0.8971 0.9090 0.0119 1.3% 0.9069
High 0.9101 0.9139 0.0038 0.4% 0.9116
Low 0.8941 0.9079 0.0138 1.5% 0.8924
Close 0.9079 0.9113 0.0034 0.4% 0.8941
Range 0.0160 0.0060 -0.0100 -62.5% 0.0192
ATR 0.0095 0.0093 -0.0003 -2.6% 0.0000
Volume 109,512 75,170 -34,342 -31.4% 421,093
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9290 0.9262 0.9146
R3 0.9230 0.9202 0.9130
R2 0.9170 0.9170 0.9124
R1 0.9142 0.9142 0.9119 0.9156
PP 0.9110 0.9110 0.9110 0.9118
S1 0.9082 0.9082 0.9108 0.9096
S2 0.9050 0.9050 0.9102
S3 0.8990 0.9022 0.9097
S4 0.8930 0.8962 0.9080
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9570 0.9447 0.9047
R3 0.9378 0.9255 0.8994
R2 0.9186 0.9186 0.8976
R1 0.9063 0.9063 0.8959 0.9029
PP 0.8994 0.8994 0.8994 0.8976
S1 0.8871 0.8871 0.8923 0.8837
S2 0.8802 0.8802 0.8906
S3 0.8610 0.8679 0.8888
S4 0.8418 0.8487 0.8835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9139 0.8924 0.0215 2.4% 0.0106 1.2% 88% True False 86,906
10 0.9164 0.8924 0.0240 2.6% 0.0093 1.0% 79% False False 82,096
20 0.9164 0.8881 0.0283 3.1% 0.0084 0.9% 82% False False 58,508
40 0.9164 0.8474 0.0690 7.6% 0.0098 1.1% 93% False False 29,660
60 0.9164 0.8474 0.0690 7.6% 0.0094 1.0% 93% False False 19,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9394
2.618 0.9296
1.618 0.9236
1.000 0.9199
0.618 0.9176
HIGH 0.9139
0.618 0.9116
0.500 0.9109
0.382 0.9102
LOW 0.9079
0.618 0.9042
1.000 0.9019
1.618 0.8982
2.618 0.8922
4.250 0.8824
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 0.9112 0.9086
PP 0.9110 0.9059
S1 0.9109 0.9032

These figures are updated between 7pm and 10pm EST after a trading day.

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