CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 0.9221 0.9297 0.0076 0.8% 0.9122
High 0.9280 0.9308 0.0028 0.3% 0.9280
Low 0.9200 0.9186 -0.0014 -0.2% 0.9095
Close 0.9254 0.9220 -0.0034 -0.4% 0.9254
Range 0.0080 0.0122 0.0042 52.5% 0.0185
ATR 0.0084 0.0087 0.0003 3.2% 0.0000
Volume 67,508 68,547 1,039 1.5% 278,917
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9604 0.9534 0.9287
R3 0.9482 0.9412 0.9254
R2 0.9360 0.9360 0.9242
R1 0.9290 0.9290 0.9231 0.9264
PP 0.9238 0.9238 0.9238 0.9225
S1 0.9168 0.9168 0.9209 0.9142
S2 0.9116 0.9116 0.9198
S3 0.8994 0.9046 0.9186
S4 0.8872 0.8924 0.9153
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9765 0.9694 0.9356
R3 0.9580 0.9509 0.9305
R2 0.9395 0.9395 0.9288
R1 0.9324 0.9324 0.9271 0.9360
PP 0.9210 0.9210 0.9210 0.9227
S1 0.9139 0.9139 0.9237 0.9175
S2 0.9025 0.9025 0.9220
S3 0.8840 0.8954 0.9203
S4 0.8655 0.8769 0.9152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9308 0.9095 0.0213 2.3% 0.0088 1.0% 59% True False 68,098
10 0.9308 0.8941 0.0367 4.0% 0.0084 0.9% 76% True False 69,833
20 0.9308 0.8924 0.0384 4.2% 0.0086 0.9% 77% True False 74,098
40 0.9308 0.8675 0.0633 6.9% 0.0089 1.0% 86% True False 42,391
60 0.9308 0.8474 0.0834 9.0% 0.0093 1.0% 89% True False 28,366
80 0.9308 0.8474 0.0834 9.0% 0.0087 0.9% 89% True False 21,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9627
1.618 0.9505
1.000 0.9430
0.618 0.9383
HIGH 0.9308
0.618 0.9261
0.500 0.9247
0.382 0.9233
LOW 0.9186
0.618 0.9111
1.000 0.9064
1.618 0.8989
2.618 0.8867
4.250 0.8668
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 0.9247 0.9232
PP 0.9238 0.9228
S1 0.9229 0.9224

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

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