CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 0.9282 0.9153 -0.0129 -1.4% 0.9297
High 0.9286 0.9197 -0.0089 -1.0% 0.9308
Low 0.9171 0.9100 -0.0071 -0.8% 0.9160
Close 0.9197 0.9160 -0.0037 -0.4% 0.9197
Range 0.0115 0.0097 -0.0018 -15.7% 0.0148
ATR 0.0086 0.0087 0.0001 0.9% 0.0000
Volume 63,171 127,405 64,234 101.7% 318,442
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9443 0.9399 0.9213
R3 0.9346 0.9302 0.9187
R2 0.9249 0.9249 0.9178
R1 0.9205 0.9205 0.9169 0.9227
PP 0.9152 0.9152 0.9152 0.9164
S1 0.9108 0.9108 0.9151 0.9130
S2 0.9055 0.9055 0.9142
S3 0.8958 0.9011 0.9133
S4 0.8861 0.8914 0.9107
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9666 0.9579 0.9278
R3 0.9518 0.9431 0.9238
R2 0.9370 0.9370 0.9224
R1 0.9283 0.9283 0.9211 0.9253
PP 0.9222 0.9222 0.9222 0.9206
S1 0.9135 0.9135 0.9183 0.9105
S2 0.9074 0.9074 0.9170
S3 0.8926 0.8987 0.9156
S4 0.8778 0.8839 0.9116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9304 0.9100 0.0204 2.2% 0.0086 0.9% 29% False True 75,460
10 0.9308 0.9095 0.0213 2.3% 0.0087 0.9% 31% False False 71,779
20 0.9308 0.8924 0.0384 4.2% 0.0087 1.0% 61% False False 74,836
40 0.9308 0.8703 0.0605 6.6% 0.0087 0.9% 76% False False 51,727
60 0.9308 0.8474 0.0834 9.1% 0.0092 1.0% 82% False False 34,646
80 0.9308 0.8474 0.0834 9.1% 0.0088 1.0% 82% False False 26,062
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9609
2.618 0.9451
1.618 0.9354
1.000 0.9294
0.618 0.9257
HIGH 0.9197
0.618 0.9160
0.500 0.9149
0.382 0.9137
LOW 0.9100
0.618 0.9040
1.000 0.9003
1.618 0.8943
2.618 0.8846
4.250 0.8688
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 0.9156 0.9202
PP 0.9152 0.9188
S1 0.9149 0.9174

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

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