CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 0.9045 0.9027 -0.0018 -0.2% 0.9211
High 0.9076 0.9056 -0.0020 -0.2% 0.9280
Low 0.8979 0.8668 -0.0311 -3.5% 0.9084
Close 0.9010 0.8788 -0.0222 -2.5% 0.9205
Range 0.0097 0.0388 0.0291 300.0% 0.0196
ATR 0.0096 0.0116 0.0021 21.9% 0.0000
Volume 171,023 164,341 -6,682 -3.9% 544,863
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1.0001 0.9783 0.9001
R3 0.9613 0.9395 0.8895
R2 0.9225 0.9225 0.8859
R1 0.9007 0.9007 0.8824 0.8922
PP 0.8837 0.8837 0.8837 0.8795
S1 0.8619 0.8619 0.8752 0.8534
S2 0.8449 0.8449 0.8717
S3 0.8061 0.8231 0.8681
S4 0.7673 0.7843 0.8575
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9778 0.9687 0.9313
R3 0.9582 0.9491 0.9259
R2 0.9386 0.9386 0.9241
R1 0.9295 0.9295 0.9223 0.9243
PP 0.9190 0.9190 0.9190 0.9163
S1 0.9099 0.9099 0.9187 0.9047
S2 0.8994 0.8994 0.9169
S3 0.8798 0.8903 0.9151
S4 0.8602 0.8707 0.9097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9280 0.8668 0.0612 7.0% 0.0163 1.9% 20% False True 119,591
10 0.9280 0.8668 0.0612 7.0% 0.0132 1.5% 20% False True 117,365
20 0.9308 0.8668 0.0640 7.3% 0.0111 1.3% 19% False True 97,615
40 0.9308 0.8668 0.0640 7.3% 0.0096 1.1% 19% False True 85,382
60 0.9308 0.8598 0.0710 8.1% 0.0097 1.1% 27% False False 58,553
80 0.9308 0.8474 0.0834 9.5% 0.0097 1.1% 38% False False 43,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 1.0705
2.618 1.0072
1.618 0.9684
1.000 0.9444
0.618 0.9296
HIGH 0.9056
0.618 0.8908
0.500 0.8862
0.382 0.8816
LOW 0.8668
0.618 0.8428
1.000 0.8280
1.618 0.8040
2.618 0.7652
4.250 0.7019
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 0.8862 0.8949
PP 0.8837 0.8895
S1 0.8813 0.8842

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

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