CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 0.9027 0.8828 -0.0199 -2.2% 0.9190
High 0.9056 0.8902 -0.0154 -1.7% 0.9231
Low 0.8668 0.8766 0.0098 1.1% 0.8668
Close 0.8788 0.8844 0.0056 0.6% 0.8844
Range 0.0388 0.0136 -0.0252 -64.9% 0.0563
ATR 0.0116 0.0118 0.0001 1.2% 0.0000
Volume 164,341 268,773 104,432 63.5% 782,684
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 0.9245 0.9181 0.8919
R3 0.9109 0.9045 0.8881
R2 0.8973 0.8973 0.8869
R1 0.8909 0.8909 0.8856 0.8941
PP 0.8837 0.8837 0.8837 0.8854
S1 0.8773 0.8773 0.8832 0.8805
S2 0.8701 0.8701 0.8819
S3 0.8565 0.8637 0.8807
S4 0.8429 0.8501 0.8769
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.0603 1.0287 0.9154
R3 1.0040 0.9724 0.8999
R2 0.9477 0.9477 0.8947
R1 0.9161 0.9161 0.8896 0.9038
PP 0.8914 0.8914 0.8914 0.8853
S1 0.8598 0.8598 0.8792 0.8475
S2 0.8351 0.8351 0.8741
S3 0.7788 0.8035 0.8689
S4 0.7225 0.7472 0.8534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9231 0.8668 0.0563 6.4% 0.0172 1.9% 31% False False 156,536
10 0.9280 0.8668 0.0612 6.9% 0.0135 1.5% 29% False False 132,754
20 0.9308 0.8668 0.0640 7.2% 0.0114 1.3% 28% False False 107,679
40 0.9308 0.8668 0.0640 7.2% 0.0098 1.1% 28% False False 91,014
60 0.9308 0.8661 0.0647 7.3% 0.0098 1.1% 28% False False 63,018
80 0.9308 0.8474 0.0834 9.4% 0.0098 1.1% 44% False False 47,339
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9480
2.618 0.9258
1.618 0.9122
1.000 0.9038
0.618 0.8986
HIGH 0.8902
0.618 0.8850
0.500 0.8834
0.382 0.8818
LOW 0.8766
0.618 0.8682
1.000 0.8630
1.618 0.8546
2.618 0.8410
4.250 0.8188
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 0.8841 0.8872
PP 0.8837 0.8863
S1 0.8834 0.8853

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

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