CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 0.8911 0.8916 0.0005 0.1% 0.9190
High 0.8946 0.8996 0.0050 0.6% 0.9231
Low 0.8855 0.8889 0.0034 0.4% 0.8668
Close 0.8889 0.8951 0.0062 0.7% 0.8844
Range 0.0091 0.0107 0.0016 17.6% 0.0563
ATR 0.0120 0.0119 -0.0001 -0.8% 0.0000
Volume 114,965 100,579 -14,386 -12.5% 782,684
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 0.9266 0.9216 0.9010
R3 0.9159 0.9109 0.8980
R2 0.9052 0.9052 0.8971
R1 0.9002 0.9002 0.8961 0.9027
PP 0.8945 0.8945 0.8945 0.8958
S1 0.8895 0.8895 0.8941 0.8920
S2 0.8838 0.8838 0.8931
S3 0.8731 0.8788 0.8922
S4 0.8624 0.8681 0.8892
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 0.9042 0.8766 0.0276 3.1% 0.0126 1.4% 67% False False 178,000
10 0.9280 0.8668 0.0612 6.8% 0.0145 1.6% 46% False False 148,795
20 0.9286 0.8668 0.0618 6.9% 0.0121 1.4% 46% False False 125,977
40 0.9308 0.8668 0.0640 7.2% 0.0103 1.2% 44% False False 99,146
60 0.9308 0.8668 0.0640 7.2% 0.0098 1.1% 44% False False 73,321
80 0.9308 0.8474 0.0834 9.3% 0.0101 1.1% 57% False False 55,100
100 0.9308 0.8474 0.0834 9.3% 0.0095 1.1% 57% False False 44,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9451
2.618 0.9276
1.618 0.9169
1.000 0.9103
0.618 0.9062
HIGH 0.8996
0.618 0.8955
0.500 0.8943
0.382 0.8930
LOW 0.8889
0.618 0.8823
1.000 0.8782
1.618 0.8716
2.618 0.8609
4.250 0.8434
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 0.8948 0.8943
PP 0.8945 0.8934
S1 0.8943 0.8926

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

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