CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 0.8111 0.8291 0.0180 2.2% 0.8820
High 0.8345 0.8337 -0.0008 -0.1% 0.8835
Low 0.8065 0.8165 0.0100 1.2% 0.8065
Close 0.8241 0.8300 0.0059 0.7% 0.8241
Range 0.0280 0.0172 -0.0108 -38.6% 0.0770
ATR 0.0162 0.0163 0.0001 0.4% 0.0000
Volume 248,063 208,834 -39,229 -15.8% 905,959
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 0.8783 0.8714 0.8395
R3 0.8611 0.8542 0.8347
R2 0.8439 0.8439 0.8332
R1 0.8370 0.8370 0.8316 0.8405
PP 0.8267 0.8267 0.8267 0.8285
S1 0.8198 0.8198 0.8284 0.8233
S2 0.8095 0.8095 0.8268
S3 0.7923 0.8026 0.8253
S4 0.7751 0.7854 0.8205
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0690 1.0236 0.8665
R3 0.9920 0.9466 0.8453
R2 0.9150 0.9150 0.8382
R1 0.8696 0.8696 0.8312 0.8538
PP 0.8380 0.8380 0.8380 0.8302
S1 0.7926 0.7926 0.8170 0.7768
S2 0.7610 0.7610 0.8100
S3 0.6840 0.7156 0.8029
S4 0.6070 0.6386 0.7818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8762 0.8065 0.0697 8.4% 0.0249 3.0% 34% False False 200,060
10 0.8997 0.8065 0.0932 11.2% 0.0185 2.2% 25% False False 157,328
20 0.9280 0.8065 0.1215 14.6% 0.0167 2.0% 19% False False 152,404
40 0.9308 0.8065 0.1243 15.0% 0.0126 1.5% 19% False False 115,512
60 0.9308 0.8065 0.1243 15.0% 0.0111 1.3% 19% False False 93,460
80 0.9308 0.8065 0.1243 15.0% 0.0112 1.4% 19% False False 70,286
100 0.9308 0.8065 0.1243 15.0% 0.0106 1.3% 19% False False 56,296
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9068
2.618 0.8787
1.618 0.8615
1.000 0.8509
0.618 0.8443
HIGH 0.8337
0.618 0.8271
0.500 0.8251
0.382 0.8231
LOW 0.8165
0.618 0.8059
1.000 0.7993
1.618 0.7887
2.618 0.7715
4.250 0.7434
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 0.8284 0.8290
PP 0.8267 0.8280
S1 0.8251 0.8270

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

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