CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 0.9120 0.9209 0.0089 1.0% 0.9042
High 0.9175 0.9230 0.0055 0.6% 0.9175
Low 0.9120 0.9090 -0.0030 -0.3% 0.9016
Close 0.9155 0.9122 -0.0033 -0.4% 0.9155
Range 0.0055 0.0140 0.0085 154.5% 0.0159
ATR 0.0058 0.0064 0.0006 10.1% 0.0000
Volume 54 100 46 85.2% 379
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9567 0.9485 0.9199
R3 0.9427 0.9345 0.9161
R2 0.9287 0.9287 0.9148
R1 0.9205 0.9205 0.9135 0.9176
PP 0.9147 0.9147 0.9147 0.9133
S1 0.9065 0.9065 0.9109 0.9036
S2 0.9007 0.9007 0.9096
S3 0.8867 0.8925 0.9084
S4 0.8727 0.8785 0.9045
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9592 0.9533 0.9242
R3 0.9433 0.9374 0.9199
R2 0.9274 0.9274 0.9184
R1 0.9215 0.9215 0.9170 0.9245
PP 0.9115 0.9115 0.9115 0.9130
S1 0.9056 0.9056 0.9140 0.9086
S2 0.8956 0.8956 0.9126
S3 0.8797 0.8897 0.9111
S4 0.8638 0.8738 0.9068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9230 0.9016 0.0214 2.3% 0.0075 0.8% 50% True False 80
10 0.9230 0.8972 0.0258 2.8% 0.0059 0.6% 58% True False 95
20 0.9230 0.8832 0.0398 4.4% 0.0066 0.7% 73% True False 109
40 0.9230 0.8680 0.0550 6.0% 0.0034 0.4% 80% True False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 0.9825
2.618 0.9597
1.618 0.9457
1.000 0.9370
0.618 0.9317
HIGH 0.9230
0.618 0.9177
0.500 0.9160
0.382 0.9143
LOW 0.9090
0.618 0.9003
1.000 0.8950
1.618 0.8863
2.618 0.8723
4.250 0.8495
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 0.9160 0.9145
PP 0.9147 0.9137
S1 0.9135 0.9130

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

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