CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 0.9061 0.9095 0.0034 0.4% 0.9209
High 0.9087 0.9164 0.0077 0.8% 0.9230
Low 0.9017 0.9095 0.0078 0.9% 0.9072
Close 0.9063 0.9151 0.0088 1.0% 0.9100
Range 0.0070 0.0069 -0.0001 -1.4% 0.0158
ATR 0.0066 0.0068 0.0003 3.8% 0.0000
Volume 141 243 102 72.3% 814
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9344 0.9316 0.9189
R3 0.9275 0.9247 0.9170
R2 0.9206 0.9206 0.9164
R1 0.9178 0.9178 0.9157 0.9192
PP 0.9137 0.9137 0.9137 0.9144
S1 0.9109 0.9109 0.9145 0.9123
S2 0.9068 0.9068 0.9138
S3 0.8999 0.9040 0.9132
S4 0.8930 0.8971 0.9113
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9608 0.9512 0.9187
R3 0.9450 0.9354 0.9143
R2 0.9292 0.9292 0.9129
R1 0.9196 0.9196 0.9114 0.9165
PP 0.9134 0.9134 0.9134 0.9119
S1 0.9038 0.9038 0.9086 0.9007
S2 0.8976 0.8976 0.9071
S3 0.8818 0.8880 0.9057
S4 0.8660 0.8722 0.9013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9017 0.0178 1.9% 0.0070 0.8% 75% False False 141
10 0.9230 0.9017 0.0213 2.3% 0.0067 0.7% 63% False False 140
20 0.9230 0.8832 0.0398 4.3% 0.0068 0.7% 80% False False 124
40 0.9230 0.8680 0.0550 6.0% 0.0044 0.5% 86% False False 85
60 0.9230 0.8441 0.0789 8.6% 0.0029 0.3% 90% False False 59
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9457
2.618 0.9345
1.618 0.9276
1.000 0.9233
0.618 0.9207
HIGH 0.9164
0.618 0.9138
0.500 0.9130
0.382 0.9121
LOW 0.9095
0.618 0.9052
1.000 0.9026
1.618 0.8983
2.618 0.8914
4.250 0.8802
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 0.9144 0.9133
PP 0.9137 0.9116
S1 0.9130 0.9098

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

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