CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 0.9095 0.9149 0.0054 0.6% 0.9209
High 0.9164 0.9179 0.0015 0.2% 0.9230
Low 0.9095 0.9106 0.0011 0.1% 0.9072
Close 0.9151 0.9121 -0.0030 -0.3% 0.9100
Range 0.0069 0.0073 0.0004 5.8% 0.0158
ATR 0.0068 0.0069 0.0000 0.5% 0.0000
Volume 243 104 -139 -57.2% 814
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9354 0.9311 0.9161
R3 0.9281 0.9238 0.9141
R2 0.9208 0.9208 0.9134
R1 0.9165 0.9165 0.9128 0.9150
PP 0.9135 0.9135 0.9135 0.9128
S1 0.9092 0.9092 0.9114 0.9077
S2 0.9062 0.9062 0.9108
S3 0.8989 0.9019 0.9101
S4 0.8916 0.8946 0.9081
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 2.0% 0.0069 0.8% 58% False False 153
10 0.9230 0.9017 0.0213 2.3% 0.0072 0.8% 49% False False 143
20 0.9230 0.8832 0.0398 4.4% 0.0068 0.7% 73% False False 124
40 0.9230 0.8680 0.0550 6.0% 0.0046 0.5% 80% False False 88
60 0.9230 0.8441 0.0789 8.7% 0.0031 0.3% 86% False False 61
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9489
2.618 0.9370
1.618 0.9297
1.000 0.9252
0.618 0.9224
HIGH 0.9179
0.618 0.9151
0.500 0.9143
0.382 0.9134
LOW 0.9106
0.618 0.9061
1.000 0.9033
1.618 0.8988
2.618 0.8915
4.250 0.8796
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 0.9143 0.9113
PP 0.9135 0.9106
S1 0.9128 0.9098

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

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