CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 0.9149 0.9123 -0.0026 -0.3% 0.9209
High 0.9179 0.9146 -0.0033 -0.4% 0.9230
Low 0.9106 0.9078 -0.0028 -0.3% 0.9072
Close 0.9121 0.9130 0.0009 0.1% 0.9100
Range 0.0073 0.0068 -0.0005 -6.8% 0.0158
ATR 0.0069 0.0069 0.0000 -0.1% 0.0000
Volume 104 251 147 141.3% 814
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9322 0.9294 0.9167
R3 0.9254 0.9226 0.9149
R2 0.9186 0.9186 0.9142
R1 0.9158 0.9158 0.9136 0.9172
PP 0.9118 0.9118 0.9118 0.9125
S1 0.9090 0.9090 0.9124 0.9104
S2 0.9050 0.9050 0.9118
S3 0.8982 0.9022 0.9111
S4 0.8914 0.8954 0.9093
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 0.9179 0.9017 0.0162 1.8% 0.0076 0.8% 70% False False 172
10 0.9230 0.9017 0.0213 2.3% 0.0073 0.8% 53% False False 160
20 0.9230 0.8832 0.0398 4.4% 0.0068 0.7% 75% False False 134
40 0.9230 0.8779 0.0451 4.9% 0.0048 0.5% 78% False False 94
60 0.9230 0.8441 0.0789 8.6% 0.0032 0.3% 87% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9324
1.618 0.9256
1.000 0.9214
0.618 0.9188
HIGH 0.9146
0.618 0.9120
0.500 0.9112
0.382 0.9104
LOW 0.9078
0.618 0.9036
1.000 0.9010
1.618 0.8968
2.618 0.8900
4.250 0.8789
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 0.9124 0.9130
PP 0.9118 0.9129
S1 0.9112 0.9129

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

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