CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 0.9116 0.9133 0.0017 0.2% 0.9061
High 0.9161 0.9136 -0.0025 -0.3% 0.9179
Low 0.9114 0.8989 -0.0125 -1.4% 0.9017
Close 0.9120 0.9015 -0.0105 -1.2% 0.9107
Range 0.0047 0.0147 0.0100 212.8% 0.0162
ATR 0.0069 0.0075 0.0006 8.0% 0.0000
Volume 329 215 -114 -34.7% 1,218
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9488 0.9398 0.9096
R3 0.9341 0.9251 0.9055
R2 0.9194 0.9194 0.9042
R1 0.9104 0.9104 0.9028 0.9076
PP 0.9047 0.9047 0.9047 0.9032
S1 0.8957 0.8957 0.9002 0.8929
S2 0.8900 0.8900 0.8988
S3 0.8753 0.8810 0.8975
S4 0.8606 0.8663 0.8934
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9587 0.9509 0.9196
R3 0.9425 0.9347 0.9152
R2 0.9263 0.9263 0.9137
R1 0.9185 0.9185 0.9122 0.9224
PP 0.9101 0.9101 0.9101 0.9121
S1 0.9023 0.9023 0.9092 0.9062
S2 0.8939 0.8939 0.9077
S3 0.8777 0.8861 0.9062
S4 0.8615 0.8699 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9179 0.8989 0.0190 2.1% 0.0086 1.0% 14% False True 275
10 0.9195 0.8989 0.0206 2.3% 0.0078 0.9% 13% False True 208
20 0.9230 0.8972 0.0258 2.9% 0.0069 0.8% 17% False False 158
40 0.9230 0.8815 0.0415 4.6% 0.0055 0.6% 48% False False 119
60 0.9230 0.8441 0.0789 8.8% 0.0037 0.4% 73% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 0.9761
2.618 0.9521
1.618 0.9374
1.000 0.9283
0.618 0.9227
HIGH 0.9136
0.618 0.9080
0.500 0.9063
0.382 0.9045
LOW 0.8989
0.618 0.8898
1.000 0.8842
1.618 0.8751
2.618 0.8604
4.250 0.8364
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 0.9063 0.9075
PP 0.9047 0.9055
S1 0.9031 0.9035

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

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