CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 0.8830 0.8893 0.0063 0.7% 0.9110
High 0.8943 0.8893 -0.0050 -0.6% 0.9130
Low 0.8799 0.8808 0.0009 0.1% 0.8587
Close 0.8883 0.8851 -0.0032 -0.4% 0.8754
Range 0.0144 0.0085 -0.0059 -41.0% 0.0543
ATR 0.0109 0.0107 -0.0002 -1.6% 0.0000
Volume 366 350 -16 -4.4% 2,683
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 0.9106 0.9063 0.8898
R3 0.9021 0.8978 0.8874
R2 0.8936 0.8936 0.8867
R1 0.8893 0.8893 0.8859 0.8872
PP 0.8851 0.8851 0.8851 0.8840
S1 0.8808 0.8808 0.8843 0.8787
S2 0.8766 0.8766 0.8835
S3 0.8681 0.8723 0.8828
S4 0.8596 0.8638 0.8804
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.0453 1.0146 0.9053
R3 0.9910 0.9603 0.8903
R2 0.9367 0.9367 0.8854
R1 0.9060 0.9060 0.8804 0.8942
PP 0.8824 0.8824 0.8824 0.8765
S1 0.8517 0.8517 0.8704 0.8399
S2 0.8281 0.8281 0.8654
S3 0.7738 0.7974 0.8605
S4 0.7195 0.7431 0.8455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8971 0.8587 0.0384 4.3% 0.0157 1.8% 69% False False 604
10 0.9176 0.8587 0.0589 6.7% 0.0125 1.4% 45% False False 479
20 0.9195 0.8587 0.0608 6.9% 0.0101 1.1% 43% False False 343
40 0.9230 0.8587 0.0643 7.3% 0.0083 0.9% 41% False False 231
60 0.9230 0.8587 0.0643 7.3% 0.0057 0.6% 41% False False 160
80 0.9230 0.8441 0.0789 8.9% 0.0043 0.5% 52% False False 122
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9254
2.618 0.9116
1.618 0.9031
1.000 0.8978
0.618 0.8946
HIGH 0.8893
0.618 0.8861
0.500 0.8851
0.382 0.8840
LOW 0.8808
0.618 0.8755
1.000 0.8723
1.618 0.8670
2.618 0.8585
4.250 0.8447
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 0.8851 0.8842
PP 0.8851 0.8833
S1 0.8851 0.8825

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

View Archives - Comment on this page... - Back to Index of Symbols