CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 0.8893 0.8812 -0.0081 -0.9% 0.9110
High 0.8893 0.8848 -0.0045 -0.5% 0.9130
Low 0.8808 0.8778 -0.0030 -0.3% 0.8587
Close 0.8851 0.8795 -0.0056 -0.6% 0.8754
Range 0.0085 0.0070 -0.0015 -17.6% 0.0543
ATR 0.0107 0.0105 -0.0002 -2.3% 0.0000
Volume 350 134 -216 -61.7% 2,683
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 0.9017 0.8976 0.8834
R3 0.8947 0.8906 0.8814
R2 0.8877 0.8877 0.8808
R1 0.8836 0.8836 0.8801 0.8822
PP 0.8807 0.8807 0.8807 0.8800
S1 0.8766 0.8766 0.8789 0.8752
S2 0.8737 0.8737 0.8782
S3 0.8667 0.8696 0.8776
S4 0.8597 0.8626 0.8757
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 0.8955 0.8587 0.0368 4.2% 0.0154 1.8% 57% False False 494
10 0.9176 0.8587 0.0589 6.7% 0.0121 1.4% 35% False False 443
20 0.9195 0.8587 0.0608 6.9% 0.0101 1.2% 34% False False 348
40 0.9230 0.8587 0.0643 7.3% 0.0084 0.9% 32% False False 229
60 0.9230 0.8587 0.0643 7.3% 0.0059 0.7% 32% False False 162
80 0.9230 0.8441 0.0789 9.0% 0.0044 0.5% 45% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9146
2.618 0.9031
1.618 0.8961
1.000 0.8918
0.618 0.8891
HIGH 0.8848
0.618 0.8821
0.500 0.8813
0.382 0.8805
LOW 0.8778
0.618 0.8735
1.000 0.8708
1.618 0.8665
2.618 0.8595
4.250 0.8481
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 0.8813 0.8861
PP 0.8807 0.8839
S1 0.8801 0.8817

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

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