CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 0.8498 0.8386 -0.0112 -1.3% 0.8830
High 0.8516 0.8386 -0.0130 -1.5% 0.8943
Low 0.8247 0.8055 -0.0192 -2.3% 0.8735
Close 0.8309 0.8171 -0.0138 -1.7% 0.8732
Range 0.0269 0.0331 0.0062 23.0% 0.0208
ATR 0.0125 0.0140 0.0015 11.8% 0.0000
Volume 4,280 3,989 -291 -6.8% 6,629
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 0.9197 0.9015 0.8353
R3 0.8866 0.8684 0.8262
R2 0.8535 0.8535 0.8232
R1 0.8353 0.8353 0.8201 0.8279
PP 0.8204 0.8204 0.8204 0.8167
S1 0.8022 0.8022 0.8141 0.7948
S2 0.7873 0.7873 0.8110
S3 0.7542 0.7691 0.8080
S4 0.7211 0.7360 0.7989
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9427 0.9288 0.8846
R3 0.9219 0.9080 0.8789
R2 0.9011 0.9011 0.8770
R1 0.8872 0.8872 0.8751 0.8838
PP 0.8803 0.8803 0.8803 0.8786
S1 0.8664 0.8664 0.8713 0.8630
S2 0.8595 0.8595 0.8694
S3 0.8387 0.8456 0.8675
S4 0.8179 0.8248 0.8618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8846 0.8055 0.0791 9.7% 0.0206 2.5% 15% False True 3,083
10 0.8943 0.8055 0.0888 10.9% 0.0151 1.8% 13% False True 1,757
20 0.9176 0.8055 0.1121 13.7% 0.0136 1.7% 10% False True 1,073
40 0.9230 0.8055 0.1175 14.4% 0.0102 1.2% 10% False True 604
60 0.9230 0.8055 0.1175 14.4% 0.0077 0.9% 10% False True 420
80 0.9230 0.8055 0.1175 14.4% 0.0058 0.7% 10% False True 317
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 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9793
2.618 0.9253
1.618 0.8922
1.000 0.8717
0.618 0.8591
HIGH 0.8386
0.618 0.8260
0.500 0.8221
0.382 0.8181
LOW 0.8055
0.618 0.7850
1.000 0.7724
1.618 0.7519
2.618 0.7188
4.250 0.6648
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 0.8221 0.8362
PP 0.8204 0.8298
S1 0.8188 0.8235

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

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