CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 0.8386 0.8015 -0.0371 -4.4% 0.8740
High 0.8386 0.8260 -0.0126 -1.5% 0.8742
Low 0.8055 0.7984 -0.0071 -0.9% 0.7984
Close 0.8171 0.8156 -0.0015 -0.2% 0.8156
Range 0.0331 0.0276 -0.0055 -16.6% 0.0758
ATR 0.0140 0.0149 0.0010 7.0% 0.0000
Volume 3,989 2,706 -1,283 -32.2% 12,452
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.8961 0.8835 0.8308
R3 0.8685 0.8559 0.8232
R2 0.8409 0.8409 0.8207
R1 0.8283 0.8283 0.8181 0.8346
PP 0.8133 0.8133 0.8133 0.8165
S1 0.8007 0.8007 0.8131 0.8070
S2 0.7857 0.7857 0.8105
S3 0.7581 0.7731 0.8080
S4 0.7305 0.7455 0.8004
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0568 1.0120 0.8573
R3 0.9810 0.9362 0.8364
R2 0.9052 0.9052 0.8295
R1 0.8604 0.8604 0.8225 0.8449
PP 0.8294 0.8294 0.8294 0.8217
S1 0.7846 0.7846 0.8087 0.7691
S2 0.7536 0.7536 0.8017
S3 0.6778 0.7088 0.7948
S4 0.6020 0.6330 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8742 0.7984 0.0758 9.3% 0.0239 2.9% 23% False True 2,490
10 0.8943 0.7984 0.0959 11.8% 0.0168 2.1% 18% False True 1,908
20 0.9176 0.7984 0.1192 14.6% 0.0145 1.8% 14% False True 1,184
40 0.9230 0.7984 0.1246 15.3% 0.0106 1.3% 14% False True 669
60 0.9230 0.7984 0.1246 15.3% 0.0081 1.0% 14% False True 465
80 0.9230 0.7984 0.1246 15.3% 0.0061 0.7% 14% False True 351
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9433
2.618 0.8983
1.618 0.8707
1.000 0.8536
0.618 0.8431
HIGH 0.8260
0.618 0.8155
0.500 0.8122
0.382 0.8089
LOW 0.7984
0.618 0.7813
1.000 0.7708
1.618 0.7537
2.618 0.7261
4.250 0.6811
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 0.8145 0.8250
PP 0.8133 0.8219
S1 0.8122 0.8187

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

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