CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 0.8330 0.8136 -0.0194 -2.3% 0.8339
High 0.8380 0.8136 -0.0244 -2.9% 0.8420
Low 0.8111 0.8005 -0.0106 -1.3% 0.8111
Close 0.8118 0.8049 -0.0069 -0.8% 0.8118
Range 0.0269 0.0131 -0.0138 -51.3% 0.0309
ATR 0.0174 0.0171 -0.0003 -1.8% 0.0000
Volume 2,712 6,309 3,597 132.6% 9,349
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8456 0.8384 0.8121
R3 0.8325 0.8253 0.8085
R2 0.8194 0.8194 0.8073
R1 0.8122 0.8122 0.8061 0.8093
PP 0.8063 0.8063 0.8063 0.8049
S1 0.7991 0.7991 0.8037 0.7962
S2 0.7932 0.7932 0.8025
S3 0.7801 0.7860 0.8013
S4 0.7670 0.7729 0.7977
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9143 0.8940 0.8288
R3 0.8834 0.8631 0.8203
R2 0.8525 0.8525 0.8175
R1 0.8322 0.8322 0.8146 0.8269
PP 0.8216 0.8216 0.8216 0.8190
S1 0.8013 0.8013 0.8090 0.7960
S2 0.7907 0.7907 0.8061
S3 0.7598 0.7704 0.8033
S4 0.7289 0.7395 0.7948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8420 0.8005 0.0415 5.2% 0.0182 2.3% 11% False True 3,131
10 0.8448 0.7970 0.0478 5.9% 0.0187 2.3% 17% False False 2,260
20 0.8943 0.7970 0.0973 12.1% 0.0178 2.2% 8% False False 2,084
40 0.9230 0.7970 0.1260 15.7% 0.0138 1.7% 6% False False 1,208
60 0.9230 0.7970 0.1260 15.7% 0.0113 1.4% 6% False False 840
80 0.9230 0.7970 0.1260 15.7% 0.0085 1.1% 6% False False 632
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0041
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8693
2.618 0.8479
1.618 0.8348
1.000 0.8267
0.618 0.8217
HIGH 0.8136
0.618 0.8086
0.500 0.8071
0.382 0.8055
LOW 0.8005
0.618 0.7924
1.000 0.7874
1.618 0.7793
2.618 0.7662
4.250 0.7448
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 0.8071 0.8213
PP 0.8063 0.8158
S1 0.8056 0.8104

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

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