CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 0.8398 0.8427 0.0029 0.3% 0.8136
High 0.8419 0.8575 0.0156 1.9% 0.8419
Low 0.8336 0.8420 0.0084 1.0% 0.8000
Close 0.8395 0.8522 0.0127 1.5% 0.8395
Range 0.0083 0.0155 0.0072 86.7% 0.0419
ATR 0.0170 0.0170 0.0001 0.4% 0.0000
Volume 89,156 85,868 -3,288 -3.7% 177,798
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8971 0.8901 0.8607
R3 0.8816 0.8746 0.8565
R2 0.8661 0.8661 0.8550
R1 0.8591 0.8591 0.8536 0.8626
PP 0.8506 0.8506 0.8506 0.8523
S1 0.8436 0.8436 0.8508 0.8471
S2 0.8351 0.8351 0.8494
S3 0.8196 0.8281 0.8479
S4 0.8041 0.8126 0.8437
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9528 0.9381 0.8625
R3 0.9109 0.8962 0.8510
R2 0.8690 0.8690 0.8472
R1 0.8543 0.8543 0.8433 0.8617
PP 0.8271 0.8271 0.8271 0.8308
S1 0.8124 0.8124 0.8357 0.8198
S2 0.7852 0.7852 0.8318
S3 0.7433 0.7705 0.8280
S4 0.7014 0.7286 0.8165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8575 0.8000 0.0575 6.7% 0.0166 1.9% 91% True False 51,471
10 0.8575 0.8000 0.0575 6.7% 0.0174 2.0% 91% True False 27,301
20 0.8742 0.7970 0.0772 9.1% 0.0195 2.3% 72% False False 14,620
40 0.9179 0.7970 0.1209 14.2% 0.0149 1.8% 46% False False 7,621
60 0.9230 0.7970 0.1260 14.8% 0.0122 1.4% 44% False False 5,118
80 0.9230 0.7970 0.1260 14.8% 0.0095 1.1% 44% False False 3,849
100 0.9230 0.7970 0.1260 14.8% 0.0076 0.9% 44% False False 3,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9234
2.618 0.8981
1.618 0.8826
1.000 0.8730
0.618 0.8671
HIGH 0.8575
0.618 0.8516
0.500 0.8498
0.382 0.8479
LOW 0.8420
0.618 0.8324
1.000 0.8265
1.618 0.8169
2.618 0.8014
4.250 0.7761
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 0.8514 0.8474
PP 0.8506 0.8426
S1 0.8498 0.8379

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

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