CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	0.8715	0.8672	-0.0043	-0.5%	0.8427
High	0.8772	0.8750	-0.0022	-0.3%	0.8644
Low	0.8665	0.8627	-0.0038	-0.4%	0.8416
Close	0.8688	0.8651	-0.0037	-0.4%	0.8615
Range	0.0107	0.0123	0.0016	15.0%	0.0228
ATR	0.0154	0.0152	-0.0002	-1.4%	0.0000
Volume	57,017	88,668	31,651	55.5%	422,965

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9045	0.8971	0.8719
R3	0.8922	0.8848	0.8685
R2	0.8799	0.8799	0.8674
R1	0.8725	0.8725	0.8662	0.8701
PP	0.8676	0.8676	0.8676	0.8664
S1	0.8602	0.8602	0.8640	0.8578
S2	0.8553	0.8553	0.8628
S3	0.8430	0.8479	0.8617
S4	0.8307	0.8356	0.8583

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9157	0.8740
R3	0.9014	0.8929	0.8678
R2	0.8786	0.8786	0.8657
R1	0.8701	0.8701	0.8636	0.8744
PP	0.8558	0.8558	0.8558	0.8580
S1	0.8473	0.8473	0.8594	0.8516
S2	0.8330	0.8330	0.8573
S3	0.8102	0.8245	0.8552
S4	0.7874	0.8017	0.8490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8772	0.8491	0.0281	3.2%	0.0102	1.2%	57%	False	False	79,290
10	0.8772	0.8104	0.0668	7.7%	0.0130	1.5%	82%	False	False	72,654
20	0.8772	0.7970	0.0802	9.3%	0.0160	1.9%	85%	False	False	38,052
40	0.9176	0.7970	0.1206	13.9%	0.0155	1.8%	56%	False	False	19,652
60	0.9230	0.7970	0.1260	14.6%	0.0125	1.4%	54%	False	False	13,155
80	0.9230	0.7970	0.1260	14.6%	0.0103	1.2%	54%	False	False	9,883
100	0.9230	0.7970	0.1260	14.6%	0.0083	1.0%	54%	False	False	7,908

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9273
2.618	0.9072
1.618	0.8949
1.000	0.8873
0.618	0.8826
HIGH	0.8750
0.618	0.8703
0.500	0.8689
0.382	0.8674
LOW	0.8627
0.618	0.8551
1.000	0.8504
1.618	0.8428
2.618	0.8305
4.250	0.8104

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	0.8689	0.8669
PP	0.8676	0.8663
S1	0.8664	0.8657

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols