CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	0.8658	0.8586	-0.0072	-0.8%	0.8715
High	0.8691	0.8680	-0.0011	-0.1%	0.8772
Low	0.8562	0.8517	-0.0045	-0.5%	0.8517
Close	0.8607	0.8668	0.0061	0.7%	0.8668
Range	0.0129	0.0163	0.0034	26.4%	0.0255
ATR	0.0148	0.0149	0.0001	0.7%	0.0000
Volume	132,524	93,783	-38,741	-29.2%	473,154

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9111	0.9052	0.8758
R3	0.8948	0.8889	0.8713
R2	0.8785	0.8785	0.8698
R1	0.8726	0.8726	0.8683	0.8756
PP	0.8622	0.8622	0.8622	0.8636
S1	0.8563	0.8563	0.8653	0.8593
S2	0.8459	0.8459	0.8638
S3	0.8296	0.8400	0.8623
S4	0.8133	0.8237	0.8578

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9417	0.9298	0.8808
R3	0.9162	0.9043	0.8738
R2	0.8907	0.8907	0.8715
R1	0.8788	0.8788	0.8691	0.8720
PP	0.8652	0.8652	0.8652	0.8619
S1	0.8533	0.8533	0.8645	0.8465
S2	0.8397	0.8397	0.8621
S3	0.8142	0.8278	0.8598
S4	0.7887	0.8023	0.8528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8772	0.8517	0.0255	2.9%	0.0128	1.5%	59%	False	True	94,630
10	0.8772	0.8416	0.0356	4.1%	0.0123	1.4%	71%	False	False	89,611
20	0.8772	0.8000	0.0772	8.9%	0.0147	1.7%	87%	False	False	54,296
40	0.9176	0.7970	0.1206	13.9%	0.0158	1.8%	58%	False	False	27,805
60	0.9230	0.7970	0.1260	14.5%	0.0129	1.5%	55%	False	False	18,606
80	0.9230	0.7970	0.1260	14.5%	0.0108	1.3%	55%	False	False	13,976
100	0.9230	0.7970	0.1260	14.5%	0.0087	1.0%	55%	False	False	11,183

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	0.0043
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9373
2.618	0.9107
1.618	0.8944
1.000	0.8843
0.618	0.8781
HIGH	0.8680
0.618	0.8618
0.500	0.8599
0.382	0.8579
LOW	0.8517
0.618	0.8416
1.000	0.8354
1.618	0.8253
2.618	0.8090
4.250	0.7824

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	0.8645	0.8648
PP	0.8622	0.8628
S1	0.8599	0.8608

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