CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	0.8343	0.8450	0.0107	1.3%	0.8667
High	0.8492	0.8595	0.0103	1.2%	0.8700
Low	0.8250	0.8382	0.0132	1.6%	0.8247
Close	0.8428	0.8583	0.0155	1.8%	0.8352
Range	0.0242	0.0213	-0.0029	-12.0%	0.0453
ATR	0.0155	0.0159	0.0004	2.7%	0.0000
Volume	105,527	129,053	23,526	22.3%	596,957

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9159	0.9084	0.8700
R3	0.8946	0.8871	0.8642
R2	0.8733	0.8733	0.8622
R1	0.8658	0.8658	0.8603	0.8696
PP	0.8520	0.8520	0.8520	0.8539
S1	0.8445	0.8445	0.8563	0.8483
S2	0.8307	0.8307	0.8544
S3	0.8094	0.8232	0.8524
S4	0.7881	0.8019	0.8466

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9525	0.8601
R3	0.9339	0.9072	0.8477
R2	0.8886	0.8886	0.8435
R1	0.8619	0.8619	0.8394	0.8526
PP	0.8433	0.8433	0.8433	0.8387
S1	0.8166	0.8166	0.8310	0.8073
S2	0.7980	0.7980	0.8269
S3	0.7527	0.7713	0.8227
S4	0.7074	0.7260	0.8103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8595	0.8247	0.0348	4.1%	0.0172	2.0%	97%	True	False	132,108
10	0.8700	0.8247	0.0453	5.3%	0.0159	1.9%	74%	False	False	115,900
20	0.8772	0.8104	0.0668	7.8%	0.0145	1.7%	72%	False	False	94,277
40	0.8896	0.7970	0.0926	10.8%	0.0162	1.9%	66%	False	False	48,511
60	0.9195	0.7970	0.1225	14.3%	0.0141	1.6%	50%	False	False	32,456
80	0.9230	0.7970	0.1260	14.7%	0.0123	1.4%	49%	False	False	24,369
100	0.9230	0.7970	0.1260	14.7%	0.0099	1.1%	49%	False	False	19,497

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	0.0050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9500
2.618	0.9153
1.618	0.8940
1.000	0.8808
0.618	0.8727
HIGH	0.8595
0.618	0.8514
0.500	0.8489
0.382	0.8463
LOW	0.8382
0.618	0.8250
1.000	0.8169
1.618	0.8037
2.618	0.7824
4.250	0.7477

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	0.8552	0.8530
PP	0.8520	0.8476
S1	0.8489	0.8423

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