CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 0.8962 0.8868 -0.0094 -1.0% 0.8615
High 0.8968 0.8998 0.0030 0.3% 0.8918
Low 0.8858 0.8866 0.0008 0.1% 0.8576
Close 0.8871 0.8970 0.0099 1.1% 0.8907
Range 0.0110 0.0132 0.0022 20.0% 0.0342
ATR 0.0131 0.0131 0.0000 0.0% 0.0000
Volume 82,451 92,717 10,266 12.5% 516,359
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9341 0.9287 0.9043
R3 0.9209 0.9155 0.9006
R2 0.9077 0.9077 0.8994
R1 0.9023 0.9023 0.8982 0.9050
PP 0.8945 0.8945 0.8945 0.8958
S1 0.8891 0.8891 0.8958 0.8918
S2 0.8813 0.8813 0.8946
S3 0.8681 0.8759 0.8934
S4 0.8549 0.8627 0.8897
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9826 0.9709 0.9095
R3 0.9484 0.9367 0.9001
R2 0.9142 0.9142 0.8970
R1 0.9025 0.9025 0.8938 0.9084
PP 0.8800 0.8800 0.8800 0.8830
S1 0.8683 0.8683 0.8876 0.8742
S2 0.8458 0.8458 0.8844
S3 0.8116 0.8341 0.8813
S4 0.7774 0.7999 0.8719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9019 0.8842 0.0177 2.0% 0.0099 1.1% 72% False False 93,234
10 0.9019 0.8576 0.0443 4.9% 0.0123 1.4% 89% False False 101,042
20 0.9019 0.8247 0.0772 8.6% 0.0131 1.5% 94% False False 104,813
40 0.9019 0.8000 0.1019 11.4% 0.0139 1.5% 95% False False 86,981
60 0.9019 0.7970 0.1049 11.7% 0.0152 1.7% 95% False False 58,544
80 0.9230 0.7970 0.1260 14.0% 0.0134 1.5% 79% False False 43,965
100 0.9230 0.7970 0.1260 14.0% 0.0118 1.3% 79% False False 35,192
120 0.9230 0.7970 0.1260 14.0% 0.0098 1.1% 79% False False 29,327
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9559
2.618 0.9344
1.618 0.9212
1.000 0.9130
0.618 0.9080
HIGH 0.8998
0.618 0.8948
0.500 0.8932
0.382 0.8916
LOW 0.8866
0.618 0.8784
1.000 0.8734
1.618 0.8652
2.618 0.8520
4.250 0.8305
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 0.8957 0.8960
PP 0.8945 0.8949
S1 0.8932 0.8939

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

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