CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	0.9084	0.9123	0.0039	0.4%	0.8904
High	0.9142	0.9135	-0.0007	-0.1%	0.9023
Low	0.9052	0.9077	0.0025	0.3%	0.8858
Close	0.9134	0.9107	-0.0027	-0.3%	0.8989
Range	0.0090	0.0058	-0.0032	-35.6%	0.0165
ATR	0.0122	0.0118	-0.0005	-3.8%	0.0000
Volume	85,484	66,845	-18,639	-21.8%	446,511

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9252	0.9139
R3	0.9222	0.9194	0.9123
R2	0.9164	0.9164	0.9118
R1	0.9136	0.9136	0.9112	0.9121
PP	0.9106	0.9106	0.9106	0.9099
S1	0.9078	0.9078	0.9102	0.9063
S2	0.9048	0.9048	0.9096
S3	0.8990	0.9020	0.9091
S4	0.8932	0.8962	0.9075

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9385	0.9080
R3	0.9287	0.9220	0.9034
R2	0.9122	0.9122	0.9019
R1	0.9055	0.9055	0.9004	0.9089
PP	0.8957	0.8957	0.8957	0.8973
S1	0.8890	0.8890	0.8974	0.8924
S2	0.8792	0.8792	0.8959
S3	0.8627	0.8725	0.8944
S4	0.8462	0.8560	0.8898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9142	0.8921	0.0221	2.4%	0.0089	1.0%	84%	False	False	86,093
10	0.9142	0.8842	0.0300	3.3%	0.0094	1.0%	88%	False	False	89,663
20	0.9142	0.8576	0.0566	6.2%	0.0110	1.2%	94%	False	False	94,135
40	0.9142	0.8182	0.0960	10.5%	0.0127	1.4%	96%	False	False	96,318
60	0.9142	0.7970	0.1172	12.9%	0.0146	1.6%	97%	False	False	65,668
80	0.9195	0.7970	0.1225	13.5%	0.0135	1.5%	93%	False	False	49,337
100	0.9230	0.7970	0.1260	13.8%	0.0121	1.3%	90%	False	False	39,494
120	0.9230	0.7970	0.1260	13.8%	0.0102	1.1%	90%	False	False	32,914

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9382
2.618	0.9287
1.618	0.9229
1.000	0.9193
0.618	0.9171
HIGH	0.9135
0.618	0.9113
0.500	0.9106
0.382	0.9099
LOW	0.9077
0.618	0.9041
1.000	0.9019
1.618	0.8983
2.618	0.8925
4.250	0.8831

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	0.9107	0.9099
PP	0.9106	0.9092
S1	0.9106	0.9084

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