CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 0.9124 0.9100 -0.0024 -0.3% 0.9016
High 0.9130 0.9105 -0.0025 -0.3% 0.9183
Low 0.9023 0.8932 -0.0091 -1.0% 0.8989
Close 0.9105 0.8947 -0.0158 -1.7% 0.9145
Range 0.0107 0.0173 0.0066 61.7% 0.0194
ATR 0.0111 0.0115 0.0004 4.0% 0.0000
Volume 101,205 115,983 14,778 14.6% 437,232
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9514 0.9403 0.9042
R3 0.9341 0.9230 0.8995
R2 0.9168 0.9168 0.8979
R1 0.9057 0.9057 0.8963 0.9026
PP 0.8995 0.8995 0.8995 0.8979
S1 0.8884 0.8884 0.8931 0.8853
S2 0.8822 0.8822 0.8915
S3 0.8649 0.8711 0.8899
S4 0.8476 0.8538 0.8852
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9688 0.9610 0.9252
R3 0.9494 0.9416 0.9198
R2 0.9300 0.9300 0.9181
R1 0.9222 0.9222 0.9163 0.9261
PP 0.9106 0.9106 0.9106 0.9125
S1 0.9028 0.9028 0.9127 0.9067
S2 0.8912 0.8912 0.9109
S3 0.8718 0.8834 0.9092
S4 0.8524 0.8640 0.9038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9183 0.8932 0.0251 2.8% 0.0095 1.1% 6% False True 87,053
10 0.9183 0.8866 0.0317 3.5% 0.0100 1.1% 26% False False 89,160
20 0.9183 0.8576 0.0607 6.8% 0.0111 1.2% 61% False False 95,109
40 0.9183 0.8247 0.0936 10.5% 0.0122 1.4% 75% False False 98,097
60 0.9183 0.7970 0.1213 13.6% 0.0146 1.6% 81% False False 71,699
80 0.9183 0.7970 0.1213 13.6% 0.0137 1.5% 81% False False 53,937
100 0.9230 0.7970 0.1260 14.1% 0.0123 1.4% 78% False False 43,172
120 0.9230 0.7970 0.1260 14.1% 0.0105 1.2% 78% False False 35,984
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 0.0019
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9840
2.618 0.9558
1.618 0.9385
1.000 0.9278
0.618 0.9212
HIGH 0.9105
0.618 0.9039
0.500 0.9019
0.382 0.8998
LOW 0.8932
0.618 0.8825
1.000 0.8759
1.618 0.8652
2.618 0.8479
4.250 0.8197
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 0.9019 0.9051
PP 0.8995 0.9016
S1 0.8971 0.8982

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

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