CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 0.8912 0.8930 0.0018 0.2% 0.9150
High 0.8981 0.9004 0.0023 0.3% 0.9169
Low 0.8883 0.8890 0.0007 0.1% 0.8883
Close 0.8908 0.8901 -0.0007 -0.1% 0.8901
Range 0.0098 0.0114 0.0016 16.3% 0.0286
ATR 0.0114 0.0114 0.0000 0.0% 0.0000
Volume 108,733 84,636 -24,097 -22.2% 459,195
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9274 0.9201 0.8964
R3 0.9160 0.9087 0.8932
R2 0.9046 0.9046 0.8922
R1 0.8973 0.8973 0.8911 0.8953
PP 0.8932 0.8932 0.8932 0.8921
S1 0.8859 0.8859 0.8891 0.8839
S2 0.8818 0.8818 0.8880
S3 0.8704 0.8745 0.8870
S4 0.8590 0.8631 0.8838
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9842 0.9658 0.9058
R3 0.9556 0.9372 0.8980
R2 0.9270 0.9270 0.8953
R1 0.9086 0.9086 0.8927 0.9035
PP 0.8984 0.8984 0.8984 0.8959
S1 0.8800 0.8800 0.8875 0.8749
S2 0.8698 0.8698 0.8849
S3 0.8412 0.8514 0.8822
S4 0.8126 0.8228 0.8744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9169 0.8883 0.0286 3.2% 0.0109 1.2% 6% False False 91,839
10 0.9183 0.8883 0.0300 3.4% 0.0097 1.1% 6% False False 89,642
20 0.9183 0.8576 0.0607 6.8% 0.0107 1.2% 54% False False 92,964
40 0.9183 0.8247 0.0936 10.5% 0.0123 1.4% 70% False False 98,881
60 0.9183 0.7970 0.1213 13.6% 0.0143 1.6% 77% False False 74,837
80 0.9183 0.7970 0.1213 13.6% 0.0138 1.5% 77% False False 56,349
100 0.9230 0.7970 0.1260 14.2% 0.0124 1.4% 74% False False 45,104
120 0.9230 0.7970 0.1260 14.2% 0.0107 1.2% 74% False False 37,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9489
2.618 0.9302
1.618 0.9188
1.000 0.9118
0.618 0.9074
HIGH 0.9004
0.618 0.8960
0.500 0.8947
0.382 0.8934
LOW 0.8890
0.618 0.8820
1.000 0.8776
1.618 0.8706
2.618 0.8592
4.250 0.8406
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 0.8947 0.8994
PP 0.8932 0.8963
S1 0.8916 0.8932

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

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