CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 0.8957 0.8896 -0.0061 -0.7% 0.8901
High 0.8994 0.8916 -0.0078 -0.9% 0.9052
Low 0.8880 0.8818 -0.0062 -0.7% 0.8818
Close 0.8892 0.8897 0.0005 0.1% 0.8897
Range 0.0114 0.0098 -0.0016 -14.0% 0.0234
ATR 0.0115 0.0114 -0.0001 -1.1% 0.0000
Volume 106,391 95,686 -10,705 -10.1% 482,244
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9171 0.9132 0.8951
R3 0.9073 0.9034 0.8924
R2 0.8975 0.8975 0.8915
R1 0.8936 0.8936 0.8906 0.8956
PP 0.8877 0.8877 0.8877 0.8887
S1 0.8838 0.8838 0.8888 0.8858
S2 0.8779 0.8779 0.8879
S3 0.8681 0.8740 0.8870
S4 0.8583 0.8642 0.8843
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9624 0.9495 0.9026
R3 0.9390 0.9261 0.8961
R2 0.9156 0.9156 0.8940
R1 0.9027 0.9027 0.8918 0.8975
PP 0.8922 0.8922 0.8922 0.8896
S1 0.8793 0.8793 0.8876 0.8741
S2 0.8688 0.8688 0.8854
S3 0.8454 0.8559 0.8833
S4 0.8220 0.8325 0.8768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9052 0.8818 0.0234 2.6% 0.0115 1.3% 34% False True 96,448
10 0.9169 0.8818 0.0351 3.9% 0.0112 1.3% 23% False True 94,143
20 0.9183 0.8818 0.0365 4.1% 0.0103 1.2% 22% False True 91,259
40 0.9183 0.8247 0.0936 10.5% 0.0123 1.4% 69% False False 99,234
60 0.9183 0.8000 0.1183 13.3% 0.0133 1.5% 76% False False 82,712
80 0.9183 0.7970 0.1213 13.6% 0.0139 1.6% 76% False False 62,355
100 0.9230 0.7970 0.1260 14.2% 0.0125 1.4% 74% False False 49,920
120 0.9230 0.7970 0.1260 14.2% 0.0112 1.3% 74% False False 41,614
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9333
2.618 0.9173
1.618 0.9075
1.000 0.9014
0.618 0.8977
HIGH 0.8916
0.618 0.8879
0.500 0.8867
0.382 0.8855
LOW 0.8818
0.618 0.8757
1.000 0.8720
1.618 0.8659
2.618 0.8561
4.250 0.8402
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 0.8887 0.8927
PP 0.8877 0.8917
S1 0.8867 0.8907

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

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