CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 0.8801 0.8834 0.0033 0.4% 0.8901
High 0.8876 0.8902 0.0026 0.3% 0.9052
Low 0.8743 0.8814 0.0071 0.8% 0.8818
Close 0.8803 0.8838 0.0035 0.4% 0.8897
Range 0.0133 0.0088 -0.0045 -33.8% 0.0234
ATR 0.0117 0.0115 -0.0001 -1.1% 0.0000
Volume 109,157 91,378 -17,779 -16.3% 482,244
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9115 0.9065 0.8886
R3 0.9027 0.8977 0.8862
R2 0.8939 0.8939 0.8854
R1 0.8889 0.8889 0.8846 0.8914
PP 0.8851 0.8851 0.8851 0.8864
S1 0.8801 0.8801 0.8830 0.8826
S2 0.8763 0.8763 0.8822
S3 0.8675 0.8713 0.8814
S4 0.8587 0.8625 0.8790
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 0.8961 0.8743 0.0218 2.5% 0.0109 1.2% 44% False False 99,020
10 0.9052 0.8743 0.0309 3.5% 0.0114 1.3% 31% False False 96,629
20 0.9183 0.8743 0.0440 5.0% 0.0105 1.2% 22% False False 93,695
40 0.9183 0.8247 0.0936 10.6% 0.0118 1.3% 63% False False 99,254
60 0.9183 0.8000 0.1183 13.4% 0.0128 1.4% 71% False False 89,219
80 0.9183 0.7970 0.1213 13.7% 0.0140 1.6% 72% False False 67,332
100 0.9230 0.7970 0.1260 14.3% 0.0128 1.4% 69% False False 53,911
120 0.9230 0.7970 0.1260 14.3% 0.0116 1.3% 69% False False 44,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9276
2.618 0.9132
1.618 0.9044
1.000 0.8990
0.618 0.8956
HIGH 0.8902
0.618 0.8868
0.500 0.8858
0.382 0.8848
LOW 0.8814
0.618 0.8760
1.000 0.8726
1.618 0.8672
2.618 0.8584
4.250 0.8440
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 0.8858 0.8833
PP 0.8851 0.8828
S1 0.8845 0.8823

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

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