CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 0.8512 0.8250 -0.0262 -3.1% 0.8790
High 0.8512 0.8260 -0.0252 -3.0% 0.8790
Low 0.8454 0.8250 -0.0204 -2.4% 0.8641
Close 0.8438 0.8226 -0.0212 -2.5% 0.8641
Range 0.0058 0.0010 -0.0048 -82.8% 0.0149
ATR 0.0066 0.0074 0.0009 13.3% 0.0000
Volume 2 792 790 39,500.0% 5
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 0.8275 0.8261 0.8232
R3 0.8265 0.8251 0.8229
R2 0.8255 0.8255 0.8228
R1 0.8241 0.8241 0.8227 0.8243
PP 0.8245 0.8245 0.8245 0.8247
S1 0.8231 0.8231 0.8225 0.8233
S2 0.8235 0.8235 0.8224
S3 0.8225 0.8221 0.8223
S4 0.8215 0.8211 0.8221
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9138 0.9038 0.8723
R3 0.8989 0.8889 0.8682
R2 0.8840 0.8840 0.8668
R1 0.8740 0.8740 0.8655 0.8716
PP 0.8691 0.8691 0.8691 0.8678
S1 0.8591 0.8591 0.8627 0.8567
S2 0.8542 0.8542 0.8614
S3 0.8393 0.8442 0.8600
S4 0.8244 0.8293 0.8559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8763 0.8250 0.0513 6.2% 0.0020 0.2% -5% False True 159
10 0.8790 0.8250 0.0540 6.6% 0.0010 0.1% -4% False True 80
20 0.9033 0.8250 0.0783 9.5% 0.0005 0.1% -3% False True 41
40 0.9086 0.8250 0.0836 10.2% 0.0002 0.0% -3% False True 21
60 0.9086 0.8250 0.0836 10.2% 0.0002 0.0% -3% False True 14
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8303
2.618 0.8286
1.618 0.8276
1.000 0.8270
0.618 0.8266
HIGH 0.8260
0.618 0.8256
0.500 0.8255
0.382 0.8254
LOW 0.8250
0.618 0.8244
1.000 0.8240
1.618 0.8234
2.618 0.8224
4.250 0.8208
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 0.8255 0.8425
PP 0.8245 0.8359
S1 0.8236 0.8292

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

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