CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 0.8250 0.8092 -0.0158 -1.9% 0.8790
High 0.8260 0.8092 -0.0168 -2.0% 0.8790
Low 0.8250 0.8092 -0.0158 -1.9% 0.8641
Close 0.8226 0.8092 -0.0134 -1.6% 0.8641
Range 0.0010 0.0000 -0.0010 -100.0% 0.0149
ATR 0.0074 0.0079 0.0004 5.7% 0.0000
Volume 792 6 -786 -99.2% 5
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 0.8092 0.8092 0.8092
R3 0.8092 0.8092 0.8092
R2 0.8092 0.8092 0.8092
R1 0.8092 0.8092 0.8092 0.8092
PP 0.8092 0.8092 0.8092 0.8092
S1 0.8092 0.8092 0.8092 0.8092
S2 0.8092 0.8092 0.8092
S3 0.8092 0.8092 0.8092
S4 0.8092 0.8092 0.8092
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 0.8641 0.8092 0.0549 6.8% 0.0020 0.2% 0% False True 160
10 0.8790 0.8092 0.0698 8.6% 0.0010 0.1% 0% False True 80
20 0.9033 0.8092 0.0941 11.6% 0.0005 0.1% 0% False True 41
40 0.9086 0.8092 0.0994 12.3% 0.0002 0.0% 0% False True 21
60 0.9086 0.8092 0.0994 12.3% 0.0002 0.0% 0% False True 15
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8092
2.618 0.8092
1.618 0.8092
1.000 0.8092
0.618 0.8092
HIGH 0.8092
0.618 0.8092
0.500 0.8092
0.382 0.8092
LOW 0.8092
0.618 0.8092
1.000 0.8092
1.618 0.8092
2.618 0.8092
4.250 0.8092
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 0.8092 0.8302
PP 0.8092 0.8232
S1 0.8092 0.8162

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

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