CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 0.8050 0.8106 0.0056 0.7% 0.8600
High 0.8050 0.8106 0.0056 0.7% 0.8600
Low 0.7950 0.8106 0.0156 2.0% 0.8050
Close 0.8018 0.8072 0.0054 0.7% 0.8079
Range 0.0100 0.0000 -0.0100 -100.0% 0.0550
ATR 0.0089 0.0089 0.0000 -0.1% 0.0000
Volume 2 7 5 250.0% 836
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 0.8095 0.8083 0.8072
R3 0.8095 0.8083 0.8072
R2 0.8095 0.8095 0.8072
R1 0.8083 0.8083 0.8072 0.8089
PP 0.8095 0.8095 0.8095 0.8098
S1 0.8083 0.8083 0.8072 0.8089
S2 0.8095 0.8095 0.8072
S3 0.8095 0.8083 0.8072
S4 0.8095 0.8083 0.8072
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.9893 0.9536 0.8382
R3 0.9343 0.8986 0.8230
R2 0.8793 0.8793 0.8180
R1 0.8436 0.8436 0.8129 0.8340
PP 0.8243 0.8243 0.8243 0.8195
S1 0.7886 0.7886 0.8029 0.7790
S2 0.7693 0.7693 0.7978
S3 0.7143 0.7336 0.7928
S4 0.6593 0.6786 0.7777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8200 0.7950 0.0250 3.1% 0.0050 0.6% 49% False False 10
10 0.8763 0.7950 0.0813 10.1% 0.0035 0.4% 15% False False 84
20 0.9033 0.7950 0.1083 13.4% 0.0017 0.2% 11% False False 43
40 0.9086 0.7950 0.1136 14.1% 0.0009 0.1% 11% False False 22
60 0.9086 0.7950 0.1136 14.1% 0.0006 0.1% 11% False False 15
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8106
2.618 0.8106
1.618 0.8106
1.000 0.8106
0.618 0.8106
HIGH 0.8106
0.618 0.8106
0.500 0.8106
0.382 0.8106
LOW 0.8106
0.618 0.8106
1.000 0.8106
1.618 0.8106
2.618 0.8106
4.250 0.8106
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 0.8106 0.8062
PP 0.8095 0.8052
S1 0.8083 0.8042

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

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