CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 0.8106 0.8296 0.0190 2.3% 0.8600
High 0.8106 0.8296 0.0190 2.3% 0.8600
Low 0.8106 0.8296 0.0190 2.3% 0.8050
Close 0.8072 0.8296 0.0224 2.8% 0.8079
Range
ATR 0.0089 0.0099 0.0010 10.8% 0.0000
Volume 7 17 10 142.9% 836
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 0.8296 0.8296 0.8296
R3 0.8296 0.8296 0.8296
R2 0.8296 0.8296 0.8296
R1 0.8296 0.8296 0.8296 0.8296
PP 0.8296 0.8296 0.8296 0.8296
S1 0.8296 0.8296 0.8296 0.8296
S2 0.8296 0.8296 0.8296
S3 0.8296 0.8296 0.8296
S4 0.8296 0.8296 0.8296
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 0.8296 0.7950 0.0346 4.2% 0.0050 0.6% 100% True False 12
10 0.8641 0.7950 0.0691 8.3% 0.0035 0.4% 50% False False 86
20 0.9008 0.7950 0.1058 12.8% 0.0017 0.2% 33% False False 44
40 0.9086 0.7950 0.1136 13.7% 0.0009 0.1% 30% False False 23
60 0.9086 0.7950 0.1136 13.7% 0.0006 0.1% 30% False False 15
80 0.9086 0.7950 0.1136 13.7% 0.0004 0.1% 30% False False 12
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.8296
2.618 0.8296
1.618 0.8296
1.000 0.8296
0.618 0.8296
HIGH 0.8296
0.618 0.8296
0.500 0.8296
0.382 0.8296
LOW 0.8296
0.618 0.8296
1.000 0.8296
1.618 0.8296
2.618 0.8296
4.250 0.8296
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 0.8296 0.8238
PP 0.8296 0.8181
S1 0.8296 0.8123

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

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