CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 0.8307 0.8280 -0.0027 -0.3% 0.7968
High 0.8307 0.8310 0.0003 0.0% 0.8310
Low 0.8307 0.8280 -0.0027 -0.3% 0.7968
Close 0.8307 0.8307 0.0000 0.0% 0.8307
Range 0.0000 0.0030 0.0030 0.0342
ATR 0.0099 0.0094 -0.0005 -5.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8389 0.8378 0.8324
R3 0.8359 0.8348 0.8315
R2 0.8329 0.8329 0.8313
R1 0.8318 0.8318 0.8310 0.8324
PP 0.8299 0.8299 0.8299 0.8302
S1 0.8288 0.8288 0.8304 0.8294
S2 0.8269 0.8269 0.8302
S3 0.8239 0.8258 0.8299
S4 0.8209 0.8228 0.8291
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9221 0.9106 0.8495
R3 0.8879 0.8764 0.8401
R2 0.8537 0.8537 0.8370
R1 0.8422 0.8422 0.8338 0.8480
PP 0.8195 0.8195 0.8195 0.8224
S1 0.8080 0.8080 0.8276 0.8138
S2 0.7853 0.7853 0.8244
S3 0.7511 0.7738 0.8213
S4 0.7169 0.7396 0.8119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8310 0.7968 0.0342 4.1% 0.0006 0.1% 99% True False 1
10 0.8310 0.7968 0.0342 4.1% 0.0003 0.0% 99% True False 7
20 0.8641 0.7950 0.0691 8.3% 0.0019 0.2% 52% False False 46
40 0.9051 0.7950 0.1101 13.3% 0.0009 0.1% 32% False False 24
60 0.9086 0.7950 0.1136 13.7% 0.0006 0.1% 31% False False 16
80 0.9086 0.7950 0.1136 13.7% 0.0005 0.1% 31% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8438
2.618 0.8389
1.618 0.8359
1.000 0.8340
0.618 0.8329
HIGH 0.8310
0.618 0.8299
0.500 0.8295
0.382 0.8291
LOW 0.8280
0.618 0.8261
1.000 0.8250
1.618 0.8231
2.618 0.8201
4.250 0.8153
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 0.8303 0.8273
PP 0.8299 0.8238
S1 0.8295 0.8204

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

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