CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 0.8364 0.8462 0.0098 1.2% 0.7968
High 0.8450 0.8490 0.0040 0.5% 0.8310
Low 0.8335 0.8458 0.0123 1.5% 0.7968
Close 0.8462 0.8472 0.0010 0.1% 0.8307
Range 0.0115 0.0032 -0.0083 -72.2% 0.0342
ATR 0.0101 0.0096 -0.0005 -4.9% 0.0000
Volume 1 19 18 1,800.0% 5
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8569 0.8553 0.8490
R3 0.8537 0.8521 0.8481
R2 0.8505 0.8505 0.8478
R1 0.8489 0.8489 0.8475 0.8497
PP 0.8473 0.8473 0.8473 0.8478
S1 0.8457 0.8457 0.8469 0.8465
S2 0.8441 0.8441 0.8466
S3 0.8409 0.8425 0.8463
S4 0.8377 0.8393 0.8454
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 0.8490 0.8280 0.0210 2.5% 0.0035 0.4% 91% True False 4
10 0.8490 0.7968 0.0522 6.2% 0.0018 0.2% 97% True False 4
20 0.8490 0.7950 0.0540 6.4% 0.0022 0.3% 97% True False 47
40 0.9033 0.7950 0.1083 12.8% 0.0013 0.2% 48% False False 24
60 0.9086 0.7950 0.1136 13.4% 0.0009 0.1% 46% False False 17
80 0.9086 0.7950 0.1136 13.4% 0.0007 0.1% 46% False False 13
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8626
2.618 0.8574
1.618 0.8542
1.000 0.8522
0.618 0.8510
HIGH 0.8490
0.618 0.8478
0.500 0.8474
0.382 0.8470
LOW 0.8458
0.618 0.8438
1.000 0.8426
1.618 0.8406
2.618 0.8374
4.250 0.8322
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 0.8474 0.8452
PP 0.8473 0.8432
S1 0.8473 0.8413

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

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