CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 0.8537 0.8592 0.0055 0.6% 0.8480
High 0.8590 0.8592 0.0002 0.0% 0.8528
Low 0.8491 0.8480 -0.0011 -0.1% 0.8335
Close 0.8563 0.8516 -0.0047 -0.5% 0.8525
Range 0.0099 0.0112 0.0013 13.1% 0.0193
ATR 0.0094 0.0096 0.0001 1.3% 0.0000
Volume 81 75 -6 -7.4% 32
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8865 0.8803 0.8578
R3 0.8753 0.8691 0.8547
R2 0.8641 0.8641 0.8537
R1 0.8579 0.8579 0.8526 0.8554
PP 0.8529 0.8529 0.8529 0.8517
S1 0.8467 0.8467 0.8506 0.8442
S2 0.8417 0.8417 0.8495
S3 0.8305 0.8355 0.8485
S4 0.8193 0.8243 0.8454
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9042 0.8976 0.8631
R3 0.8849 0.8783 0.8578
R2 0.8656 0.8656 0.8560
R1 0.8590 0.8590 0.8543 0.8623
PP 0.8463 0.8463 0.8463 0.8479
S1 0.8397 0.8397 0.8507 0.8430
S2 0.8270 0.8270 0.8490
S3 0.8077 0.8204 0.8472
S4 0.7884 0.8011 0.8419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8672 0.8480 0.0192 2.3% 0.0090 1.1% 19% False True 52
10 0.8672 0.8280 0.0392 4.6% 0.0068 0.8% 60% False False 29
20 0.8672 0.7968 0.0704 8.3% 0.0034 0.4% 78% False False 19
40 0.9033 0.7950 0.1083 12.7% 0.0026 0.3% 52% False False 31
60 0.9086 0.7950 0.1136 13.3% 0.0017 0.2% 50% False False 21
80 0.9086 0.7950 0.1136 13.3% 0.0013 0.2% 50% False False 16
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 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9068
2.618 0.8885
1.618 0.8773
1.000 0.8704
0.618 0.8661
HIGH 0.8592
0.618 0.8549
0.500 0.8536
0.382 0.8523
LOW 0.8480
0.618 0.8411
1.000 0.8368
1.618 0.8299
2.618 0.8187
4.250 0.8004
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 0.8536 0.8564
PP 0.8529 0.8548
S1 0.8523 0.8532

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

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