CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 0.8592 0.8513 -0.0079 -0.9% 0.8607
High 0.8592 0.8589 -0.0003 0.0% 0.8672
Low 0.8480 0.8444 -0.0036 -0.4% 0.8444
Close 0.8516 0.8577 0.0061 0.7% 0.8577
Range 0.0112 0.0145 0.0033 29.5% 0.0228
ATR 0.0096 0.0099 0.0004 3.7% 0.0000
Volume 75 57 -18 -24.0% 315
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8972 0.8919 0.8657
R3 0.8827 0.8774 0.8617
R2 0.8682 0.8682 0.8604
R1 0.8629 0.8629 0.8590 0.8656
PP 0.8537 0.8537 0.8537 0.8550
S1 0.8484 0.8484 0.8564 0.8511
S2 0.8392 0.8392 0.8550
S3 0.8247 0.8339 0.8537
S4 0.8102 0.8194 0.8497
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9248 0.9141 0.8702
R3 0.9020 0.8913 0.8640
R2 0.8792 0.8792 0.8619
R1 0.8685 0.8685 0.8598 0.8625
PP 0.8564 0.8564 0.8564 0.8534
S1 0.8457 0.8457 0.8556 0.8397
S2 0.8336 0.8336 0.8535
S3 0.8108 0.8229 0.8514
S4 0.7880 0.8001 0.8452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8672 0.8444 0.0228 2.7% 0.0111 1.3% 58% False True 63
10 0.8672 0.8335 0.0337 3.9% 0.0079 0.9% 72% False False 34
20 0.8672 0.7968 0.0704 8.2% 0.0041 0.5% 87% False False 21
40 0.9008 0.7950 0.1058 12.3% 0.0029 0.3% 59% False False 32
60 0.9086 0.7950 0.1136 13.2% 0.0019 0.2% 55% False False 22
80 0.9086 0.7950 0.1136 13.2% 0.0015 0.2% 55% False False 17
100 0.9086 0.7950 0.1136 13.2% 0.0012 0.1% 55% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9205
2.618 0.8969
1.618 0.8824
1.000 0.8734
0.618 0.8679
HIGH 0.8589
0.618 0.8534
0.500 0.8517
0.382 0.8499
LOW 0.8444
0.618 0.8354
1.000 0.8299
1.618 0.8209
2.618 0.8064
4.250 0.7828
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 0.8557 0.8557
PP 0.8537 0.8538
S1 0.8517 0.8518

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

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