CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 0.8579 0.8546 -0.0033 -0.4% 0.8607
High 0.8594 0.8546 -0.0048 -0.6% 0.8672
Low 0.8548 0.8304 -0.0244 -2.9% 0.8444
Close 0.8562 0.8346 -0.0216 -2.5% 0.8577
Range 0.0046 0.0242 0.0196 426.1% 0.0228
ATR 0.0095 0.0107 0.0012 12.2% 0.0000
Volume 55 26 -29 -52.7% 315
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9125 0.8977 0.8479
R3 0.8883 0.8735 0.8413
R2 0.8641 0.8641 0.8390
R1 0.8493 0.8493 0.8368 0.8446
PP 0.8399 0.8399 0.8399 0.8375
S1 0.8251 0.8251 0.8324 0.8204
S2 0.8157 0.8157 0.8302
S3 0.7915 0.8009 0.8279
S4 0.7673 0.7767 0.8213
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 0.8594 0.8304 0.0290 3.5% 0.0129 1.5% 14% False True 58
10 0.8672 0.8304 0.0368 4.4% 0.0096 1.2% 11% False True 42
20 0.8672 0.7968 0.0704 8.4% 0.0055 0.7% 54% False False 23
40 0.8847 0.7950 0.0897 10.7% 0.0036 0.4% 44% False False 34
60 0.9086 0.7950 0.1136 13.6% 0.0024 0.3% 35% False False 23
80 0.9086 0.7950 0.1136 13.6% 0.0018 0.2% 35% False False 18
100 0.9086 0.7950 0.1136 13.6% 0.0015 0.2% 35% False False 15
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 0.0023
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 0.9575
2.618 0.9180
1.618 0.8938
1.000 0.8788
0.618 0.8696
HIGH 0.8546
0.618 0.8454
0.500 0.8425
0.382 0.8396
LOW 0.8304
0.618 0.8154
1.000 0.8062
1.618 0.7912
2.618 0.7670
4.250 0.7276
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 0.8425 0.8449
PP 0.8399 0.8415
S1 0.8372 0.8380

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

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