CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 0.8354 0.8502 0.0148 1.8% 0.8579
High 0.8506 0.8623 0.0117 1.4% 0.8594
Low 0.8306 0.8500 0.0194 2.3% 0.8162
Close 0.8494 0.8585 0.0091 1.1% 0.8265
Range 0.0200 0.0123 -0.0077 -38.5% 0.0432
ATR 0.0123 0.0124 0.0000 0.3% 0.0000
Volume 71 149 78 109.9% 661
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.8938 0.8885 0.8653
R3 0.8815 0.8762 0.8619
R2 0.8692 0.8692 0.8608
R1 0.8639 0.8639 0.8596 0.8666
PP 0.8569 0.8569 0.8569 0.8583
S1 0.8516 0.8516 0.8574 0.8543
S2 0.8446 0.8446 0.8562
S3 0.8323 0.8393 0.8551
S4 0.8200 0.8270 0.8517
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9636 0.9383 0.8503
R3 0.9204 0.8951 0.8384
R2 0.8772 0.8772 0.8344
R1 0.8519 0.8519 0.8305 0.8430
PP 0.8340 0.8340 0.8340 0.8296
S1 0.8087 0.8087 0.8225 0.7998
S2 0.7908 0.7908 0.8186
S3 0.7476 0.7655 0.8146
S4 0.7044 0.7223 0.8027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8623 0.8162 0.0461 5.4% 0.0151 1.8% 92% True False 96
10 0.8623 0.8162 0.0461 5.4% 0.0145 1.7% 92% True False 109
20 0.8672 0.8162 0.0510 5.9% 0.0101 1.2% 83% False False 65
40 0.8763 0.7950 0.0813 9.5% 0.0059 0.7% 78% False False 56
60 0.9086 0.7950 0.1136 13.2% 0.0039 0.5% 56% False False 38
80 0.9086 0.7950 0.1136 13.2% 0.0029 0.3% 56% False False 28
100 0.9086 0.7950 0.1136 13.2% 0.0024 0.3% 56% False False 23
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 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9146
2.618 0.8945
1.618 0.8822
1.000 0.8746
0.618 0.8699
HIGH 0.8623
0.618 0.8576
0.500 0.8562
0.382 0.8547
LOW 0.8500
0.618 0.8424
1.000 0.8377
1.618 0.8301
2.618 0.8178
4.250 0.7977
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 0.8577 0.8524
PP 0.8569 0.8463
S1 0.8562 0.8402

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

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