CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 0.8603 0.8570 -0.0033 -0.4% 0.8240
High 0.8603 0.8696 0.0093 1.1% 0.8623
Low 0.8545 0.8531 -0.0014 -0.2% 0.8180
Close 0.8587 0.8647 0.0060 0.7% 0.8599
Range 0.0058 0.0165 0.0107 184.5% 0.0443
ATR 0.0114 0.0118 0.0004 3.2% 0.0000
Volume 20 227 207 1,035.0% 555
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9120 0.9048 0.8738
R3 0.8955 0.8883 0.8692
R2 0.8790 0.8790 0.8677
R1 0.8718 0.8718 0.8662 0.8754
PP 0.8625 0.8625 0.8625 0.8643
S1 0.8553 0.8553 0.8632 0.8589
S2 0.8460 0.8460 0.8617
S3 0.8295 0.8388 0.8602
S4 0.8130 0.8223 0.8556
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9796 0.9641 0.8843
R3 0.9353 0.9198 0.8721
R2 0.8910 0.8910 0.8680
R1 0.8755 0.8755 0.8640 0.8833
PP 0.8467 0.8467 0.8467 0.8506
S1 0.8312 0.8312 0.8558 0.8390
S2 0.8024 0.8024 0.8518
S3 0.7581 0.7869 0.8477
S4 0.7138 0.7426 0.8355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8696 0.8306 0.0390 4.5% 0.0119 1.4% 87% True False 144
10 0.8696 0.8162 0.0534 6.2% 0.0141 1.6% 91% True False 140
20 0.8696 0.8162 0.0534 6.2% 0.0113 1.3% 91% True False 90
40 0.8696 0.7950 0.0746 8.6% 0.0066 0.8% 93% True False 68
60 0.9051 0.7950 0.1101 12.7% 0.0044 0.5% 63% False False 46
80 0.9086 0.7950 0.1136 13.1% 0.0033 0.4% 61% False False 35
100 0.9086 0.7950 0.1136 13.1% 0.0026 0.3% 61% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9397
2.618 0.9128
1.618 0.8963
1.000 0.8861
0.618 0.8798
HIGH 0.8696
0.618 0.8633
0.500 0.8614
0.382 0.8594
LOW 0.8531
0.618 0.8429
1.000 0.8366
1.618 0.8264
2.618 0.8099
4.250 0.7830
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 0.8636 0.8636
PP 0.8625 0.8625
S1 0.8614 0.8614

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

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