CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	0.8570	0.8681	0.0111	1.3%	0.8240
High	0.8696	0.8700	0.0004	0.0%	0.8623
Low	0.8531	0.8642	0.0111	1.3%	0.8180
Close	0.8647	0.8658	0.0011	0.1%	0.8599
Range	0.0165	0.0058	-0.0107	-64.8%	0.0443
ATR	0.0118	0.0113	-0.0004	-3.6%	0.0000
Volume	227	301	74	32.6%	555

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8841	0.8807	0.8690
R3	0.8783	0.8749	0.8674
R2	0.8725	0.8725	0.8669
R1	0.8691	0.8691	0.8663	0.8679
PP	0.8667	0.8667	0.8667	0.8661
S1	0.8633	0.8633	0.8653	0.8621
S2	0.8609	0.8609	0.8647
S3	0.8551	0.8575	0.8642
S4	0.8493	0.8517	0.8626

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	0.8700	0.8500	0.0200	2.3%	0.0090	1.0%	79%	True	False	190
10	0.8700	0.8162	0.0538	6.2%	0.0123	1.4%	92%	True	False	168
20	0.8700	0.8162	0.0538	6.2%	0.0110	1.3%	92%	True	False	105
40	0.8700	0.7950	0.0750	8.7%	0.0066	0.8%	94%	True	False	76
60	0.9051	0.7950	0.1101	12.7%	0.0045	0.5%	64%	False	False	51
80	0.9086	0.7950	0.1136	13.1%	0.0034	0.4%	62%	False	False	38
100	0.9086	0.7950	0.1136	13.1%	0.0027	0.3%	62%	False	False	31

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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8947
2.618	0.8852
1.618	0.8794
1.000	0.8758
0.618	0.8736
HIGH	0.8700
0.618	0.8678
0.500	0.8671
0.382	0.8664
LOW	0.8642
0.618	0.8606
1.000	0.8584
1.618	0.8548
2.618	0.8490
4.250	0.8396

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	0.8671	0.8644
PP	0.8667	0.8630
S1	0.8662	0.8616

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols