CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 0.8681 0.8629 -0.0052 -0.6% 0.8240
High 0.8700 0.8687 -0.0013 -0.1% 0.8623
Low 0.8642 0.8580 -0.0062 -0.7% 0.8180
Close 0.8658 0.8672 0.0014 0.2% 0.8599
Range 0.0058 0.0107 0.0049 84.5% 0.0443
ATR 0.0113 0.0113 0.0000 -0.4% 0.0000
Volume 301 110 -191 -63.5% 555
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.8967 0.8927 0.8731
R3 0.8860 0.8820 0.8701
R2 0.8753 0.8753 0.8692
R1 0.8713 0.8713 0.8682 0.8733
PP 0.8646 0.8646 0.8646 0.8657
S1 0.8606 0.8606 0.8662 0.8626
S2 0.8539 0.8539 0.8652
S3 0.8432 0.8499 0.8643
S4 0.8325 0.8392 0.8613
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 0.8531 0.0169 1.9% 0.0087 1.0% 83% False False 182
10 0.8700 0.8162 0.0538 6.2% 0.0119 1.4% 95% False False 139
20 0.8700 0.8162 0.0538 6.2% 0.0113 1.3% 95% False False 109
40 0.8700 0.7950 0.0750 8.6% 0.0068 0.8% 96% False False 78
60 0.9033 0.7950 0.1083 12.5% 0.0047 0.5% 67% False False 53
80 0.9086 0.7950 0.1136 13.1% 0.0035 0.4% 64% False False 40
100 0.9086 0.7950 0.1136 13.1% 0.0028 0.3% 64% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9142
2.618 0.8967
1.618 0.8860
1.000 0.8794
0.618 0.8753
HIGH 0.8687
0.618 0.8646
0.500 0.8634
0.382 0.8621
LOW 0.8580
0.618 0.8514
1.000 0.8473
1.618 0.8407
2.618 0.8300
4.250 0.8125
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 0.8659 0.8653
PP 0.8646 0.8634
S1 0.8634 0.8616

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

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