CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 0.9016 0.9037 0.0021 0.2% 0.8911
High 0.9082 0.9063 -0.0019 -0.2% 0.9082
Low 0.9004 0.9024 0.0020 0.2% 0.8909
Close 0.9045 0.9030 -0.0015 -0.2% 0.9045
Range 0.0078 0.0039 -0.0039 -50.0% 0.0173
ATR 0.0098 0.0093 -0.0004 -4.3% 0.0000
Volume 272 143 -129 -47.4% 1,601
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9156 0.9132 0.9051
R3 0.9117 0.9093 0.9041
R2 0.9078 0.9078 0.9037
R1 0.9054 0.9054 0.9034 0.9047
PP 0.9039 0.9039 0.9039 0.9035
S1 0.9015 0.9015 0.9026 0.9008
S2 0.9000 0.9000 0.9023
S3 0.8961 0.8976 0.9019
S4 0.8922 0.8937 0.9009
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9531 0.9461 0.9140
R3 0.9358 0.9288 0.9093
R2 0.9185 0.9185 0.9077
R1 0.9115 0.9115 0.9061 0.9150
PP 0.9012 0.9012 0.9012 0.9030
S1 0.8942 0.8942 0.9029 0.8977
S2 0.8839 0.8839 0.9013
S3 0.8666 0.8769 0.8997
S4 0.8493 0.8596 0.8950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9082 0.8932 0.0150 1.7% 0.0060 0.7% 65% False False 300
10 0.9082 0.8765 0.0317 3.5% 0.0076 0.8% 84% False False 261
20 0.9082 0.8489 0.0593 6.6% 0.0095 1.0% 91% False False 230
40 0.9082 0.8162 0.0920 10.2% 0.0099 1.1% 94% False False 154
60 0.9082 0.7950 0.1132 12.5% 0.0073 0.8% 95% False False 118
80 0.9082 0.7950 0.1132 12.5% 0.0054 0.6% 95% False False 89
100 0.9086 0.7950 0.1136 12.6% 0.0044 0.5% 95% False False 72
120 0.9086 0.7950 0.1136 12.6% 0.0036 0.4% 95% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.9229
2.618 0.9165
1.618 0.9126
1.000 0.9102
0.618 0.9087
HIGH 0.9063
0.618 0.9048
0.500 0.9044
0.382 0.9039
LOW 0.9024
0.618 0.9000
1.000 0.8985
1.618 0.8961
2.618 0.8922
4.250 0.8858
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 0.9044 0.9031
PP 0.9039 0.9030
S1 0.9035 0.9030

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

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