CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 0.8923 0.8848 -0.0075 -0.8% 0.9037
High 0.8925 0.8895 -0.0030 -0.3% 0.9063
Low 0.8851 0.8786 -0.0065 -0.7% 0.8788
Close 0.8866 0.8795 -0.0071 -0.8% 0.8805
Range 0.0074 0.0109 0.0035 47.3% 0.0275
ATR 0.0102 0.0103 0.0000 0.5% 0.0000
Volume 273 646 373 136.6% 1,180
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9152 0.9083 0.8855
R3 0.9043 0.8974 0.8825
R2 0.8934 0.8934 0.8815
R1 0.8865 0.8865 0.8805 0.8845
PP 0.8825 0.8825 0.8825 0.8816
S1 0.8756 0.8756 0.8785 0.8736
S2 0.8716 0.8716 0.8775
S3 0.8607 0.8647 0.8765
S4 0.8498 0.8538 0.8735
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9710 0.9533 0.8956
R3 0.9435 0.9258 0.8881
R2 0.9160 0.9160 0.8855
R1 0.8983 0.8983 0.8830 0.8934
PP 0.8885 0.8885 0.8885 0.8861
S1 0.8708 0.8708 0.8780 0.8659
S2 0.8610 0.8610 0.8755
S3 0.8335 0.8433 0.8729
S4 0.8060 0.8158 0.8654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8950 0.8740 0.0210 2.4% 0.0109 1.2% 26% False False 394
10 0.9082 0.8740 0.0342 3.9% 0.0102 1.2% 16% False False 305
20 0.9082 0.8740 0.0342 3.9% 0.0091 1.0% 16% False False 296
40 0.9082 0.8162 0.0920 10.5% 0.0109 1.2% 69% False False 215
60 0.9082 0.7968 0.1114 12.7% 0.0082 0.9% 74% False False 149
80 0.9082 0.7950 0.1132 12.9% 0.0066 0.7% 75% False False 122
100 0.9086 0.7950 0.1136 12.9% 0.0053 0.6% 74% False False 98
120 0.9086 0.7950 0.1136 12.9% 0.0044 0.5% 74% False False 82
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9358
2.618 0.9180
1.618 0.9071
1.000 0.9004
0.618 0.8962
HIGH 0.8895
0.618 0.8853
0.500 0.8841
0.382 0.8828
LOW 0.8786
0.618 0.8719
1.000 0.8677
1.618 0.8610
2.618 0.8501
4.250 0.8323
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 0.8841 0.8868
PP 0.8825 0.8844
S1 0.8810 0.8819

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

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