CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 0.8743 0.8907 0.0164 1.9% 0.8755
High 0.8890 0.8922 0.0032 0.4% 0.8890
Low 0.8739 0.8809 0.0070 0.8% 0.8655
Close 0.8878 0.8828 -0.0050 -0.6% 0.8878
Range 0.0151 0.0113 -0.0038 -25.2% 0.0235
ATR 0.0108 0.0108 0.0000 0.3% 0.0000
Volume 267 277 10 3.7% 3,333
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9192 0.9123 0.8890
R3 0.9079 0.9010 0.8859
R2 0.8966 0.8966 0.8849
R1 0.8897 0.8897 0.8838 0.8875
PP 0.8853 0.8853 0.8853 0.8842
S1 0.8784 0.8784 0.8818 0.8762
S2 0.8740 0.8740 0.8807
S3 0.8627 0.8671 0.8797
S4 0.8514 0.8558 0.8766
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9513 0.9430 0.9007
R3 0.9278 0.9195 0.8943
R2 0.9043 0.9043 0.8921
R1 0.8960 0.8960 0.8900 0.9002
PP 0.8808 0.8808 0.8808 0.8828
S1 0.8725 0.8725 0.8856 0.8767
S2 0.8573 0.8573 0.8835
S3 0.8338 0.8490 0.8813
S4 0.8103 0.8255 0.8749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8922 0.8655 0.0267 3.0% 0.0113 1.3% 65% True False 454
10 0.8950 0.8655 0.0295 3.3% 0.0107 1.2% 59% False False 550
20 0.9082 0.8655 0.0427 4.8% 0.0098 1.1% 41% False False 414
40 0.9082 0.8180 0.0902 10.2% 0.0105 1.2% 72% False False 299
60 0.9082 0.7968 0.1114 12.6% 0.0095 1.1% 77% False False 216
80 0.9082 0.7950 0.1132 12.8% 0.0075 0.9% 78% False False 174
100 0.9086 0.7950 0.1136 12.9% 0.0060 0.7% 77% False False 139
120 0.9086 0.7950 0.1136 12.9% 0.0050 0.6% 77% False False 116
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 True
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9402
2.618 0.9218
1.618 0.9105
1.000 0.9035
0.618 0.8992
HIGH 0.8922
0.618 0.8879
0.500 0.8866
0.382 0.8852
LOW 0.8809
0.618 0.8739
1.000 0.8696
1.618 0.8626
2.618 0.8513
4.250 0.8329
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 0.8866 0.8827
PP 0.8853 0.8826
S1 0.8841 0.8825

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

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