CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 0.8907 0.8808 -0.0099 -1.1% 0.8755
High 0.8922 0.8845 -0.0077 -0.9% 0.8890
Low 0.8809 0.8752 -0.0057 -0.6% 0.8655
Close 0.8828 0.8773 -0.0055 -0.6% 0.8878
Range 0.0113 0.0093 -0.0020 -17.7% 0.0235
ATR 0.0108 0.0107 -0.0001 -1.0% 0.0000
Volume 277 728 451 162.8% 3,333
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9069 0.9014 0.8824
R3 0.8976 0.8921 0.8799
R2 0.8883 0.8883 0.8790
R1 0.8828 0.8828 0.8782 0.8809
PP 0.8790 0.8790 0.8790 0.8781
S1 0.8735 0.8735 0.8764 0.8716
S2 0.8697 0.8697 0.8756
S3 0.8604 0.8642 0.8747
S4 0.8511 0.8549 0.8722
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% 0.0110 1.3% 44% False False 551
10 0.8925 0.8655 0.0270 3.1% 0.0104 1.2% 44% False False 579
20 0.9082 0.8655 0.0427 4.9% 0.0100 1.1% 28% False False 442
40 0.9082 0.8306 0.0776 8.8% 0.0102 1.2% 60% False False 315
60 0.9082 0.8039 0.1043 11.9% 0.0096 1.1% 70% False False 228
80 0.9082 0.7950 0.1132 12.9% 0.0076 0.9% 73% False False 183
100 0.9086 0.7950 0.1136 12.9% 0.0061 0.7% 72% False False 147
120 0.9086 0.7950 0.1136 12.9% 0.0051 0.6% 72% False False 122
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9088
1.618 0.8995
1.000 0.8938
0.618 0.8902
HIGH 0.8845
0.618 0.8809
0.500 0.8799
0.382 0.8788
LOW 0.8752
0.618 0.8695
1.000 0.8659
1.618 0.8602
2.618 0.8509
4.250 0.8357
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 0.8799 0.8831
PP 0.8790 0.8811
S1 0.8782 0.8792

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

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