CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 0.8820 0.9002 0.0182 2.1% 0.8755
High 0.9001 0.9012 0.0011 0.1% 0.8890
Low 0.8808 0.8950 0.0142 1.6% 0.8655
Close 0.8974 0.9001 0.0027 0.3% 0.8878
Range 0.0193 0.0062 -0.0131 -67.9% 0.0235
ATR 0.0116 0.0112 -0.0004 -3.3% 0.0000
Volume 451 3,041 2,590 574.3% 3,333
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9174 0.9149 0.9035
R3 0.9112 0.9087 0.9018
R2 0.9050 0.9050 0.9012
R1 0.9025 0.9025 0.9007 0.9007
PP 0.8988 0.8988 0.8988 0.8978
S1 0.8963 0.8963 0.8995 0.8945
S2 0.8926 0.8926 0.8990
S3 0.8864 0.8901 0.8984
S4 0.8802 0.8839 0.8967
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 0.9012 0.8739 0.0273 3.0% 0.0122 1.4% 96% True False 952
10 0.9012 0.8655 0.0357 4.0% 0.0111 1.2% 97% True False 836
20 0.9082 0.8655 0.0427 4.7% 0.0107 1.2% 81% False False 571
40 0.9082 0.8489 0.0593 6.6% 0.0100 1.1% 86% False False 397
60 0.9082 0.8162 0.0920 10.2% 0.0100 1.1% 91% False False 286
80 0.9082 0.7950 0.1132 12.6% 0.0080 0.9% 93% False False 226
100 0.9086 0.7950 0.1136 12.6% 0.0064 0.7% 93% False False 181
120 0.9086 0.7950 0.1136 12.6% 0.0053 0.6% 93% False False 151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9276
2.618 0.9174
1.618 0.9112
1.000 0.9074
0.618 0.9050
HIGH 0.9012
0.618 0.8988
0.500 0.8981
0.382 0.8974
LOW 0.8950
0.618 0.8912
1.000 0.8888
1.618 0.8850
2.618 0.8788
4.250 0.8687
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 0.8994 0.8961
PP 0.8988 0.8922
S1 0.8981 0.8882

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

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