CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 0.9056 0.9056 0.0000 0.0% 0.8907
High 0.9077 0.9077 0.0000 0.0% 0.9069
Low 0.9041 0.8988 -0.0053 -0.6% 0.8752
Close 0.9065 0.9017 -0.0048 -0.5% 0.9059
Range 0.0036 0.0089 0.0053 147.2% 0.0317
ATR 0.0106 0.0105 -0.0001 -1.2% 0.0000
Volume 10,527 10,527 0 0.0% 8,741
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9294 0.9245 0.9066
R3 0.9205 0.9156 0.9041
R2 0.9116 0.9116 0.9033
R1 0.9067 0.9067 0.9025 0.9047
PP 0.9027 0.9027 0.9027 0.9018
S1 0.8978 0.8978 0.9009 0.8958
S2 0.8938 0.8938 0.9001
S3 0.8849 0.8889 0.8993
S4 0.8760 0.8800 0.8968
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9911 0.9802 0.9233
R3 0.9594 0.9485 0.9146
R2 0.9277 0.9277 0.9117
R1 0.9168 0.9168 0.9088 0.9223
PP 0.8960 0.8960 0.8960 0.8987
S1 0.8851 0.8851 0.9030 0.8906
S2 0.8643 0.8643 0.9001
S3 0.8326 0.8534 0.8972
S4 0.8009 0.8217 0.8885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9077 0.8808 0.0269 3.0% 0.0098 1.1% 78% True False 5,758
10 0.9077 0.8655 0.0422 4.7% 0.0104 1.2% 86% True False 3,154
20 0.9077 0.8655 0.0422 4.7% 0.0107 1.2% 86% True False 1,811
40 0.9082 0.8489 0.0593 6.6% 0.0099 1.1% 89% False False 1,017
60 0.9082 0.8162 0.0920 10.2% 0.0104 1.2% 93% False False 708
80 0.9082 0.7950 0.1132 12.6% 0.0083 0.9% 94% False False 543
100 0.9082 0.7950 0.1132 12.6% 0.0066 0.7% 94% False False 434
120 0.9086 0.7950 0.1136 12.6% 0.0055 0.6% 94% False False 362
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 True
3BNR True
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 0.9455
2.618 0.9310
1.618 0.9221
1.000 0.9166
0.618 0.9132
HIGH 0.9077
0.618 0.9043
0.500 0.9033
0.382 0.9022
LOW 0.8988
0.618 0.8933
1.000 0.8899
1.618 0.8844
2.618 0.8755
4.250 0.8610
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 0.9033 0.9019
PP 0.9027 0.9018
S1 0.9022 0.9018

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

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