CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	0.9285	0.9278	-0.0007	-0.1%	0.9056
High	0.9330	0.9300	-0.0030	-0.3%	0.9180
Low	0.9243	0.9232	-0.0011	-0.1%	0.8988
Close	0.9286	0.9258	-0.0028	-0.3%	0.9161
Range	0.0087	0.0068	-0.0019	-21.8%	0.0192
ATR	0.0105	0.0102	-0.0003	-2.5%	0.0000
Volume	75,062	78,610	3,548	4.7%	188,903

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9467	0.9431	0.9295
R3	0.9399	0.9363	0.9277
R2	0.9331	0.9331	0.9270
R1	0.9295	0.9295	0.9264	0.9279
PP	0.9263	0.9263	0.9263	0.9256
S1	0.9227	0.9227	0.9252	0.9211
S2	0.9195	0.9195	0.9246
S3	0.9127	0.9159	0.9239
S4	0.9059	0.9091	0.9221

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9615	0.9267
R3	0.9494	0.9423	0.9214
R2	0.9302	0.9302	0.9196
R1	0.9231	0.9231	0.9179	0.9267
PP	0.9110	0.9110	0.9110	0.9127
S1	0.9039	0.9039	0.9143	0.9075
S2	0.8918	0.8918	0.9126
S3	0.8726	0.8847	0.9108
S4	0.8534	0.8655	0.9055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9356	0.9103	0.0253	2.7%	0.0087	0.9%	61%	False	False	69,509
10	0.9356	0.8961	0.0395	4.3%	0.0089	1.0%	75%	False	False	48,146
20	0.9356	0.8655	0.0701	7.6%	0.0100	1.1%	86%	False	False	24,491
40	0.9356	0.8655	0.0701	7.6%	0.0096	1.0%	86%	False	False	12,393
60	0.9356	0.8162	0.1194	12.9%	0.0106	1.1%	92%	False	False	8,307
80	0.9356	0.7968	0.1388	15.0%	0.0086	0.9%	93%	False	False	6,234
100	0.9356	0.7950	0.1406	15.2%	0.0073	0.8%	93%	False	False	4,996
120	0.9356	0.7950	0.1406	15.2%	0.0061	0.7%	93%	False	False	4,163

Crabel Price Patterns
NR	True
NR4	True
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	0.0025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9589
2.618	0.9478
1.618	0.9410
1.000	0.9368
0.618	0.9342
HIGH	0.9300
0.618	0.9274
0.500	0.9266
0.382	0.9258
LOW	0.9232
0.618	0.9190
1.000	0.9164
1.618	0.9122
2.618	0.9054
4.250	0.8943

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	0.9266	0.9285
PP	0.9263	0.9276
S1	0.9261	0.9267

Download as Excel Spreadsheet

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

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