CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 0.9266 0.9280 0.0014 0.2% 0.9193
High 0.9375 0.9398 0.0023 0.2% 0.9375
Low 0.9256 0.9267 0.0011 0.1% 0.9187
Close 0.9282 0.9379 0.0097 1.0% 0.9282
Range 0.0119 0.0131 0.0012 10.1% 0.0188
ATR 0.0104 0.0106 0.0002 1.9% 0.0000
Volume 70,506 63,980 -6,526 -9.3% 358,823
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9741 0.9691 0.9451
R3 0.9610 0.9560 0.9415
R2 0.9479 0.9479 0.9403
R1 0.9429 0.9429 0.9391 0.9454
PP 0.9348 0.9348 0.9348 0.9361
S1 0.9298 0.9298 0.9367 0.9323
S2 0.9217 0.9217 0.9355
S3 0.9086 0.9167 0.9343
S4 0.8955 0.9036 0.9307
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9845 0.9752 0.9385
R3 0.9657 0.9564 0.9334
R2 0.9469 0.9469 0.9316
R1 0.9376 0.9376 0.9299 0.9423
PP 0.9281 0.9281 0.9281 0.9305
S1 0.9188 0.9188 0.9265 0.9235
S2 0.9093 0.9093 0.9248
S3 0.8905 0.9000 0.9230
S4 0.8717 0.8812 0.9179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9398 0.9213 0.0185 2.0% 0.0110 1.2% 90% True False 73,611
10 0.9398 0.8988 0.0410 4.4% 0.0100 1.1% 95% True False 60,117
20 0.9398 0.8655 0.0743 7.9% 0.0103 1.1% 97% True False 31,122
40 0.9398 0.8655 0.0743 7.9% 0.0098 1.0% 97% True False 15,739
60 0.9398 0.8162 0.1236 13.2% 0.0106 1.1% 98% True False 10,546
80 0.9398 0.7968 0.1430 15.2% 0.0090 1.0% 99% True False 7,915
100 0.9398 0.7950 0.1448 15.4% 0.0075 0.8% 99% True False 6,341
120 0.9398 0.7950 0.1448 15.4% 0.0063 0.7% 99% True False 5,284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9955
2.618 0.9741
1.618 0.9610
1.000 0.9529
0.618 0.9479
HIGH 0.9398
0.618 0.9348
0.500 0.9333
0.382 0.9317
LOW 0.9267
0.618 0.9186
1.000 0.9136
1.618 0.9055
2.618 0.8924
4.250 0.8710
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 0.9364 0.9358
PP 0.9348 0.9336
S1 0.9333 0.9315

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

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