CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	0.9462	0.9400	-0.0062	-0.7%	0.9280
High	0.9481	0.9524	0.0043	0.5%	0.9524
Low	0.9375	0.9373	-0.0002	0.0%	0.9267
Close	0.9429	0.9494	0.0065	0.7%	0.9494
Range	0.0106	0.0151	0.0045	42.5%	0.0257
ATR	0.0106	0.0109	0.0003	3.1%	0.0000
Volume	80,764	71,658	-9,106	-11.3%	366,645

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9917	0.9856	0.9577
R3	0.9766	0.9705	0.9536
R2	0.9615	0.9615	0.9522
R1	0.9554	0.9554	0.9508	0.9585
PP	0.9464	0.9464	0.9464	0.9479
S1	0.9403	0.9403	0.9480	0.9434
S2	0.9313	0.9313	0.9466
S3	0.9162	0.9252	0.9452
S4	0.9011	0.9101	0.9411

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0199	1.0104	0.9635
R3	0.9942	0.9847	0.9565
R2	0.9685	0.9685	0.9541
R1	0.9590	0.9590	0.9518	0.9638
PP	0.9428	0.9428	0.9428	0.9452
S1	0.9333	0.9333	0.9470	0.9381
S2	0.9171	0.9171	0.9447
S3	0.8914	0.9076	0.9423
S4	0.8657	0.8819	0.9353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9524	0.9267	0.0257	2.7%	0.0120	1.3%	88%	True	False	73,329
10	0.9524	0.9187	0.0337	3.5%	0.0109	1.1%	91%	True	False	72,546
20	0.9524	0.8752	0.0772	8.1%	0.0104	1.1%	96%	True	False	46,155
40	0.9524	0.8655	0.0869	9.2%	0.0100	1.1%	97%	True	False	23,284
60	0.9524	0.8180	0.1344	14.2%	0.0104	1.1%	98%	True	False	15,581
80	0.9524	0.7968	0.1556	16.4%	0.0095	1.0%	98%	True	False	11,697
100	0.9524	0.7950	0.1574	16.6%	0.0080	0.8%	98%	True	False	9,367
120	0.9524	0.7950	0.1574	16.6%	0.0067	0.7%	98%	True	False	7,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0166
2.618	0.9919
1.618	0.9768
1.000	0.9675
0.618	0.9617
HIGH	0.9524
0.618	0.9466
0.500	0.9449
0.382	0.9431
LOW	0.9373
0.618	0.9280
1.000	0.9222
1.618	0.9129
2.618	0.8978
4.250	0.8731

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	0.9479	0.9479
PP	0.9464	0.9464
S1	0.9449	0.9449

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