CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 0.9642 0.9589 -0.0053 -0.5% 0.9513
High 0.9645 0.9647 0.0002 0.0% 0.9667
Low 0.9569 0.9464 -0.0105 -1.1% 0.9469
Close 0.9588 0.9633 0.0045 0.5% 0.9636
Range 0.0076 0.0183 0.0107 140.8% 0.0198
ATR 0.0104 0.0110 0.0006 5.4% 0.0000
Volume 65,199 118,845 53,646 82.3% 411,562
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0130 1.0065 0.9734
R3 0.9947 0.9882 0.9683
R2 0.9764 0.9764 0.9667
R1 0.9699 0.9699 0.9650 0.9732
PP 0.9581 0.9581 0.9581 0.9598
S1 0.9516 0.9516 0.9616 0.9549
S2 0.9398 0.9398 0.9599
S3 0.9215 0.9333 0.9583
S4 0.9032 0.9150 0.9532
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0185 1.0108 0.9745
R3 0.9987 0.9910 0.9690
R2 0.9789 0.9789 0.9672
R1 0.9712 0.9712 0.9654 0.9751
PP 0.9591 0.9591 0.9591 0.9610
S1 0.9514 0.9514 0.9618 0.9553
S2 0.9393 0.9393 0.9600
S3 0.9195 0.9316 0.9582
S4 0.8997 0.9118 0.9527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9667 0.9464 0.0203 2.1% 0.0111 1.2% 83% False True 92,101
10 0.9667 0.9373 0.0294 3.1% 0.0110 1.1% 88% False False 82,677
20 0.9667 0.8995 0.0672 7.0% 0.0107 1.1% 95% False False 74,446
40 0.9667 0.8655 0.1012 10.5% 0.0107 1.1% 97% False False 38,128
60 0.9667 0.8489 0.1178 12.2% 0.0102 1.1% 97% False False 25,493
80 0.9667 0.8162 0.1505 15.6% 0.0104 1.1% 98% False False 19,142
100 0.9667 0.7950 0.1717 17.8% 0.0087 0.9% 98% False False 15,323
120 0.9667 0.7950 0.1717 17.8% 0.0073 0.8% 98% False False 12,770
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 0.0030
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0425
2.618 1.0126
1.618 0.9943
1.000 0.9830
0.618 0.9760
HIGH 0.9647
0.618 0.9577
0.500 0.9556
0.382 0.9534
LOW 0.9464
0.618 0.9351
1.000 0.9281
1.618 0.9168
2.618 0.8985
4.250 0.8686
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 0.9607 0.9611
PP 0.9581 0.9588
S1 0.9556 0.9566

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

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