CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 0.9865 0.9829 -0.0036 -0.4% 0.9823
High 0.9936 0.9879 -0.0057 -0.6% 0.9936
Low 0.9794 0.9735 -0.0059 -0.6% 0.9695
Close 0.9815 0.9867 0.0052 0.5% 0.9815
Range 0.0142 0.0144 0.0002 1.4% 0.0241
ATR 0.0114 0.0116 0.0002 1.9% 0.0000
Volume 118,663 85,158 -33,505 -28.2% 392,359
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0259 1.0207 0.9946
R3 1.0115 1.0063 0.9907
R2 0.9971 0.9971 0.9893
R1 0.9919 0.9919 0.9880 0.9945
PP 0.9827 0.9827 0.9827 0.9840
S1 0.9775 0.9775 0.9854 0.9801
S2 0.9683 0.9683 0.9841
S3 0.9539 0.9631 0.9827
S4 0.9395 0.9487 0.9788
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0538 1.0418 0.9948
R3 1.0297 1.0177 0.9881
R2 1.0056 1.0056 0.9859
R1 0.9936 0.9936 0.9837 0.9876
PP 0.9815 0.9815 0.9815 0.9785
S1 0.9695 0.9695 0.9793 0.9635
S2 0.9574 0.9574 0.9771
S3 0.9333 0.9454 0.9749
S4 0.9092 0.9213 0.9682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9936 0.9695 0.0241 2.4% 0.0119 1.2% 71% False False 86,764
10 0.9936 0.9464 0.0472 4.8% 0.0128 1.3% 85% False False 90,044
20 0.9936 0.9346 0.0590 6.0% 0.0116 1.2% 88% False False 83,993
40 0.9936 0.8655 0.1281 13.0% 0.0109 1.1% 95% False False 57,557
60 0.9936 0.8655 0.1281 13.0% 0.0104 1.1% 95% False False 38,490
80 0.9936 0.8162 0.1774 18.0% 0.0108 1.1% 96% False False 28,908
100 0.9936 0.7968 0.1968 19.9% 0.0095 1.0% 96% False False 23,130
120 0.9936 0.7950 0.1986 20.1% 0.0082 0.8% 97% False False 19,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0491
2.618 1.0256
1.618 1.0112
1.000 1.0023
0.618 0.9968
HIGH 0.9879
0.618 0.9824
0.500 0.9807
0.382 0.9790
LOW 0.9735
0.618 0.9646
1.000 0.9591
1.618 0.9502
2.618 0.9358
4.250 0.9123
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 0.9847 0.9857
PP 0.9827 0.9846
S1 0.9807 0.9836

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

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