CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 0.9829 0.9836 0.0007 0.1% 0.9823
High 0.9879 0.9900 0.0021 0.2% 0.9936
Low 0.9735 0.9597 -0.0138 -1.4% 0.9695
Close 0.9867 0.9627 -0.0240 -2.4% 0.9815
Range 0.0144 0.0303 0.0159 110.4% 0.0241
ATR 0.0116 0.0129 0.0013 11.6% 0.0000
Volume 85,158 168,952 83,794 98.4% 392,359
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0617 1.0425 0.9794
R3 1.0314 1.0122 0.9710
R2 1.0011 1.0011 0.9683
R1 0.9819 0.9819 0.9655 0.9764
PP 0.9708 0.9708 0.9708 0.9680
S1 0.9516 0.9516 0.9599 0.9461
S2 0.9405 0.9405 0.9571
S3 0.9102 0.9213 0.9544
S4 0.8799 0.8910 0.9460
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 0.9597 0.0339 3.5% 0.0158 1.6% 9% False True 103,890
10 0.9936 0.9597 0.0339 3.5% 0.0140 1.5% 9% False True 95,054
20 0.9936 0.9373 0.0563 5.8% 0.0125 1.3% 45% False False 88,866
40 0.9936 0.8655 0.1281 13.3% 0.0114 1.2% 76% False False 61,775
60 0.9936 0.8655 0.1281 13.3% 0.0108 1.1% 76% False False 41,303
80 0.9936 0.8162 0.1774 18.4% 0.0111 1.2% 83% False False 31,019
100 0.9936 0.7968 0.1968 20.4% 0.0098 1.0% 84% False False 24,820
120 0.9936 0.7950 0.1986 20.6% 0.0084 0.9% 84% False False 20,691
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 0.0035
Widest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 1.1188
2.618 1.0693
1.618 1.0390
1.000 1.0203
0.618 1.0087
HIGH 0.9900
0.618 0.9784
0.500 0.9749
0.382 0.9713
LOW 0.9597
0.618 0.9410
1.000 0.9294
1.618 0.9107
2.618 0.8804
4.250 0.8309
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 0.9749 0.9767
PP 0.9708 0.9720
S1 0.9668 0.9674

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

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