CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	0.9836	0.9647	-0.0189	-1.9%	0.9823
High	0.9900	0.9827	-0.0073	-0.7%	0.9936
Low	0.9597	0.9600	0.0003	0.0%	0.9695
Close	0.9627	0.9798	0.0171	1.8%	0.9815
Range	0.0303	0.0227	-0.0076	-25.1%	0.0241
ATR	0.0129	0.0136	0.0007	5.4%	0.0000
Volume	168,952	119,051	-49,901	-29.5%	392,359

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0423	1.0337	0.9923
R3	1.0196	1.0110	0.9860
R2	0.9969	0.9969	0.9840
R1	0.9883	0.9883	0.9819	0.9926
PP	0.9742	0.9742	0.9742	0.9763
S1	0.9656	0.9656	0.9777	0.9699
S2	0.9515	0.9515	0.9756
S3	0.9288	0.9429	0.9736
S4	0.9061	0.9202	0.9673

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%	0.0183	1.9%	59%	False	False	114,829
10	0.9936	0.9597	0.0339	3.5%	0.0153	1.6%	59%	False	False	99,448
20	0.9936	0.9373	0.0563	5.7%	0.0132	1.3%	75%	False	False	90,881
40	0.9936	0.8727	0.1209	12.3%	0.0117	1.2%	89%	False	False	64,727
60	0.9936	0.8655	0.1281	13.1%	0.0110	1.1%	89%	False	False	43,286
80	0.9936	0.8162	0.1774	18.1%	0.0111	1.1%	92%	False	False	32,507
100	0.9936	0.7968	0.1968	20.1%	0.0100	1.0%	93%	False	False	26,010
120	0.9936	0.7950	0.1986	20.3%	0.0086	0.9%	93%	False	False	21,683

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0792
2.618	1.0421
1.618	1.0194
1.000	1.0054
0.618	0.9967
HIGH	0.9827
0.618	0.9740
0.500	0.9714
0.382	0.9687
LOW	0.9600
0.618	0.9460
1.000	0.9373
1.618	0.9233
2.618	0.9006
4.250	0.8635

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	0.9770	0.9782
PP	0.9742	0.9765
S1	0.9714	0.9749

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