CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 0.9647 0.9805 0.0158 1.6% 0.9823
High 0.9827 0.9831 0.0004 0.0% 0.9936
Low 0.9600 0.9682 0.0082 0.9% 0.9695
Close 0.9798 0.9718 -0.0080 -0.8% 0.9815
Range 0.0227 0.0149 -0.0078 -34.4% 0.0241
ATR 0.0136 0.0137 0.0001 0.7% 0.0000
Volume 119,051 115,036 -4,015 -3.4% 392,359
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0191 1.0103 0.9800
R3 1.0042 0.9954 0.9759
R2 0.9893 0.9893 0.9745
R1 0.9805 0.9805 0.9732 0.9775
PP 0.9744 0.9744 0.9744 0.9728
S1 0.9656 0.9656 0.9704 0.9626
S2 0.9595 0.9595 0.9691
S3 0.9446 0.9507 0.9677
S4 0.9297 0.9358 0.9636
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% 0.0193 2.0% 36% False False 121,372
10 0.9936 0.9597 0.0339 3.5% 0.0152 1.6% 36% False False 100,411
20 0.9936 0.9373 0.0563 5.8% 0.0134 1.4% 61% False False 92,594
40 0.9936 0.8739 0.1197 12.3% 0.0119 1.2% 82% False False 67,590
60 0.9936 0.8655 0.1281 13.2% 0.0111 1.1% 83% False False 45,195
80 0.9936 0.8162 0.1774 18.3% 0.0111 1.1% 88% False False 33,940
100 0.9936 0.7968 0.1968 20.3% 0.0102 1.0% 89% False False 27,160
120 0.9936 0.7950 0.1986 20.4% 0.0088 0.9% 89% False False 22,641
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0464
2.618 1.0221
1.618 1.0072
1.000 0.9980
0.618 0.9923
HIGH 0.9831
0.618 0.9774
0.500 0.9757
0.382 0.9739
LOW 0.9682
0.618 0.9590
1.000 0.9533
1.618 0.9441
2.618 0.9292
4.250 0.9049
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 0.9757 0.9749
PP 0.9744 0.9738
S1 0.9731 0.9728

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

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