CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 0.9793 0.9841 0.0048 0.5% 0.9829
High 0.9916 0.9869 -0.0047 -0.5% 0.9900
Low 0.9766 0.9757 -0.0009 -0.1% 0.9597
Close 0.9865 0.9779 -0.0086 -0.9% 0.9741
Range 0.0150 0.0112 -0.0038 -25.3% 0.0303
ATR 0.0137 0.0135 -0.0002 -1.3% 0.0000
Volume 81,410 84,238 2,828 3.5% 558,431
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0138 1.0070 0.9841
R3 1.0026 0.9958 0.9810
R2 0.9914 0.9914 0.9800
R1 0.9846 0.9846 0.9789 0.9824
PP 0.9802 0.9802 0.9802 0.9791
S1 0.9734 0.9734 0.9769 0.9712
S2 0.9690 0.9690 0.9758
S3 0.9578 0.9622 0.9748
S4 0.9466 0.9510 0.9717
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0655 1.0501 0.9908
R3 1.0352 1.0198 0.9824
R2 1.0049 1.0049 0.9797
R1 0.9895 0.9895 0.9769 0.9821
PP 0.9746 0.9746 0.9746 0.9709
S1 0.9592 0.9592 0.9713 0.9518
S2 0.9443 0.9443 0.9685
S3 0.9140 0.9289 0.9658
S4 0.8837 0.8986 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9916 0.9600 0.0316 3.2% 0.0147 1.5% 57% False False 93,993
10 0.9936 0.9597 0.0339 3.5% 0.0152 1.6% 54% False False 98,941
20 0.9936 0.9464 0.0472 4.8% 0.0135 1.4% 67% False False 94,051
40 0.9936 0.8808 0.1128 11.5% 0.0119 1.2% 86% False False 73,455
60 0.9936 0.8655 0.1281 13.1% 0.0112 1.1% 88% False False 49,117
80 0.9936 0.8306 0.1630 16.7% 0.0110 1.1% 90% False False 36,885
100 0.9936 0.8039 0.1897 19.4% 0.0105 1.1% 92% False False 29,519
120 0.9936 0.7950 0.1986 20.3% 0.0091 0.9% 92% False False 24,607
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 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0345
2.618 1.0162
1.618 1.0050
1.000 0.9981
0.618 0.9938
HIGH 0.9869
0.618 0.9826
0.500 0.9813
0.382 0.9800
LOW 0.9757
0.618 0.9688
1.000 0.9645
1.618 0.9576
2.618 0.9464
4.250 0.9281
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 0.9813 0.9807
PP 0.9802 0.9798
S1 0.9790 0.9788

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

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