CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 0.9817 0.9732 -0.0085 -0.9% 1.0100
High 0.9859 0.9804 -0.0055 -0.6% 1.0133
Low 0.9691 0.9695 0.0004 0.0% 0.9789
Close 0.9731 0.9763 0.0032 0.3% 0.9820
Range 0.0168 0.0109 -0.0059 -35.1% 0.0344
ATR 0.0143 0.0141 -0.0002 -1.7% 0.0000
Volume 128,827 98,745 -30,082 -23.4% 536,450
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0081 1.0031 0.9823
R3 0.9972 0.9922 0.9793
R2 0.9863 0.9863 0.9783
R1 0.9813 0.9813 0.9773 0.9838
PP 0.9754 0.9754 0.9754 0.9767
S1 0.9704 0.9704 0.9753 0.9729
S2 0.9645 0.9645 0.9743
S3 0.9536 0.9595 0.9733
S4 0.9427 0.9486 0.9703
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0946 1.0727 1.0009
R3 1.0602 1.0383 0.9915
R2 1.0258 1.0258 0.9883
R1 1.0039 1.0039 0.9852 0.9977
PP 0.9914 0.9914 0.9914 0.9883
S1 0.9695 0.9695 0.9788 0.9633
S2 0.9570 0.9570 0.9757
S3 0.9226 0.9351 0.9725
S4 0.8882 0.9007 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0082 0.9691 0.0391 4.0% 0.0146 1.5% 18% False False 110,754
10 1.0137 0.9691 0.0446 4.6% 0.0136 1.4% 16% False False 102,753
20 1.0137 0.9595 0.0542 5.6% 0.0141 1.4% 31% False False 97,504
40 1.0137 0.9373 0.0764 7.8% 0.0136 1.4% 51% False False 94,192
60 1.0137 0.8727 0.1410 14.4% 0.0125 1.3% 73% False False 75,653
80 1.0137 0.8655 0.1482 15.2% 0.0118 1.2% 75% False False 56,841
100 1.0137 0.8162 0.1975 20.2% 0.0117 1.2% 81% False False 45,506
120 1.0137 0.7968 0.2169 22.2% 0.0107 1.1% 83% False False 37,926
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 0.0044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0089
1.618 0.9980
1.000 0.9913
0.618 0.9871
HIGH 0.9804
0.618 0.9762
0.500 0.9750
0.382 0.9737
LOW 0.9695
0.618 0.9628
1.000 0.9586
1.618 0.9519
2.618 0.9410
4.250 0.9232
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 0.9759 0.9789
PP 0.9754 0.9780
S1 0.9750 0.9772

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

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