CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 0.9888 0.9818 -0.0070 -0.7% 0.9657
High 0.9960 0.9849 -0.0111 -1.1% 0.9931
Low 0.9827 0.9746 -0.0081 -0.8% 0.9521
Close 0.9850 0.9793 -0.0057 -0.6% 0.9897
Range 0.0133 0.0103 -0.0030 -22.6% 0.0410
ATR 0.0144 0.0141 -0.0003 -2.0% 0.0000
Volume 105,677 119,501 13,824 13.1% 580,390
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0105 1.0052 0.9850
R3 1.0002 0.9949 0.9821
R2 0.9899 0.9899 0.9812
R1 0.9846 0.9846 0.9802 0.9821
PP 0.9796 0.9796 0.9796 0.9784
S1 0.9743 0.9743 0.9784 0.9718
S2 0.9693 0.9693 0.9774
S3 0.9590 0.9640 0.9765
S4 0.9487 0.9537 0.9736
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.1013 1.0865 1.0123
R3 1.0603 1.0455 1.0010
R2 1.0193 1.0193 0.9972
R1 1.0045 1.0045 0.9935 1.0119
PP 0.9783 0.9783 0.9783 0.9820
S1 0.9635 0.9635 0.9859 0.9709
S2 0.9373 0.9373 0.9822
S3 0.8963 0.9225 0.9784
S4 0.8553 0.8815 0.9672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9960 0.9612 0.0348 3.6% 0.0135 1.4% 52% False False 106,807
10 0.9960 0.9521 0.0439 4.5% 0.0145 1.5% 62% False False 108,046
20 1.0082 0.9521 0.0561 5.7% 0.0140 1.4% 48% False False 106,768
40 1.0137 0.9521 0.0616 6.3% 0.0145 1.5% 44% False False 101,252
60 1.0137 0.9232 0.0905 9.2% 0.0134 1.4% 62% False False 94,460
80 1.0137 0.8655 0.1482 15.1% 0.0126 1.3% 77% False False 75,058
100 1.0137 0.8597 0.1540 15.7% 0.0120 1.2% 78% False False 60,101
120 1.0137 0.8162 0.1975 20.2% 0.0120 1.2% 83% False False 50,104
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 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0287
2.618 1.0119
1.618 1.0016
1.000 0.9952
0.618 0.9913
HIGH 0.9849
0.618 0.9810
0.500 0.9798
0.382 0.9785
LOW 0.9746
0.618 0.9682
1.000 0.9643
1.618 0.9579
2.618 0.9476
4.250 0.9308
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 0.9798 0.9853
PP 0.9796 0.9833
S1 0.9795 0.9813

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

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