CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 0.8770 0.8788 0.0018 0.2% 0.8721
High 0.8829 0.8788 -0.0041 -0.5% 0.8721
Low 0.8770 0.8762 -0.0008 -0.1% 0.8581
Close 0.8785 0.8781 -0.0004 0.0% 0.8680
Range 0.0059 0.0026 -0.0033 -55.9% 0.0140
ATR
Volume 33 190 157 475.8% 195
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.8855 0.8844 0.8795
R3 0.8829 0.8818 0.8788
R2 0.8803 0.8803 0.8786
R1 0.8792 0.8792 0.8783 0.8785
PP 0.8777 0.8777 0.8777 0.8773
S1 0.8766 0.8766 0.8779 0.8759
S2 0.8751 0.8751 0.8776
S3 0.8725 0.8740 0.8774
S4 0.8699 0.8714 0.8767
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9081 0.9020 0.8757
R3 0.8941 0.8880 0.8719
R2 0.8801 0.8801 0.8706
R1 0.8740 0.8740 0.8693 0.8701
PP 0.8661 0.8661 0.8661 0.8641
S1 0.8600 0.8600 0.8667 0.8561
S2 0.8521 0.8521 0.8654
S3 0.8381 0.8460 0.8642
S4 0.8241 0.8320 0.8603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8829 0.8581 0.0248 2.8% 0.0049 0.6% 81% False False 61
10 0.8840 0.8581 0.0259 2.9% 0.0054 0.6% 77% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8899
2.618 0.8856
1.618 0.8830
1.000 0.8814
0.618 0.8804
HIGH 0.8788
0.618 0.8778
0.500 0.8775
0.382 0.8772
LOW 0.8762
0.618 0.8746
1.000 0.8736
1.618 0.8720
2.618 0.8694
4.250 0.8652
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 0.8779 0.8771
PP 0.8777 0.8761
S1 0.8775 0.8752

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

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