CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 0.9063 0.9055 -0.0008 -0.1% 0.9000
High 0.9077 0.9103 0.0026 0.3% 0.9103
Low 0.9017 0.9047 0.0030 0.3% 0.8961
Close 0.9060 0.9067 0.0007 0.1% 0.9067
Range 0.0060 0.0056 -0.0004 -6.7% 0.0142
ATR 0.0094 0.0092 -0.0003 -2.9% 0.0000
Volume 43,481 73,594 30,113 69.3% 188,591
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9240 0.9210 0.9098
R3 0.9184 0.9154 0.9082
R2 0.9128 0.9128 0.9077
R1 0.9098 0.9098 0.9072 0.9113
PP 0.9072 0.9072 0.9072 0.9080
S1 0.9042 0.9042 0.9062 0.9057
S2 0.9016 0.9016 0.9057
S3 0.8960 0.8986 0.9052
S4 0.8904 0.8930 0.9036
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9470 0.9410 0.9145
R3 0.9328 0.9268 0.9106
R2 0.9186 0.9186 0.9093
R1 0.9126 0.9126 0.9080 0.9156
PP 0.9044 0.9044 0.9044 0.9059
S1 0.8984 0.8984 0.9054 0.9014
S2 0.8902 0.8902 0.9041
S3 0.8760 0.8842 0.9028
S4 0.8618 0.8700 0.8989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9103 0.8961 0.0142 1.6% 0.0066 0.7% 75% True False 37,718
10 0.9103 0.8838 0.0265 2.9% 0.0076 0.8% 86% True False 20,351
20 0.9103 0.8675 0.0428 4.7% 0.0093 1.0% 92% True False 10,685
40 0.9161 0.8474 0.0687 7.6% 0.0097 1.1% 86% False False 5,500
60 0.9161 0.8474 0.0687 7.6% 0.0088 1.0% 86% False False 3,766
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9341
2.618 0.9250
1.618 0.9194
1.000 0.9159
0.618 0.9138
HIGH 0.9103
0.618 0.9082
0.500 0.9075
0.382 0.9068
LOW 0.9047
0.618 0.9012
1.000 0.8991
1.618 0.8956
2.618 0.8900
4.250 0.8809
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 0.9075 0.9065
PP 0.9072 0.9062
S1 0.9070 0.9060

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

View Archives - Comment on this page... - Back to Index of Symbols