CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 0.9107 0.9015 -0.0092 -1.0% 0.9080
High 0.9114 0.9062 -0.0052 -0.6% 0.9164
Low 0.8988 0.8991 0.0003 0.0% 0.9004
Close 0.9006 0.9007 0.0001 0.0% 0.9074
Range 0.0126 0.0071 -0.0055 -43.7% 0.0160
ATR 0.0090 0.0088 -0.0001 -1.5% 0.0000
Volume 69,519 100,278 30,759 44.2% 362,535
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9233 0.9191 0.9046
R3 0.9162 0.9120 0.9027
R2 0.9091 0.9091 0.9020
R1 0.9049 0.9049 0.9014 0.9035
PP 0.9020 0.9020 0.9020 0.9013
S1 0.8978 0.8978 0.9000 0.8964
S2 0.8949 0.8949 0.8994
S3 0.8878 0.8907 0.8987
S4 0.8807 0.8836 0.8968
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9561 0.9477 0.9162
R3 0.9401 0.9317 0.9118
R2 0.9241 0.9241 0.9103
R1 0.9157 0.9157 0.9089 0.9119
PP 0.9081 0.9081 0.9081 0.9062
S1 0.8997 0.8997 0.9059 0.8959
S2 0.8921 0.8921 0.9045
S3 0.8761 0.8837 0.9030
S4 0.8601 0.8677 0.8986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9139 0.8988 0.0151 1.7% 0.0091 1.0% 13% False False 82,031
10 0.9164 0.8988 0.0176 2.0% 0.0081 0.9% 11% False False 77,717
20 0.9164 0.8765 0.0399 4.4% 0.0081 0.9% 61% False False 45,446
40 0.9164 0.8474 0.0690 7.7% 0.0098 1.1% 77% False False 23,070
60 0.9164 0.8474 0.0690 7.7% 0.0091 1.0% 77% False False 15,485
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9364
2.618 0.9248
1.618 0.9177
1.000 0.9133
0.618 0.9106
HIGH 0.9062
0.618 0.9035
0.500 0.9027
0.382 0.9018
LOW 0.8991
0.618 0.8947
1.000 0.8920
1.618 0.8876
2.618 0.8805
4.250 0.8689
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 0.9027 0.9052
PP 0.9020 0.9037
S1 0.9014 0.9022

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

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