CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 0.9211 0.9222 0.0011 0.1% 0.9153
High 0.9262 0.9237 -0.0025 -0.3% 0.9282
Low 0.9205 0.9084 -0.0121 -1.3% 0.9100
Close 0.9218 0.9110 -0.0108 -1.2% 0.9205
Range 0.0057 0.0153 0.0096 168.4% 0.0182
ATR 0.0086 0.0091 0.0005 5.5% 0.0000
Volume 116,603 62,371 -54,232 -46.5% 507,595
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9603 0.9509 0.9194
R3 0.9450 0.9356 0.9152
R2 0.9297 0.9297 0.9138
R1 0.9203 0.9203 0.9124 0.9174
PP 0.9144 0.9144 0.9144 0.9129
S1 0.9050 0.9050 0.9096 0.9021
S2 0.8991 0.8991 0.9082
S3 0.8838 0.8897 0.9068
S4 0.8685 0.8744 0.9026
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9742 0.9655 0.9305
R3 0.9560 0.9473 0.9255
R2 0.9378 0.9378 0.9238
R1 0.9291 0.9291 0.9222 0.9335
PP 0.9196 0.9196 0.9196 0.9217
S1 0.9109 0.9109 0.9188 0.9153
S2 0.9014 0.9014 0.9172
S3 0.8832 0.8927 0.9155
S4 0.8650 0.8745 0.9105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9282 0.9084 0.0198 2.2% 0.0096 1.0% 13% False True 92,033
10 0.9304 0.9084 0.0220 2.4% 0.0094 1.0% 12% False True 86,677
20 0.9308 0.9058 0.0250 2.7% 0.0085 0.9% 21% False False 76,264
40 0.9308 0.8857 0.0451 5.0% 0.0085 0.9% 56% False False 65,526
60 0.9308 0.8474 0.0834 9.2% 0.0095 1.0% 76% False False 43,950
80 0.9308 0.8474 0.0834 9.2% 0.0092 1.0% 76% False False 33,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9887
2.618 0.9638
1.618 0.9485
1.000 0.9390
0.618 0.9332
HIGH 0.9237
0.618 0.9179
0.500 0.9161
0.382 0.9142
LOW 0.9084
0.618 0.8989
1.000 0.8931
1.618 0.8836
2.618 0.8683
4.250 0.8434
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 0.9161 0.9173
PP 0.9144 0.9152
S1 0.9127 0.9131

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

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