CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 0.8231 0.8266 0.0035 0.4% 0.8820
High 0.8263 0.8373 0.0110 1.3% 0.8835
Low 0.8049 0.8171 0.0122 1.5% 0.8065
Close 0.8174 0.8236 0.0062 0.8% 0.8241
Range 0.0214 0.0202 -0.0012 -5.6% 0.0770
ATR 0.0169 0.0171 0.0002 1.4% 0.0000
Volume 115,765 146,968 31,203 27.0% 905,959
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 0.8866 0.8753 0.8347
R3 0.8664 0.8551 0.8292
R2 0.8462 0.8462 0.8273
R1 0.8349 0.8349 0.8255 0.8305
PP 0.8260 0.8260 0.8260 0.8238
S1 0.8147 0.8147 0.8217 0.8103
S2 0.8058 0.8058 0.8199
S3 0.7856 0.7945 0.8180
S4 0.7654 0.7743 0.8125
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0690 1.0236 0.8665
R3 0.9920 0.9466 0.8453
R2 0.9150 0.9150 0.8382
R1 0.8696 0.8696 0.8312 0.8538
PP 0.8380 0.8380 0.8380 0.8302
S1 0.7926 0.7926 0.8170 0.7768
S2 0.7610 0.7610 0.8100
S3 0.6840 0.7156 0.8029
S4 0.6070 0.6386 0.7818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8474 0.8049 0.0425 5.2% 0.0243 2.9% 44% False False 195,642
10 0.8996 0.8049 0.0947 11.5% 0.0208 2.5% 20% False False 157,922
20 0.9280 0.8049 0.1231 14.9% 0.0174 2.1% 15% False False 155,693
40 0.9308 0.8049 0.1259 15.3% 0.0131 1.6% 15% False False 117,464
60 0.9308 0.8049 0.1259 15.3% 0.0115 1.4% 15% False False 97,812
80 0.9308 0.8049 0.1259 15.3% 0.0114 1.4% 15% False False 73,562
100 0.9308 0.8049 0.1259 15.3% 0.0109 1.3% 15% False False 58,921
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.8902
1.618 0.8700
1.000 0.8575
0.618 0.8498
HIGH 0.8373
0.618 0.8296
0.500 0.8272
0.382 0.8248
LOW 0.8171
0.618 0.8046
1.000 0.7969
1.618 0.7844
2.618 0.7642
4.250 0.7313
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 0.8272 0.8228
PP 0.8260 0.8219
S1 0.8248 0.8211

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

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