CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 0.8417 0.8227 -0.0190 -2.3% 0.8444
High 0.8469 0.8227 -0.0242 -2.9% 0.8515
Low 0.8203 0.8089 -0.0114 -1.4% 0.8203
Close 0.8205 0.8134 -0.0071 -0.9% 0.8205
Range 0.0266 0.0138 -0.0128 -48.1% 0.0312
ATR 0.0184 0.0181 -0.0003 -1.8% 0.0000
Volume 105,427 131,028 25,601 24.3% 489,414
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8564 0.8487 0.8210
R3 0.8426 0.8349 0.8172
R2 0.8288 0.8288 0.8159
R1 0.8211 0.8211 0.8147 0.8181
PP 0.8150 0.8150 0.8150 0.8135
S1 0.8073 0.8073 0.8121 0.8043
S2 0.8012 0.8012 0.8109
S3 0.7874 0.7935 0.8096
S4 0.7736 0.7797 0.8058
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9244 0.9036 0.8377
R3 0.8932 0.8724 0.8291
R2 0.8620 0.8620 0.8262
R1 0.8412 0.8412 0.8234 0.8360
PP 0.8308 0.8308 0.8308 0.8282
S1 0.8100 0.8100 0.8176 0.8048
S2 0.7996 0.7996 0.8148
S3 0.7684 0.7788 0.8119
S4 0.7372 0.7476 0.8033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8515 0.8089 0.0426 5.2% 0.0189 2.3% 11% False True 124,088
10 0.8537 0.8049 0.0488 6.0% 0.0197 2.4% 17% False False 138,482
20 0.9042 0.8049 0.0993 12.2% 0.0192 2.4% 9% False False 150,656
40 0.9308 0.8049 0.1259 15.5% 0.0153 1.9% 7% False False 129,167
60 0.9308 0.8049 0.1259 15.5% 0.0129 1.6% 7% False False 110,895
80 0.9308 0.8049 0.1259 15.5% 0.0121 1.5% 7% False False 84,927
100 0.9308 0.8049 0.1259 15.5% 0.0116 1.4% 7% False False 68,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8814
2.618 0.8588
1.618 0.8450
1.000 0.8365
0.618 0.8312
HIGH 0.8227
0.618 0.8174
0.500 0.8158
0.382 0.8142
LOW 0.8089
0.618 0.8004
1.000 0.7951
1.618 0.7866
2.618 0.7728
4.250 0.7503
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 0.8158 0.8302
PP 0.8150 0.8246
S1 0.8142 0.8190

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

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