CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 0.8276 0.8488 0.0212 2.6% 0.8227
High 0.8508 0.8509 0.0001 0.0% 0.8509
Low 0.8266 0.8426 0.0160 1.9% 0.8083
Close 0.8485 0.8485 0.0000 0.0% 0.8485
Range 0.0242 0.0083 -0.0159 -65.7% 0.0426
ATR 0.0185 0.0178 -0.0007 -3.9% 0.0000
Volume 97,223 93,215 -4,008 -4.1% 602,159
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8722 0.8687 0.8531
R3 0.8639 0.8604 0.8508
R2 0.8556 0.8556 0.8500
R1 0.8521 0.8521 0.8493 0.8497
PP 0.8473 0.8473 0.8473 0.8462
S1 0.8438 0.8438 0.8477 0.8414
S2 0.8390 0.8390 0.8470
S3 0.8307 0.8355 0.8462
S4 0.8224 0.8272 0.8439
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9637 0.9487 0.8719
R3 0.9211 0.9061 0.8602
R2 0.8785 0.8785 0.8563
R1 0.8635 0.8635 0.8524 0.8710
PP 0.8359 0.8359 0.8359 0.8397
S1 0.8209 0.8209 0.8446 0.8284
S2 0.7933 0.7933 0.8407
S3 0.7507 0.7783 0.8368
S4 0.7081 0.7357 0.8251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8509 0.8083 0.0426 5.0% 0.0166 2.0% 94% True False 120,431
10 0.8537 0.8083 0.0454 5.4% 0.0176 2.1% 89% False False 123,759
20 0.8951 0.8049 0.0902 10.6% 0.0202 2.4% 48% False False 143,151
40 0.9286 0.8049 0.1237 14.6% 0.0162 1.9% 35% False False 134,564
60 0.9308 0.8049 0.1259 14.8% 0.0136 1.6% 35% False False 113,814
80 0.9308 0.8049 0.1259 14.8% 0.0124 1.5% 35% False False 90,778
100 0.9308 0.8049 0.1259 14.8% 0.0121 1.4% 35% False False 72,710
120 0.9308 0.8049 0.1259 14.8% 0.0113 1.3% 35% False False 60,642
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0036
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8862
2.618 0.8726
1.618 0.8643
1.000 0.8592
0.618 0.8560
HIGH 0.8509
0.618 0.8477
0.500 0.8468
0.382 0.8458
LOW 0.8426
0.618 0.8375
1.000 0.8343
1.618 0.8292
2.618 0.8209
4.250 0.8073
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 0.8479 0.8440
PP 0.8473 0.8395
S1 0.8468 0.8350

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

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