CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 0.8825 0.8838 0.0013 0.1% 0.8830
High 0.8896 0.8846 -0.0050 -0.6% 0.8943
Low 0.8825 0.8735 -0.0090 -1.0% 0.8735
Close 0.8856 0.8732 -0.0124 -1.4% 0.8732
Range 0.0071 0.0111 0.0040 56.3% 0.0208
ATR 0.0105 0.0106 0.0001 1.1% 0.0000
Volume 108 5,671 5,563 5,150.9% 6,629
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9104 0.9029 0.8793
R3 0.8993 0.8918 0.8763
R2 0.8882 0.8882 0.8752
R1 0.8807 0.8807 0.8742 0.8789
PP 0.8771 0.8771 0.8771 0.8762
S1 0.8696 0.8696 0.8722 0.8678
S2 0.8660 0.8660 0.8712
S3 0.8549 0.8585 0.8701
S4 0.8438 0.8474 0.8671
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9427 0.9288 0.8846
R3 0.9219 0.9080 0.8789
R2 0.9011 0.9011 0.8770
R1 0.8872 0.8872 0.8751 0.8838
PP 0.8803 0.8803 0.8803 0.8786
S1 0.8664 0.8664 0.8713 0.8630
S2 0.8595 0.8595 0.8694
S3 0.8387 0.8456 0.8675
S4 0.8179 0.8248 0.8618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8943 0.8735 0.0208 2.4% 0.0096 1.1% -1% False True 1,325
10 0.9130 0.8587 0.0543 6.2% 0.0125 1.4% 27% False False 931
20 0.9179 0.8587 0.0592 6.8% 0.0104 1.2% 24% False False 623
40 0.9230 0.8587 0.0643 7.4% 0.0085 1.0% 23% False False 367
60 0.9230 0.8587 0.0643 7.4% 0.0062 0.7% 23% False False 258
80 0.9230 0.8441 0.0789 9.0% 0.0046 0.5% 37% False False 196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9318
2.618 0.9137
1.618 0.9026
1.000 0.8957
0.618 0.8915
HIGH 0.8846
0.618 0.8804
0.500 0.8791
0.382 0.8777
LOW 0.8735
0.618 0.8666
1.000 0.8624
1.618 0.8555
2.618 0.8444
4.250 0.8263
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 0.8791 0.8816
PP 0.8771 0.8788
S1 0.8752 0.8760

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

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