CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 0.8657 0.8498 -0.0159 -1.8% 0.8830
High 0.8668 0.8516 -0.0152 -1.8% 0.8943
Low 0.8515 0.8247 -0.0268 -3.1% 0.8735
Close 0.8526 0.8309 -0.0217 -2.5% 0.8732
Range 0.0153 0.0269 0.0116 75.8% 0.0208
ATR 0.0113 0.0125 0.0012 10.5% 0.0000
Volume 802 4,280 3,478 433.7% 6,629
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 0.9164 0.9006 0.8457
R3 0.8895 0.8737 0.8383
R2 0.8626 0.8626 0.8358
R1 0.8468 0.8468 0.8334 0.8413
PP 0.8357 0.8357 0.8357 0.8330
S1 0.8199 0.8199 0.8284 0.8144
S2 0.8088 0.8088 0.8260
S3 0.7819 0.7930 0.8235
S4 0.7550 0.7661 0.8161
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 0.8896 0.8247 0.0649 7.8% 0.0154 1.9% 10% False True 2,307
10 0.8955 0.8247 0.0708 8.5% 0.0154 1.9% 9% False True 1,400
20 0.9176 0.8247 0.0929 11.2% 0.0122 1.5% 7% False True 886
40 0.9230 0.8247 0.0983 11.8% 0.0095 1.1% 6% False True 505
60 0.9230 0.8247 0.0983 11.8% 0.0071 0.9% 6% False True 354
80 0.9230 0.8247 0.0983 11.8% 0.0054 0.6% 6% False True 267
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 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9659
2.618 0.9220
1.618 0.8951
1.000 0.8785
0.618 0.8682
HIGH 0.8516
0.618 0.8413
0.500 0.8382
0.382 0.8350
LOW 0.8247
0.618 0.8081
1.000 0.7978
1.618 0.7812
2.618 0.7543
4.250 0.7104
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 0.8382 0.8495
PP 0.8357 0.8433
S1 0.8333 0.8371

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

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