CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 0.8896 0.8852 -0.0044 -0.5% 0.8901
High 0.8916 0.8961 0.0045 0.5% 0.9052
Low 0.8818 0.8846 0.0028 0.3% 0.8818
Close 0.8897 0.8910 0.0013 0.1% 0.8897
Range 0.0098 0.0115 0.0017 17.3% 0.0234
ATR 0.0114 0.0114 0.0000 0.1% 0.0000
Volume 95,686 82,893 -12,793 -13.4% 482,244
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9251 0.9195 0.8973
R3 0.9136 0.9080 0.8942
R2 0.9021 0.9021 0.8931
R1 0.8965 0.8965 0.8921 0.8993
PP 0.8906 0.8906 0.8906 0.8920
S1 0.8850 0.8850 0.8899 0.8878
S2 0.8791 0.8791 0.8889
S3 0.8676 0.8735 0.8878
S4 0.8561 0.8620 0.8847
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9624 0.9495 0.9026
R3 0.9390 0.9261 0.8961
R2 0.9156 0.9156 0.8940
R1 0.9027 0.9027 0.8918 0.8975
PP 0.8922 0.8922 0.8922 0.8896
S1 0.8793 0.8793 0.8876 0.8741
S2 0.8688 0.8688 0.8854
S3 0.8454 0.8559 0.8833
S4 0.8220 0.8325 0.8768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9052 0.8818 0.0234 2.6% 0.0110 1.2% 39% False False 93,346
10 0.9130 0.8818 0.0312 3.5% 0.0118 1.3% 29% False False 97,569
20 0.9183 0.8818 0.0365 4.1% 0.0104 1.2% 25% False False 90,309
40 0.9183 0.8247 0.0936 10.5% 0.0122 1.4% 71% False False 98,962
60 0.9183 0.8000 0.1183 13.3% 0.0130 1.5% 77% False False 84,073
80 0.9183 0.7970 0.1213 13.6% 0.0140 1.6% 77% False False 63,383
100 0.9230 0.7970 0.1260 14.1% 0.0126 1.4% 75% False False 50,748
120 0.9230 0.7970 0.1260 14.1% 0.0113 1.3% 75% False False 42,305
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 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9450
2.618 0.9262
1.618 0.9147
1.000 0.9076
0.618 0.9032
HIGH 0.8961
0.618 0.8917
0.500 0.8904
0.382 0.8890
LOW 0.8846
0.618 0.8775
1.000 0.8731
1.618 0.8660
2.618 0.8545
4.250 0.8357
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 0.8908 0.8909
PP 0.8906 0.8907
S1 0.8904 0.8906

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

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