CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 0.8818 0.8604 -0.0214 -2.4% 0.9025
High 0.8818 0.8604 -0.0214 -2.4% 0.9033
Low 0.8818 0.8604 -0.0214 -2.4% 0.8920
Close 0.8818 0.8604 -0.0214 -2.4% 0.9008
Range
ATR 0.0046 0.0058 0.0012 25.9% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 0.8604 0.8604 0.8604
R3 0.8604 0.8604 0.8604
R2 0.8604 0.8604 0.8604
R1 0.8604 0.8604 0.8604 0.8604
PP 0.8604 0.8604 0.8604 0.8604
S1 0.8604 0.8604 0.8604 0.8604
S2 0.8604 0.8604 0.8604
S3 0.8604 0.8604 0.8604
S4 0.8604 0.8604 0.8604
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9326 0.9280 0.9070
R3 0.9213 0.9167 0.9039
R2 0.9100 0.9100 0.9029
R1 0.9054 0.9054 0.9018 0.9021
PP 0.8987 0.8987 0.8987 0.8970
S1 0.8941 0.8941 0.8998 0.8908
S2 0.8874 0.8874 0.8987
S3 0.8761 0.8828 0.8977
S4 0.8648 0.8715 0.8946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9008 0.8604 0.0404 4.7% 0.0000 0.0% 0% False True 3
10 0.9033 0.8604 0.0429 5.0% 0.0000 0.0% 0% False True 2
20 0.9086 0.8604 0.0482 5.6% 0.0000 0.0% 0% False True 2
40 0.9086 0.8604 0.0482 5.6% 0.0000 0.0% 0% False True 1
60 0.9086 0.8584 0.0502 5.8% 0.0000 0.0% 4% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8604
2.618 0.8604
1.618 0.8604
1.000 0.8604
0.618 0.8604
HIGH 0.8604
0.618 0.8604
0.500 0.8604
0.382 0.8604
LOW 0.8604
0.618 0.8604
1.000 0.8604
1.618 0.8604
2.618 0.8604
4.250 0.8604
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 0.8604 0.8726
PP 0.8604 0.8685
S1 0.8604 0.8645

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

View Archives - Comment on this page... - Back to Index of Symbols