CME Australian Dollar Future December 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 0.8763 0.8641 -0.0122 -1.4% 0.8790
High 0.8763 0.8641 -0.0122 -1.4% 0.8790
Low 0.8763 0.8641 -0.0122 -1.4% 0.8641
Close 0.8763 0.8641 -0.0122 -1.4% 0.8641
Range
ATR 0.0061 0.0065 0.0004 7.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.8641 0.8641 0.8641
R3 0.8641 0.8641 0.8641
R2 0.8641 0.8641 0.8641
R1 0.8641 0.8641 0.8641 0.8641
PP 0.8641 0.8641 0.8641 0.8641
S1 0.8641 0.8641 0.8641 0.8641
S2 0.8641 0.8641 0.8641
S3 0.8641 0.8641 0.8641
S4 0.8641 0.8641 0.8641
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9138 0.9038 0.8723
R3 0.8989 0.8889 0.8682
R2 0.8840 0.8840 0.8668
R1 0.8740 0.8740 0.8655 0.8716
PP 0.8691 0.8691 0.8691 0.8678
S1 0.8591 0.8591 0.8627 0.8567
S2 0.8542 0.8542 0.8614
S3 0.8393 0.8442 0.8600
S4 0.8244 0.8293 0.8559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8790 0.8641 0.0149 1.7% 0.0000 0.0% 0% False True 1
10 0.9005 0.8604 0.0401 4.6% 0.0000 0.0% 9% False False 1
20 0.9051 0.8604 0.0447 5.2% 0.0000 0.0% 8% False False 2
40 0.9086 0.8604 0.0482 5.6% 0.0000 0.0% 8% False False 1
60 0.9086 0.8584 0.0502 5.8% 0.0000 0.0% 11% 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 0.8641
2.618 0.8641
1.618 0.8641
1.000 0.8641
0.618 0.8641
HIGH 0.8641
0.618 0.8641
0.500 0.8641
0.382 0.8641
LOW 0.8641
0.618 0.8641
1.000 0.8641
1.618 0.8641
2.618 0.8641
4.250 0.8641
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 0.8641 0.8702
PP 0.8641 0.8682
S1 0.8641 0.8661

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

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