CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 0.8200 0.8134 -0.0066 -0.8% 0.8600
High 0.8200 0.8134 -0.0066 -0.8% 0.8600
Low 0.8050 0.8134 0.0084 1.0% 0.8050
Close 0.8079 0.8134 0.0055 0.7% 0.8079
Range 0.0150 0.0000 -0.0150 -100.0% 0.0550
ATR 0.0084 0.0082 -0.0002 -2.5% 0.0000
Volume 35 2 -33 -94.3% 836
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 0.8134 0.8134 0.8134
R3 0.8134 0.8134 0.8134
R2 0.8134 0.8134 0.8134
R1 0.8134 0.8134 0.8134 0.8134
PP 0.8134 0.8134 0.8134 0.8134
S1 0.8134 0.8134 0.8134 0.8134
S2 0.8134 0.8134 0.8134
S3 0.8134 0.8134 0.8134
S4 0.8134 0.8134 0.8134
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.9893 0.9536 0.8382
R3 0.9343 0.8986 0.8230
R2 0.8793 0.8793 0.8180
R1 0.8436 0.8436 0.8129 0.8340
PP 0.8243 0.8243 0.8243 0.8195
S1 0.7886 0.7886 0.8029 0.7790
S2 0.7693 0.7693 0.7978
S3 0.7143 0.7336 0.7928
S4 0.6593 0.6786 0.7777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8512 0.8050 0.0462 5.7% 0.0044 0.5% 18% False False 167
10 0.8763 0.8050 0.0713 8.8% 0.0025 0.3% 12% False False 84
20 0.9033 0.8050 0.0983 12.1% 0.0012 0.2% 9% False False 43
40 0.9086 0.8050 0.1036 12.7% 0.0006 0.1% 8% False False 22
60 0.9086 0.8050 0.1036 12.7% 0.0004 0.1% 8% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.8134
1.618 0.8134
1.000 0.8134
0.618 0.8134
HIGH 0.8134
0.618 0.8134
0.500 0.8134
0.382 0.8134
LOW 0.8134
0.618 0.8134
1.000 0.8134
1.618 0.8134
2.618 0.8134
4.250 0.8134
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 0.8134 0.8131
PP 0.8134 0.8128
S1 0.8134 0.8125

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

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