CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 0.8134 0.8050 -0.0084 -1.0% 0.8600
High 0.8134 0.8050 -0.0084 -1.0% 0.8600
Low 0.8134 0.7950 -0.0184 -2.3% 0.8050
Close 0.8134 0.8018 -0.0116 -1.4% 0.8079
Range 0.0000 0.0100 0.0100 0.0550
ATR 0.0082 0.0089 0.0007 8.9% 0.0000
Volume 2 2 0 0.0% 836
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 0.8306 0.8262 0.8073
R3 0.8206 0.8162 0.8046
R2 0.8106 0.8106 0.8036
R1 0.8062 0.8062 0.8027 0.8034
PP 0.8006 0.8006 0.8006 0.7992
S1 0.7962 0.7962 0.8009 0.7934
S2 0.7906 0.7906 0.8000
S3 0.7806 0.7862 0.7991
S4 0.7706 0.7762 0.7963
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 0.8260 0.7950 0.0310 3.9% 0.0052 0.6% 22% False True 167
10 0.8763 0.7950 0.0813 10.1% 0.0035 0.4% 8% False True 84
20 0.9033 0.7950 0.1083 13.5% 0.0017 0.2% 6% False True 43
40 0.9086 0.7950 0.1136 14.2% 0.0009 0.1% 6% False True 22
60 0.9086 0.7950 0.1136 14.2% 0.0006 0.1% 6% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8475
2.618 0.8312
1.618 0.8212
1.000 0.8150
0.618 0.8112
HIGH 0.8050
0.618 0.8012
0.500 0.8000
0.382 0.7988
LOW 0.7950
0.618 0.7888
1.000 0.7850
1.618 0.7788
2.618 0.7688
4.250 0.7525
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 0.8012 0.8075
PP 0.8006 0.8056
S1 0.8000 0.8037

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.