CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 0.8478 0.8498 0.0020 0.2% 0.8480
High 0.8500 0.8528 0.0028 0.3% 0.8528
Low 0.8450 0.8491 0.0041 0.5% 0.8335
Close 0.8489 0.8525 0.0036 0.4% 0.8525
Range 0.0050 0.0037 -0.0013 -26.0% 0.0193
ATR 0.0093 0.0089 -0.0004 -4.1% 0.0000
Volume 6 4 -2 -33.3% 32
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8626 0.8612 0.8545
R3 0.8589 0.8575 0.8535
R2 0.8552 0.8552 0.8532
R1 0.8538 0.8538 0.8528 0.8545
PP 0.8515 0.8515 0.8515 0.8518
S1 0.8501 0.8501 0.8522 0.8508
S2 0.8478 0.8478 0.8518
S3 0.8441 0.8464 0.8515
S4 0.8404 0.8427 0.8505
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9042 0.8976 0.8631
R3 0.8849 0.8783 0.8578
R2 0.8656 0.8656 0.8560
R1 0.8590 0.8590 0.8543 0.8623
PP 0.8463 0.8463 0.8463 0.8479
S1 0.8397 0.8397 0.8507 0.8430
S2 0.8270 0.8270 0.8490
S3 0.8077 0.8204 0.8472
S4 0.7884 0.8011 0.8419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8528 0.8335 0.0193 2.3% 0.0047 0.5% 98% True False 6
10 0.8528 0.7968 0.0560 6.6% 0.0026 0.3% 99% True False 3
20 0.8528 0.7950 0.0578 6.8% 0.0026 0.3% 99% True False 8
40 0.9033 0.7950 0.1083 12.7% 0.0015 0.2% 53% False False 25
60 0.9086 0.7950 0.1136 13.3% 0.0010 0.1% 51% False False 17
80 0.9086 0.7950 0.1136 13.3% 0.0008 0.1% 51% False False 13
Crabel Price Patterns
NR True
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8685
2.618 0.8625
1.618 0.8588
1.000 0.8565
0.618 0.8551
HIGH 0.8528
0.618 0.8514
0.500 0.8510
0.382 0.8505
LOW 0.8491
0.618 0.8468
1.000 0.8454
1.618 0.8431
2.618 0.8394
4.250 0.8334
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 0.8520 0.8513
PP 0.8515 0.8501
S1 0.8510 0.8489

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

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