CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 0.9031 0.9016 -0.0015 -0.2% 0.8911
High 0.9031 0.9082 0.0051 0.6% 0.9082
Low 0.8979 0.9004 0.0025 0.3% 0.8909
Close 0.9008 0.9045 0.0037 0.4% 0.9045
Range 0.0052 0.0078 0.0026 50.0% 0.0173
ATR 0.0099 0.0098 -0.0002 -1.5% 0.0000
Volume 784 272 -512 -65.3% 1,601
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9278 0.9239 0.9088
R3 0.9200 0.9161 0.9066
R2 0.9122 0.9122 0.9059
R1 0.9083 0.9083 0.9052 0.9103
PP 0.9044 0.9044 0.9044 0.9053
S1 0.9005 0.9005 0.9038 0.9025
S2 0.8966 0.8966 0.9031
S3 0.8888 0.8927 0.9024
S4 0.8810 0.8849 0.9002
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9531 0.9461 0.9140
R3 0.9358 0.9288 0.9093
R2 0.9185 0.9185 0.9077
R1 0.9115 0.9115 0.9061 0.9150
PP 0.9012 0.9012 0.9012 0.9030
S1 0.8942 0.8942 0.9029 0.8977
S2 0.8839 0.8839 0.9013
S3 0.8666 0.8769 0.8997
S4 0.8493 0.8596 0.8950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9082 0.8909 0.0173 1.9% 0.0071 0.8% 79% True False 320
10 0.9082 0.8765 0.0317 3.5% 0.0081 0.9% 88% True False 271
20 0.9082 0.8489 0.0593 6.6% 0.0095 1.1% 94% True False 224
40 0.9082 0.8162 0.0920 10.2% 0.0099 1.1% 96% True False 151
60 0.9082 0.7950 0.1132 12.5% 0.0072 0.8% 97% True False 116
80 0.9082 0.7950 0.1132 12.5% 0.0054 0.6% 97% True False 87
100 0.9086 0.7950 0.1136 12.6% 0.0043 0.5% 96% False False 70
120 0.9086 0.7950 0.1136 12.6% 0.0036 0.4% 96% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9414
2.618 0.9286
1.618 0.9208
1.000 0.9160
0.618 0.9130
HIGH 0.9082
0.618 0.9052
0.500 0.9043
0.382 0.9034
LOW 0.9004
0.618 0.8956
1.000 0.8926
1.618 0.8878
2.618 0.8800
4.250 0.8673
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 0.9044 0.9040
PP 0.9044 0.9035
S1 0.9043 0.9030

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

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