CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 0.9037 0.9014 -0.0023 -0.3% 0.8911
High 0.9063 0.9033 -0.0030 -0.3% 0.9082
Low 0.9024 0.8923 -0.0101 -1.1% 0.8909
Close 0.9030 0.9006 -0.0024 -0.3% 0.9045
Range 0.0039 0.0110 0.0071 182.1% 0.0173
ATR 0.0093 0.0095 0.0001 1.3% 0.0000
Volume 143 78 -65 -45.5% 1,601
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9317 0.9272 0.9067
R3 0.9207 0.9162 0.9036
R2 0.9097 0.9097 0.9026
R1 0.9052 0.9052 0.9016 0.9020
PP 0.8987 0.8987 0.8987 0.8971
S1 0.8942 0.8942 0.8996 0.8910
S2 0.8877 0.8877 0.8986
S3 0.8767 0.8832 0.8976
S4 0.8657 0.8722 0.8946
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 0.8923 0.0159 1.8% 0.0068 0.8% 52% False True 281
10 0.9082 0.8765 0.0317 3.5% 0.0081 0.9% 76% False False 253
20 0.9082 0.8489 0.0593 6.6% 0.0092 1.0% 87% False False 223
40 0.9082 0.8162 0.0920 10.2% 0.0102 1.1% 92% False False 156
60 0.9082 0.7950 0.1132 12.6% 0.0074 0.8% 93% False False 120
80 0.9082 0.7950 0.1132 12.6% 0.0056 0.6% 93% False False 90
100 0.9086 0.7950 0.1136 12.6% 0.0045 0.5% 93% False False 72
120 0.9086 0.7950 0.1136 12.6% 0.0037 0.4% 93% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9501
2.618 0.9321
1.618 0.9211
1.000 0.9143
0.618 0.9101
HIGH 0.9033
0.618 0.8991
0.500 0.8978
0.382 0.8965
LOW 0.8923
0.618 0.8855
1.000 0.8813
1.618 0.8745
2.618 0.8635
4.250 0.8456
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 0.8997 0.9005
PP 0.8987 0.9004
S1 0.8978 0.9003

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

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