CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 0.9002 0.9001 -0.0001 0.0% 0.8907
High 0.9012 0.9069 0.0057 0.6% 0.9069
Low 0.8950 0.8961 0.0011 0.1% 0.8752
Close 0.9001 0.9059 0.0058 0.6% 0.9059
Range 0.0062 0.0108 0.0046 74.2% 0.0317
ATR 0.0112 0.0112 0.0000 -0.2% 0.0000
Volume 3,041 4,244 1,203 39.6% 8,741
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9354 0.9314 0.9118
R3 0.9246 0.9206 0.9089
R2 0.9138 0.9138 0.9079
R1 0.9098 0.9098 0.9069 0.9118
PP 0.9030 0.9030 0.9030 0.9040
S1 0.8990 0.8990 0.9049 0.9010
S2 0.8922 0.8922 0.9039
S3 0.8814 0.8882 0.9029
S4 0.8706 0.8774 0.9000
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9911 0.9802 0.9233
R3 0.9594 0.9485 0.9146
R2 0.9277 0.9277 0.9117
R1 0.9168 0.9168 0.9088 0.9223
PP 0.8960 0.8960 0.8960 0.8987
S1 0.8851 0.8851 0.9030 0.8906
S2 0.8643 0.8643 0.9001
S3 0.8326 0.8534 0.8972
S4 0.8009 0.8217 0.8885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9069 0.8752 0.0317 3.5% 0.0114 1.3% 97% True False 1,748
10 0.9069 0.8655 0.0414 4.6% 0.0113 1.2% 98% True False 1,207
20 0.9069 0.8655 0.0414 4.6% 0.0108 1.2% 98% True False 769
40 0.9082 0.8489 0.0593 6.5% 0.0102 1.1% 96% False False 497
60 0.9082 0.8162 0.0920 10.2% 0.0102 1.1% 98% False False 357
80 0.9082 0.7950 0.1132 12.5% 0.0081 0.9% 98% False False 279
100 0.9082 0.7950 0.1132 12.5% 0.0065 0.7% 98% False False 224
120 0.9086 0.7950 0.1136 12.5% 0.0054 0.6% 98% False False 187
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9528
2.618 0.9352
1.618 0.9244
1.000 0.9177
0.618 0.9136
HIGH 0.9069
0.618 0.9028
0.500 0.9015
0.382 0.9002
LOW 0.8961
0.618 0.8894
1.000 0.8853
1.618 0.8786
2.618 0.8678
4.250 0.8502
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 0.9044 0.9019
PP 0.9030 0.8979
S1 0.9015 0.8939

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

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