CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 0.9128 0.9193 0.0065 0.7% 0.9056
High 0.9167 0.9260 0.0093 1.0% 0.9180
Low 0.9103 0.9187 0.0084 0.9% 0.8988
Close 0.9161 0.9245 0.0084 0.9% 0.9161
Range 0.0064 0.0073 0.0009 14.1% 0.0192
ATR 0.0103 0.0103 0.0000 -0.3% 0.0000
Volume 59,230 54,744 -4,486 -7.6% 188,903
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9450 0.9420 0.9285
R3 0.9377 0.9347 0.9265
R2 0.9304 0.9304 0.9258
R1 0.9274 0.9274 0.9252 0.9289
PP 0.9231 0.9231 0.9231 0.9238
S1 0.9201 0.9201 0.9238 0.9216
S2 0.9158 0.9158 0.9232
S3 0.9085 0.9128 0.9225
S4 0.9012 0.9055 0.9205
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9686 0.9615 0.9267
R3 0.9494 0.9423 0.9214
R2 0.9302 0.9302 0.9196
R1 0.9231 0.9231 0.9179 0.9267
PP 0.9110 0.9110 0.9110 0.9127
S1 0.9039 0.9039 0.9143 0.9075
S2 0.8918 0.8918 0.9126
S3 0.8726 0.8847 0.9108
S4 0.8534 0.8655 0.9055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9260 0.8988 0.0272 2.9% 0.0090 1.0% 94% True False 46,624
10 0.9260 0.8752 0.0508 5.5% 0.0094 1.0% 97% True False 25,211
20 0.9260 0.8655 0.0605 6.5% 0.0101 1.1% 98% True False 12,881
40 0.9260 0.8520 0.0740 8.0% 0.0099 1.1% 98% True False 6,567
60 0.9260 0.8162 0.1098 11.9% 0.0106 1.1% 99% True False 4,417
80 0.9260 0.7950 0.1310 14.2% 0.0086 0.9% 99% True False 3,315
100 0.9260 0.7950 0.1310 14.2% 0.0070 0.8% 99% True False 2,660
120 0.9260 0.7950 0.1310 14.2% 0.0058 0.6% 99% True False 2,217
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9570
2.618 0.9451
1.618 0.9378
1.000 0.9333
0.618 0.9305
HIGH 0.9260
0.618 0.9232
0.500 0.9224
0.382 0.9215
LOW 0.9187
0.618 0.9142
1.000 0.9114
1.618 0.9069
2.618 0.8996
4.250 0.8877
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 0.9238 0.9215
PP 0.9231 0.9186
S1 0.9224 0.9156

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

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