CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 0.8650 0.8619 -0.0031 -0.4% 0.8811
High 0.8650 0.8619 -0.0031 -0.4% 0.8811
Low 0.8650 0.8619 -0.0031 -0.4% 0.8650
Close 0.8643 0.8619 -0.0024 -0.3% 0.8632
Range
ATR
Volume 1 22 21 2,100.0% 5
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8619 0.8619 0.8619
R3 0.8619 0.8619 0.8619
R2 0.8619 0.8619 0.8619
R1 0.8619 0.8619 0.8619 0.8619
PP 0.8619 0.8619 0.8619 0.8619
S1 0.8619 0.8619 0.8619 0.8619
S2 0.8619 0.8619 0.8619
S3 0.8619 0.8619 0.8619
S4 0.8619 0.8619 0.8619
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9181 0.9067 0.8721
R3 0.9020 0.8906 0.8676
R2 0.8859 0.8859 0.8662
R1 0.8745 0.8745 0.8647 0.8722
PP 0.8698 0.8698 0.8698 0.8686
S1 0.8584 0.8584 0.8617 0.8561
S2 0.8537 0.8537 0.8602
S3 0.8376 0.8423 0.8588
S4 0.8215 0.8262 0.8543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8720 0.8619 0.0101 1.2% 0.0000 0.0% 0% False True 5
10 0.8811 0.8619 0.0192 2.2% 0.0000 0.0% 0% False True 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8619
2.618 0.8619
1.618 0.8619
1.000 0.8619
0.618 0.8619
HIGH 0.8619
0.618 0.8619
0.500 0.8619
0.382 0.8619
LOW 0.8619
0.618 0.8619
1.000 0.8619
1.618 0.8619
2.618 0.8619
4.250 0.8619
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 0.8619 0.8654
PP 0.8619 0.8642
S1 0.8619 0.8631

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

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