CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 0.8705 0.8735 0.0030 0.3% 0.8381
High 0.8705 0.8735 0.0030 0.3% 0.8618
Low 0.8705 0.8735 0.0030 0.3% 0.8381
Close 0.8705 0.8735 0.0030 0.3% 0.8593
Range
ATR
Volume 1 6 5 500.0% 14
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8735 0.8735 0.8735
R3 0.8735 0.8735 0.8735
R2 0.8735 0.8735 0.8735
R1 0.8735 0.8735 0.8735 0.8735
PP 0.8735 0.8735 0.8735 0.8735
S1 0.8735 0.8735 0.8735 0.8735
S2 0.8735 0.8735 0.8735
S3 0.8735 0.8735 0.8735
S4 0.8735 0.8735 0.8735
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9242 0.9154 0.8723
R3 0.9005 0.8917 0.8658
R2 0.8768 0.8768 0.8636
R1 0.8680 0.8680 0.8615 0.8724
PP 0.8531 0.8531 0.8531 0.8553
S1 0.8443 0.8443 0.8571 0.8487
S2 0.8294 0.8294 0.8550
S3 0.8057 0.8206 0.8528
S4 0.7820 0.7969 0.8463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8735 0.8593 0.0142 1.6% 0.0000 0.0% 100% True False 2
10 0.8735 0.8357 0.0378 4.3% 0.0000 0.0% 100% True False 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 0.8735
2.618 0.8735
1.618 0.8735
1.000 0.8735
0.618 0.8735
HIGH 0.8735
0.618 0.8735
0.500 0.8735
0.382 0.8735
LOW 0.8735
0.618 0.8735
1.000 0.8735
1.618 0.8735
2.618 0.8735
4.250 0.8735
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 0.8735 0.8730
PP 0.8735 0.8725
S1 0.8735 0.8720

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

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