CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 0.8633 0.8584 -0.0049 -0.6% 0.8715
High 0.8633 0.8584 -0.0049 -0.6% 0.8735
Low 0.8633 0.8584 -0.0049 -0.6% 0.8705
Close 0.8633 0.8584 -0.0049 -0.6% 0.8693
Range
ATR 0.0052 0.0051 0.0000 -0.4% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8584 0.8584 0.8584
R3 0.8584 0.8584 0.8584
R2 0.8584 0.8584 0.8584
R1 0.8584 0.8584 0.8584 0.8584
PP 0.8584 0.8584 0.8584 0.8584
S1 0.8584 0.8584 0.8584 0.8584
S2 0.8584 0.8584 0.8584
S3 0.8584 0.8584 0.8584
S4 0.8584 0.8584 0.8584
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8801 0.8777 0.8710
R3 0.8771 0.8747 0.8701
R2 0.8741 0.8741 0.8699
R1 0.8717 0.8717 0.8696 0.8714
PP 0.8711 0.8711 0.8711 0.8710
S1 0.8687 0.8687 0.8690 0.8684
S2 0.8681 0.8681 0.8688
S3 0.8651 0.8657 0.8685
S4 0.8621 0.8627 0.8677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8720 0.8584 0.0136 1.6% 0.0000 0.0% 0% False True 6
10 0.8735 0.8584 0.0151 1.8% 0.0000 0.0% 0% False True 4
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 0.8584
2.618 0.8584
1.618 0.8584
1.000 0.8584
0.618 0.8584
HIGH 0.8584
0.618 0.8584
0.500 0.8584
0.382 0.8584
LOW 0.8584
0.618 0.8584
1.000 0.8584
1.618 0.8584
2.618 0.8584
4.250 0.8584
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 0.8584 0.8609
PP 0.8584 0.8600
S1 0.8584 0.8592

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

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