CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 0.8747 0.8772 0.0025 0.3% 0.8720
High 0.8747 0.8772 0.0025 0.3% 0.8720
Low 0.8747 0.8772 0.0025 0.3% 0.8584
Close 0.8747 0.8759 0.0012 0.1% 0.8685
Range
ATR 0.0052 0.0050 -0.0002 -3.7% 0.0000
Volume 4 2 -2 -50.0% 32
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8768 0.8763 0.8759
R3 0.8768 0.8763 0.8759
R2 0.8768 0.8768 0.8759
R1 0.8763 0.8763 0.8759 0.8766
PP 0.8768 0.8768 0.8768 0.8769
S1 0.8763 0.8763 0.8759 0.8766
S2 0.8768 0.8768 0.8759
S3 0.8768 0.8763 0.8759
S4 0.8768 0.8763 0.8759
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9071 0.9014 0.8760
R3 0.8935 0.8878 0.8722
R2 0.8799 0.8799 0.8710
R1 0.8742 0.8742 0.8697 0.8703
PP 0.8663 0.8663 0.8663 0.8643
S1 0.8606 0.8606 0.8673 0.8567
S2 0.8527 0.8527 0.8660
S3 0.8391 0.8470 0.8648
S4 0.8255 0.8334 0.8610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8772 0.8584 0.0188 2.1% 0.0000 0.0% 93% True False 3
10 0.8772 0.8584 0.0188 2.1% 0.0000 0.0% 93% True False 5
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 0.8772
2.618 0.8772
1.618 0.8772
1.000 0.8772
0.618 0.8772
HIGH 0.8772
0.618 0.8772
0.500 0.8772
0.382 0.8772
LOW 0.8772
0.618 0.8772
1.000 0.8772
1.618 0.8772
2.618 0.8772
4.250 0.8772
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 0.8772 0.8755
PP 0.8768 0.8750
S1 0.8763 0.8746

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

View Archives - Comment on this page... - Back to Index of Symbols