CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 0.8805 0.8842 0.0037 0.4% 0.8719
High 0.8805 0.8842 0.0037 0.4% 0.8793
Low 0.8805 0.8842 0.0037 0.4% 0.8718
Close 0.8805 0.8842 0.0037 0.4% 0.8793
Range
ATR 0.0048 0.0047 -0.0001 -1.7% 0.0000
Volume 1 2 1 100.0% 12
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8842 0.8842 0.8842
R3 0.8842 0.8842 0.8842
R2 0.8842 0.8842 0.8842
R1 0.8842 0.8842 0.8842 0.8842
PP 0.8842 0.8842 0.8842 0.8842
S1 0.8842 0.8842 0.8842 0.8842
S2 0.8842 0.8842 0.8842
S3 0.8842 0.8842 0.8842
S4 0.8842 0.8842 0.8842
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8993 0.8968 0.8834
R3 0.8918 0.8893 0.8814
R2 0.8843 0.8843 0.8807
R1 0.8818 0.8818 0.8800 0.8831
PP 0.8768 0.8768 0.8768 0.8774
S1 0.8743 0.8743 0.8786 0.8756
S2 0.8693 0.8693 0.8779
S3 0.8618 0.8668 0.8772
S4 0.8543 0.8593 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8842 0.8718 0.0124 1.4% 0.0000 0.0% 100% True False 1
10 0.8842 0.8584 0.0258 2.9% 0.0000 0.0% 100% True False 2
20 0.8842 0.8469 0.0373 4.2% 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 0.8842
2.618 0.8842
1.618 0.8842
1.000 0.8842
0.618 0.8842
HIGH 0.8842
0.618 0.8842
0.500 0.8842
0.382 0.8842
LOW 0.8842
0.618 0.8842
1.000 0.8842
1.618 0.8842
2.618 0.8842
4.250 0.8842
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 0.8842 0.8834
PP 0.8842 0.8826
S1 0.8842 0.8818

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

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