CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.8863 0.8846 -0.0017 -0.2% 0.8805
High 0.8863 0.8846 -0.0017 -0.2% 0.8864
Low 0.8863 0.8846 -0.0017 -0.2% 0.8805
Close 0.8870 0.8846 -0.0024 -0.3% 0.8870
Range
ATR 0.0039 0.0038 -0.0001 -2.8% 0.0000
Volume 3 1 -2 -66.7% 10
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8846 0.8846 0.8846
R3 0.8846 0.8846 0.8846
R2 0.8846 0.8846 0.8846
R1 0.8846 0.8846 0.8846 0.8846
PP 0.8846 0.8846 0.8846 0.8846
S1 0.8846 0.8846 0.8846 0.8846
S2 0.8846 0.8846 0.8846
S3 0.8846 0.8846 0.8846
S4 0.8846 0.8846 0.8846
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9023 0.9006 0.8902
R3 0.8964 0.8947 0.8886
R2 0.8905 0.8905 0.8881
R1 0.8888 0.8888 0.8875 0.8897
PP 0.8846 0.8846 0.8846 0.8851
S1 0.8829 0.8829 0.8865 0.8838
S2 0.8787 0.8787 0.8859
S3 0.8728 0.8770 0.8854
S4 0.8669 0.8711 0.8838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8864 0.8842 0.0022 0.2% 0.0000 0.0% 18% False False 2
10 0.8864 0.8718 0.0146 1.7% 0.0000 0.0% 88% False False 1
20 0.8864 0.8584 0.0280 3.2% 0.0000 0.0% 94% False 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 0.8846
2.618 0.8846
1.618 0.8846
1.000 0.8846
0.618 0.8846
HIGH 0.8846
0.618 0.8846
0.500 0.8846
0.382 0.8846
LOW 0.8846
0.618 0.8846
1.000 0.8846
1.618 0.8846
2.618 0.8846
4.250 0.8846
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.8846 0.8855
PP 0.8846 0.8852
S1 0.8846 0.8849

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

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