CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 0.8811 0.8812 0.0001 0.0% 0.8846
High 0.8811 0.8812 0.0001 0.0% 0.8951
Low 0.8811 0.8812 0.0001 0.0% 0.8846
Close 0.8811 0.8812 0.0001 0.0% 0.8881
Range
ATR 0.0039 0.0036 -0.0003 -7.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8812 0.8812 0.8812
R3 0.8812 0.8812 0.8812
R2 0.8812 0.8812 0.8812
R1 0.8812 0.8812 0.8812 0.8812
PP 0.8812 0.8812 0.8812 0.8812
S1 0.8812 0.8812 0.8812 0.8812
S2 0.8812 0.8812 0.8812
S3 0.8812 0.8812 0.8812
S4 0.8812 0.8812 0.8812
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9208 0.9149 0.8939
R3 0.9103 0.9044 0.8910
R2 0.8998 0.8998 0.8900
R1 0.8939 0.8939 0.8891 0.8969
PP 0.8893 0.8893 0.8893 0.8907
S1 0.8834 0.8834 0.8871 0.8864
S2 0.8788 0.8788 0.8862
S3 0.8683 0.8729 0.8852
S4 0.8578 0.8624 0.8823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8896 0.8811 0.0085 1.0% 0.0000 0.0% 1% False False 1
10 0.8951 0.8811 0.0140 1.6% 0.0000 0.0% 1% False False 1
20 0.8951 0.8685 0.0266 3.0% 0.0000 0.0% 48% False False 1
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 0.8812
2.618 0.8812
1.618 0.8812
1.000 0.8812
0.618 0.8812
HIGH 0.8812
0.618 0.8812
0.500 0.8812
0.382 0.8812
LOW 0.8812
0.618 0.8812
1.000 0.8812
1.618 0.8812
2.618 0.8812
4.250 0.8812
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 0.8812 0.8854
PP 0.8812 0.8840
S1 0.8812 0.8826

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

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