CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 0.8913 0.8897 -0.0016 -0.2% 0.8896
High 0.8913 0.8897 -0.0016 -0.2% 0.8896
Low 0.8913 0.8897 -0.0016 -0.2% 0.8750
Close 0.8913 0.8897 -0.0016 -0.2% 0.8750
Range
ATR 0.0044 0.0042 -0.0002 -4.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8897 0.8897 0.8897
R3 0.8897 0.8897 0.8897
R2 0.8897 0.8897 0.8897
R1 0.8897 0.8897 0.8897 0.8897
PP 0.8897 0.8897 0.8897 0.8897
S1 0.8897 0.8897 0.8897 0.8897
S2 0.8897 0.8897 0.8897
S3 0.8897 0.8897 0.8897
S4 0.8897 0.8897 0.8897
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9237 0.9139 0.8830
R3 0.9091 0.8993 0.8790
R2 0.8945 0.8945 0.8777
R1 0.8847 0.8847 0.8763 0.8823
PP 0.8799 0.8799 0.8799 0.8787
S1 0.8701 0.8701 0.8737 0.8677
S2 0.8653 0.8653 0.8723
S3 0.8507 0.8555 0.8710
S4 0.8361 0.8409 0.8670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8750 0.0163 1.8% 0.0000 0.0% 90% False False 1
10 0.8936 0.8750 0.0186 2.1% 0.0000 0.0% 79% False False 1
20 0.8951 0.8718 0.0233 2.6% 0.0000 0.0% 77% 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 0.8897
2.618 0.8897
1.618 0.8897
1.000 0.8897
0.618 0.8897
HIGH 0.8897
0.618 0.8897
0.500 0.8897
0.382 0.8897
LOW 0.8897
0.618 0.8897
1.000 0.8897
1.618 0.8897
2.618 0.8897
4.250 0.8897
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 0.8897 0.8897
PP 0.8897 0.8897
S1 0.8897 0.8897

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

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