CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 0.8897 0.8922 0.0025 0.3% 0.8896
High 0.8897 0.8922 0.0025 0.3% 0.8896
Low 0.8897 0.8922 0.0025 0.3% 0.8750
Close 0.8897 0.8922 0.0025 0.3% 0.8750
Range
ATR 0.0042 0.0040 -0.0001 -2.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.8922 0.8922 0.8922
R3 0.8922 0.8922 0.8922
R2 0.8922 0.8922 0.8922
R1 0.8922 0.8922 0.8922 0.8922
PP 0.8922 0.8922 0.8922 0.8922
S1 0.8922 0.8922 0.8922 0.8922
S2 0.8922 0.8922 0.8922
S3 0.8922 0.8922 0.8922
S4 0.8922 0.8922 0.8922
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 0.8922 0.8750 0.0172 1.9% 0.0000 0.0% 100% True False 1
10 0.8922 0.8750 0.0172 1.9% 0.0000 0.0% 100% True False 1
20 0.8951 0.8750 0.0201 2.3% 0.0000 0.0% 86% False False 1
40 0.8951 0.8357 0.0594 6.7% 0.0000 0.0% 95% False False 2
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 0.8922
2.618 0.8922
1.618 0.8922
1.000 0.8922
0.618 0.8922
HIGH 0.8922
0.618 0.8922
0.500 0.8922
0.382 0.8922
LOW 0.8922
0.618 0.8922
1.000 0.8922
1.618 0.8922
2.618 0.8922
4.250 0.8922
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 0.8922 0.8918
PP 0.8922 0.8914
S1 0.8922 0.8910

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

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