CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 0.8924 0.8942 0.0018 0.2% 0.8881
High 0.8924 0.8942 0.0018 0.2% 0.8924
Low 0.8924 0.8942 0.0018 0.2% 0.8881
Close 0.8924 0.8942 0.0018 0.2% 0.8924
Range
ATR 0.0038 0.0036 -0.0001 -3.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.8942 0.8942 0.8942
R3 0.8942 0.8942 0.8942
R2 0.8942 0.8942 0.8942
R1 0.8942 0.8942 0.8942 0.8942
PP 0.8942 0.8942 0.8942 0.8942
S1 0.8942 0.8942 0.8942 0.8942
S2 0.8942 0.8942 0.8942
S3 0.8942 0.8942 0.8942
S4 0.8942 0.8942 0.8942
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9039 0.9024 0.8948
R3 0.8996 0.8981 0.8936
R2 0.8953 0.8953 0.8932
R1 0.8938 0.8938 0.8928 0.8946
PP 0.8910 0.8910 0.8910 0.8913
S1 0.8895 0.8895 0.8920 0.8903
S2 0.8867 0.8867 0.8916
S3 0.8824 0.8852 0.8912
S4 0.8781 0.8809 0.8900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8942 0.8897 0.0045 0.5% 0.0000 0.0% 100% True False 1
10 0.8942 0.8750 0.0192 2.1% 0.0000 0.0% 100% True False 1
20 0.8951 0.8750 0.0201 2.2% 0.0000 0.0% 96% False False 1
40 0.8951 0.8381 0.0570 6.4% 0.0000 0.0% 98% 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 0.8942
2.618 0.8942
1.618 0.8942
1.000 0.8942
0.618 0.8942
HIGH 0.8942
0.618 0.8942
0.500 0.8942
0.382 0.8942
LOW 0.8942
0.618 0.8942
1.000 0.8942
1.618 0.8942
2.618 0.8942
4.250 0.8942
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 0.8942 0.8939
PP 0.8942 0.8935
S1 0.8942 0.8932

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

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