CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 0.9108 0.9217 0.0109 1.2% 0.8923
High 0.9192 0.9264 0.0072 0.8% 0.9204
Low 0.9062 0.9216 0.0154 1.7% 0.8873
Close 0.9179 0.9246 0.0067 0.7% 0.9179
Range 0.0130 0.0048 -0.0082 -63.1% 0.0331
ATR 0.0124 0.0121 -0.0003 -2.2% 0.0000
Volume 63,663 82,078 18,415 28.9% 300,034
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9386 0.9364 0.9272
R3 0.9338 0.9316 0.9259
R2 0.9290 0.9290 0.9255
R1 0.9268 0.9268 0.9250 0.9279
PP 0.9242 0.9242 0.9242 0.9248
S1 0.9220 0.9220 0.9242 0.9231
S2 0.9194 0.9194 0.9237
S3 0.9146 0.9172 0.9233
S4 0.9098 0.9124 0.9220
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0078 0.9960 0.9361
R3 0.9747 0.9629 0.9270
R2 0.9416 0.9416 0.9240
R1 0.9298 0.9298 0.9209 0.9357
PP 0.9085 0.9085 0.9085 0.9115
S1 0.8967 0.8967 0.9149 0.9026
S2 0.8754 0.8754 0.9118
S3 0.8423 0.8636 0.9088
S4 0.8092 0.8305 0.8997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9264 0.9026 0.0238 2.6% 0.0098 1.1% 92% True False 69,894
10 0.9264 0.8665 0.0599 6.5% 0.0106 1.1% 97% True False 51,455
20 0.9264 0.8665 0.0599 6.5% 0.0113 1.2% 97% True False 55,803
40 0.9288 0.8665 0.0623 6.7% 0.0117 1.3% 93% False False 28,770
60 0.9288 0.8665 0.0623 6.7% 0.0118 1.3% 93% False False 19,219
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 0.9468
2.618 0.9390
1.618 0.9342
1.000 0.9312
0.618 0.9294
HIGH 0.9264
0.618 0.9246
0.500 0.9240
0.382 0.9234
LOW 0.9216
0.618 0.9186
1.000 0.9168
1.618 0.9138
2.618 0.9090
4.250 0.9012
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 0.9244 0.9218
PP 0.9242 0.9191
S1 0.9240 0.9163

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

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