CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 0.8955 0.8920 -0.0035 -0.4% 0.9154
High 0.9001 0.9006 0.0005 0.1% 0.9225
Low 0.8866 0.8886 0.0020 0.2% 0.8935
Close 0.8906 0.8908 0.0002 0.0% 0.8971
Range 0.0135 0.0120 -0.0015 -11.1% 0.0290
ATR 0.0121 0.0121 0.0000 -0.1% 0.0000
Volume 111,066 124,418 13,352 12.0% 429,049
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9293 0.9221 0.8974
R3 0.9173 0.9101 0.8941
R2 0.9053 0.9053 0.8930
R1 0.8981 0.8981 0.8919 0.8957
PP 0.8933 0.8933 0.8933 0.8922
S1 0.8861 0.8861 0.8897 0.8837
S2 0.8813 0.8813 0.8886
S3 0.8693 0.8741 0.8875
S4 0.8573 0.8621 0.8842
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9914 0.9732 0.9131
R3 0.9624 0.9442 0.9051
R2 0.9334 0.9334 0.9024
R1 0.9152 0.9152 0.8998 0.9098
PP 0.9044 0.9044 0.9044 0.9017
S1 0.8862 0.8862 0.8944 0.8808
S2 0.8754 0.8754 0.8918
S3 0.8464 0.8572 0.8891
S4 0.8174 0.8282 0.8812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9049 0.8866 0.0183 2.1% 0.0118 1.3% 23% False False 112,894
10 0.9275 0.8866 0.0409 4.6% 0.0122 1.4% 10% False False 100,267
20 0.9275 0.8787 0.0488 5.5% 0.0117 1.3% 25% False False 79,114
40 0.9275 0.8665 0.0610 6.8% 0.0122 1.4% 40% False False 57,260
60 0.9288 0.8665 0.0623 7.0% 0.0123 1.4% 39% False False 38,366
80 0.9288 0.8448 0.0840 9.4% 0.0117 1.3% 55% False False 28,802
Crabel Price Patterns
NR True
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9516
2.618 0.9320
1.618 0.9200
1.000 0.9126
0.618 0.9080
HIGH 0.9006
0.618 0.8960
0.500 0.8946
0.382 0.8932
LOW 0.8886
0.618 0.8812
1.000 0.8766
1.618 0.8692
2.618 0.8572
4.250 0.8376
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 0.8946 0.8953
PP 0.8933 0.8938
S1 0.8921 0.8923

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

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