CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 0.8632 0.8650 0.0018 0.2% 0.8791
High 0.8688 0.8680 -0.0008 -0.1% 0.8888
Low 0.8547 0.8610 0.0063 0.7% 0.8547
Close 0.8607 0.8635 0.0028 0.3% 0.8607
Range 0.0141 0.0070 -0.0071 -50.4% 0.0341
ATR 0.0130 0.0126 -0.0004 -3.1% 0.0000
Volume 155,200 177,442 22,242 14.3% 602,241
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8852 0.8813 0.8674
R3 0.8782 0.8743 0.8654
R2 0.8712 0.8712 0.8648
R1 0.8673 0.8673 0.8641 0.8658
PP 0.8642 0.8642 0.8642 0.8634
S1 0.8603 0.8603 0.8629 0.8588
S2 0.8572 0.8572 0.8622
S3 0.8502 0.8533 0.8616
S4 0.8432 0.8463 0.8597
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9704 0.9496 0.8795
R3 0.9363 0.9155 0.8701
R2 0.9022 0.9022 0.8670
R1 0.8814 0.8814 0.8638 0.8748
PP 0.8681 0.8681 0.8681 0.8647
S1 0.8473 0.8473 0.8576 0.8407
S2 0.8340 0.8340 0.8544
S3 0.7999 0.8132 0.8513
S4 0.7658 0.7791 0.8419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8888 0.8547 0.0341 3.9% 0.0135 1.6% 26% False False 127,508
10 0.9039 0.8547 0.0492 5.7% 0.0134 1.5% 18% False False 120,068
20 0.9275 0.8547 0.0728 8.4% 0.0121 1.4% 12% False False 106,067
40 0.9275 0.8547 0.0728 8.4% 0.0120 1.4% 12% False False 79,113
60 0.9288 0.8547 0.0741 8.6% 0.0119 1.4% 12% False False 53,169
80 0.9288 0.8547 0.0741 8.6% 0.0119 1.4% 12% False False 39,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8978
2.618 0.8863
1.618 0.8793
1.000 0.8750
0.618 0.8723
HIGH 0.8680
0.618 0.8653
0.500 0.8645
0.382 0.8637
LOW 0.8610
0.618 0.8567
1.000 0.8540
1.618 0.8497
2.618 0.8427
4.250 0.8313
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 0.8645 0.8670
PP 0.8642 0.8658
S1 0.8638 0.8647

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

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