CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 0.8903 0.8982 0.0079 0.9% 0.8850
High 0.9004 0.9005 0.0001 0.0% 0.9013
Low 0.8859 0.8955 0.0096 1.1% 0.8824
Close 0.8962 0.8992 0.0030 0.3% 0.8962
Range 0.0145 0.0050 -0.0095 -65.5% 0.0189
ATR 0.0127 0.0122 -0.0006 -4.3% 0.0000
Volume 86,279 106,856 20,577 23.8% 410,072
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9134 0.9113 0.9020
R3 0.9084 0.9063 0.9006
R2 0.9034 0.9034 0.9001
R1 0.9013 0.9013 0.8997 0.9024
PP 0.8984 0.8984 0.8984 0.8989
S1 0.8963 0.8963 0.8987 0.8974
S2 0.8934 0.8934 0.8983
S3 0.8884 0.8913 0.8978
S4 0.8834 0.8863 0.8965
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9500 0.9420 0.9066
R3 0.9311 0.9231 0.9014
R2 0.9122 0.9122 0.8997
R1 0.9042 0.9042 0.8979 0.9082
PP 0.8933 0.8933 0.8933 0.8953
S1 0.8853 0.8853 0.8945 0.8893
S2 0.8744 0.8744 0.8927
S3 0.8555 0.8664 0.8910
S4 0.8366 0.8475 0.8858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9013 0.8824 0.0189 2.1% 0.0108 1.2% 89% False False 103,385
10 0.9013 0.8598 0.0415 4.6% 0.0116 1.3% 95% False False 116,961
20 0.9049 0.8547 0.0502 5.6% 0.0125 1.4% 89% False False 115,142
40 0.9275 0.8547 0.0728 8.1% 0.0118 1.3% 61% False False 92,049
60 0.9275 0.8547 0.0728 8.1% 0.0124 1.4% 61% False False 69,566
80 0.9288 0.8547 0.0741 8.2% 0.0123 1.4% 60% False False 52,300
100 0.9288 0.8448 0.0840 9.3% 0.0117 1.3% 65% False False 41,859
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9218
2.618 0.9136
1.618 0.9086
1.000 0.9055
0.618 0.9036
HIGH 0.9005
0.618 0.8986
0.500 0.8980
0.382 0.8974
LOW 0.8955
0.618 0.8924
1.000 0.8905
1.618 0.8874
2.618 0.8824
4.250 0.8743
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 0.8988 0.8972
PP 0.8984 0.8952
S1 0.8980 0.8933

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

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