CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	0.8982	0.8987	0.0005	0.1%	0.8850
High	0.9005	0.9053	0.0048	0.5%	0.9013
Low	0.8955	0.8860	-0.0095	-1.1%	0.8824
Close	0.8992	0.8888	-0.0104	-1.2%	0.8962
Range	0.0050	0.0193	0.0143	286.0%	0.0189
ATR	0.0122	0.0127	0.0005	4.2%	0.0000
Volume	106,856	60,655	-46,201	-43.2%	410,072

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9513	0.9393	0.8994
R3	0.9320	0.9200	0.8941
R2	0.9127	0.9127	0.8923
R1	0.9007	0.9007	0.8906	0.8971
PP	0.8934	0.8934	0.8934	0.8915
S1	0.8814	0.8814	0.8870	0.8778
S2	0.8741	0.8741	0.8853
S3	0.8548	0.8621	0.8835
S4	0.8355	0.8428	0.8782

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	0.9053	0.8859	0.0194	2.2%	0.0111	1.2%	15%	True	False	88,218
10	0.9053	0.8598	0.0455	5.1%	0.0129	1.4%	64%	True	False	105,282
20	0.9053	0.8547	0.0506	5.7%	0.0131	1.5%	67%	True	False	112,675
40	0.9275	0.8547	0.0728	8.2%	0.0120	1.4%	47%	False	False	91,343
60	0.9275	0.8547	0.0728	8.2%	0.0125	1.4%	47%	False	False	70,571
80	0.9288	0.8547	0.0741	8.3%	0.0124	1.4%	46%	False	False	53,054
100	0.9288	0.8448	0.0840	9.5%	0.0118	1.3%	52%	False	False	42,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9873
2.618	0.9558
1.618	0.9365
1.000	0.9246
0.618	0.9172
HIGH	0.9053
0.618	0.8979
0.500	0.8957
0.382	0.8934
LOW	0.8860
0.618	0.8741
1.000	0.8667
1.618	0.8548
2.618	0.8355
4.250	0.8040

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	0.8957	0.8956
PP	0.8934	0.8933
S1	0.8911	0.8911

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols