CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 0.8963 0.9001 0.0038 0.4% 0.8982
High 0.9005 0.9048 0.0043 0.5% 0.9053
Low 0.8922 0.8943 0.0021 0.2% 0.8787
Close 0.8995 0.9027 0.0032 0.4% 0.8957
Range 0.0083 0.0105 0.0022 26.5% 0.0266
ATR 0.0123 0.0122 -0.0001 -1.0% 0.0000
Volume 114,254 81,497 -32,757 -28.7% 574,236
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9321 0.9279 0.9085
R3 0.9216 0.9174 0.9056
R2 0.9111 0.9111 0.9046
R1 0.9069 0.9069 0.9037 0.9090
PP 0.9006 0.9006 0.9006 0.9017
S1 0.8964 0.8964 0.9017 0.8985
S2 0.8901 0.8901 0.9008
S3 0.8796 0.8859 0.8998
S4 0.8691 0.8754 0.8969
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9730 0.9610 0.9103
R3 0.9464 0.9344 0.9030
R2 0.9198 0.9198 0.9006
R1 0.9078 0.9078 0.8981 0.9005
PP 0.8932 0.8932 0.8932 0.8896
S1 0.8812 0.8812 0.8933 0.8739
S2 0.8666 0.8666 0.8908
S3 0.8400 0.8546 0.8884
S4 0.8134 0.8280 0.8811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9048 0.8787 0.0261 2.9% 0.0111 1.2% 92% True False 120,495
10 0.9053 0.8787 0.0266 2.9% 0.0111 1.2% 90% False False 104,357
20 0.9053 0.8547 0.0506 5.6% 0.0126 1.4% 95% False False 114,642
40 0.9275 0.8547 0.0728 8.1% 0.0123 1.4% 66% False False 101,917
60 0.9275 0.8547 0.0728 8.1% 0.0120 1.3% 66% False False 80,556
80 0.9288 0.8547 0.0741 8.2% 0.0122 1.3% 65% False False 60,574
100 0.9288 0.8448 0.0840 9.3% 0.0119 1.3% 69% False False 48,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9494
2.618 0.9323
1.618 0.9218
1.000 0.9153
0.618 0.9113
HIGH 0.9048
0.618 0.9008
0.500 0.8996
0.382 0.8983
LOW 0.8943
0.618 0.8878
1.000 0.8838
1.618 0.8773
2.618 0.8668
4.250 0.8497
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 0.9017 0.9001
PP 0.9006 0.8975
S1 0.8996 0.8949

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

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