CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 0.9025 0.9047 0.0022 0.2% 0.8982
High 0.9075 0.9049 -0.0026 -0.3% 0.9053
Low 0.8997 0.8970 -0.0027 -0.3% 0.8787
Close 0.9040 0.8995 -0.0045 -0.5% 0.8957
Range 0.0078 0.0079 0.0001 1.3% 0.0266
ATR 0.0119 0.0116 -0.0003 -2.4% 0.0000
Volume 88,391 88,449 58 0.1% 574,236
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9242 0.9197 0.9038
R3 0.9163 0.9118 0.9017
R2 0.9084 0.9084 0.9009
R1 0.9039 0.9039 0.9002 0.9022
PP 0.9005 0.9005 0.9005 0.8996
S1 0.8960 0.8960 0.8988 0.8943
S2 0.8926 0.8926 0.8981
S3 0.8847 0.8881 0.8973
S4 0.8768 0.8802 0.8952
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 0.9075 0.8849 0.0226 2.5% 0.0093 1.0% 65% False False 102,930
10 0.9075 0.8787 0.0288 3.2% 0.0110 1.2% 72% False False 103,310
20 0.9075 0.8547 0.0528 5.9% 0.0121 1.3% 85% False False 112,790
40 0.9275 0.8547 0.0728 8.1% 0.0119 1.3% 62% False False 103,889
60 0.9275 0.8547 0.0728 8.1% 0.0119 1.3% 62% False False 83,398
80 0.9288 0.8547 0.0741 8.2% 0.0120 1.3% 60% False False 62,783
100 0.9288 0.8547 0.0741 8.2% 0.0118 1.3% 60% False False 50,254
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9385
2.618 0.9256
1.618 0.9177
1.000 0.9128
0.618 0.9098
HIGH 0.9049
0.618 0.9019
0.500 0.9010
0.382 0.9000
LOW 0.8970
0.618 0.8921
1.000 0.8891
1.618 0.8842
2.618 0.8763
4.250 0.8634
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 0.9010 0.9009
PP 0.9005 0.9004
S1 0.9000 0.9000

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

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