CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	0.9047	0.8982	-0.0065	-0.7%	0.8963
High	0.9049	0.9086	0.0037	0.4%	0.9086
Low	0.8970	0.8977	0.0007	0.1%	0.8922
Close	0.8995	0.9071	0.0076	0.8%	0.9071
Range	0.0079	0.0109	0.0030	38.0%	0.0164
ATR	0.0116	0.0115	0.0000	-0.4%	0.0000
Volume	88,449	98,835	10,386	11.7%	471,426

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9372	0.9330	0.9131
R3	0.9263	0.9221	0.9101
R2	0.9154	0.9154	0.9091
R1	0.9112	0.9112	0.9081	0.9133
PP	0.9045	0.9045	0.9045	0.9055
S1	0.9003	0.9003	0.9061	0.9024
S2	0.8936	0.8936	0.9051
S3	0.8827	0.8894	0.9041
S4	0.8718	0.8785	0.9011

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9518	0.9459	0.9161
R3	0.9354	0.9295	0.9116
R2	0.9190	0.9190	0.9101
R1	0.9131	0.9131	0.9086	0.9161
PP	0.9026	0.9026	0.9026	0.9041
S1	0.8967	0.8967	0.9056	0.8997
S2	0.8862	0.8862	0.9041
S3	0.8698	0.8803	0.9026
S4	0.8534	0.8639	0.8981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9086	0.8922	0.0164	1.8%	0.0091	1.0%	91%	True	False	94,285
10	0.9086	0.8787	0.0299	3.3%	0.0107	1.2%	95%	True	False	104,566
20	0.9086	0.8547	0.0539	5.9%	0.0116	1.3%	97%	True	False	113,180
40	0.9275	0.8547	0.0728	8.0%	0.0119	1.3%	72%	False	False	104,649
60	0.9275	0.8547	0.0728	8.0%	0.0120	1.3%	72%	False	False	85,001
80	0.9288	0.8547	0.0741	8.2%	0.0119	1.3%	71%	False	False	64,018
100	0.9288	0.8547	0.0741	8.2%	0.0118	1.3%	71%	False	False	51,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9549
2.618	0.9371
1.618	0.9262
1.000	0.9195
0.618	0.9153
HIGH	0.9086
0.618	0.9044
0.500	0.9032
0.382	0.9019
LOW	0.8977
0.618	0.8910
1.000	0.8868
1.618	0.8801
2.618	0.8692
4.250	0.8514

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	0.9058	0.9057
PP	0.9045	0.9042
S1	0.9032	0.9028

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