CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.9147 0.9170 0.0023 0.3% 0.9089
High 0.9194 0.9177 -0.0017 -0.2% 0.9194
Low 0.9140 0.9122 -0.0018 -0.2% 0.9051
Close 0.9158 0.9129 -0.0029 -0.3% 0.9158
Range 0.0054 0.0055 0.0001 1.9% 0.0143
ATR 0.0101 0.0097 -0.0003 -3.2% 0.0000
Volume 64,061 16,487 -47,574 -74.3% 467,055
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9308 0.9273 0.9159
R3 0.9253 0.9218 0.9144
R2 0.9198 0.9198 0.9139
R1 0.9163 0.9163 0.9134 0.9153
PP 0.9143 0.9143 0.9143 0.9138
S1 0.9108 0.9108 0.9124 0.9098
S2 0.9088 0.9088 0.9119
S3 0.9033 0.9053 0.9114
S4 0.8978 0.8998 0.9099
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9563 0.9504 0.9237
R3 0.9420 0.9361 0.9197
R2 0.9277 0.9277 0.9184
R1 0.9218 0.9218 0.9171 0.9248
PP 0.9134 0.9134 0.9134 0.9149
S1 0.9075 0.9075 0.9145 0.9105
S2 0.8991 0.8991 0.9132
S3 0.8848 0.8932 0.9119
S4 0.8705 0.8789 0.9079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9194 0.9051 0.0143 1.6% 0.0068 0.7% 55% False False 75,605
10 0.9194 0.8943 0.0251 2.7% 0.0077 0.8% 74% False False 84,071
20 0.9194 0.8787 0.0407 4.5% 0.0098 1.1% 84% False False 96,963
40 0.9260 0.8547 0.0713 7.8% 0.0114 1.2% 82% False False 105,651
60 0.9275 0.8547 0.0728 8.0% 0.0113 1.2% 80% False False 91,242
80 0.9288 0.8547 0.0741 8.1% 0.0117 1.3% 79% False False 70,047
100 0.9288 0.8547 0.0741 8.1% 0.0118 1.3% 79% False False 56,068
120 0.9288 0.8448 0.0840 9.2% 0.0112 1.2% 81% False False 46,738
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9411
2.618 0.9321
1.618 0.9266
1.000 0.9232
0.618 0.9211
HIGH 0.9177
0.618 0.9156
0.500 0.9150
0.382 0.9143
LOW 0.9122
0.618 0.9088
1.000 0.9067
1.618 0.9033
2.618 0.8978
4.250 0.8888
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.9150 0.9144
PP 0.9143 0.9139
S1 0.9136 0.9134

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

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