CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	0.8819	0.8844	0.0025	0.3%	0.8765
High	0.8849	0.8844	-0.0005	-0.1%	0.8923
Low	0.8755	0.8703	-0.0052	-0.6%	0.8765
Close	0.8816	0.8765	-0.0051	-0.6%	0.8875
Range	0.0094	0.0141	0.0047	50.0%	0.0158
ATR	0.0109	0.0111	0.0002	2.1%	0.0000
Volume	2,045	1,477	-568	-27.8%	2,948

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9194	0.9120	0.8843
R3	0.9053	0.8979	0.8804
R2	0.8912	0.8912	0.8791
R1	0.8838	0.8838	0.8778	0.8805
PP	0.8771	0.8771	0.8771	0.8754
S1	0.8697	0.8697	0.8752	0.8664
S2	0.8630	0.8630	0.8739
S3	0.8489	0.8556	0.8726
S4	0.8348	0.8415	0.8687

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9260	0.8962
R3	0.9170	0.9102	0.8918
R2	0.9012	0.9012	0.8904
R1	0.8944	0.8944	0.8889	0.8978
PP	0.8854	0.8854	0.8854	0.8872
S1	0.8786	0.8786	0.8861	0.8820
S2	0.8696	0.8696	0.8846
S3	0.8538	0.8628	0.8832
S4	0.8380	0.8470	0.8788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8965	0.8703	0.0262	3.0%	0.0115	1.3%	24%	False	True	1,069
10	0.8965	0.8661	0.0304	3.5%	0.0114	1.3%	34%	False	False	874
20	0.8965	0.8474	0.0491	5.6%	0.0115	1.3%	59%	False	False	694
40	0.9161	0.8474	0.0687	7.8%	0.0096	1.1%	42%	False	False	504

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9443
2.618	0.9213
1.618	0.9072
1.000	0.8985
0.618	0.8931
HIGH	0.8844
0.618	0.8790
0.500	0.8774
0.382	0.8757
LOW	0.8703
0.618	0.8616
1.000	0.8562
1.618	0.8475
2.618	0.8334
4.250	0.8104

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	0.8774	0.8834
PP	0.8771	0.8811
S1	0.8768	0.8788

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