CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	0.8619	0.8458	-0.0161	-1.9%	0.8811
High	0.8619	0.8458	-0.0161	-1.9%	0.8811
Low	0.8619	0.8458	-0.0161	-1.9%	0.8650
Close	0.8619	0.8458	-0.0161	-1.9%	0.8632
Range
ATR	0.0000	0.0051	0.0051		0.0000
Volume	22	22	0	0.0%	5

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8458	0.8458	0.8458
R3	0.8458	0.8458	0.8458
R2	0.8458	0.8458	0.8458
R1	0.8458	0.8458	0.8458	0.8458
PP	0.8458	0.8458	0.8458	0.8458
S1	0.8458	0.8458	0.8458	0.8458
S2	0.8458	0.8458	0.8458
S3	0.8458	0.8458	0.8458
S4	0.8458	0.8458	0.8458

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9181	0.9067	0.8721
R3	0.9020	0.8906	0.8676
R2	0.8859	0.8859	0.8662
R1	0.8745	0.8745	0.8647	0.8722
PP	0.8698	0.8698	0.8698	0.8686
S1	0.8584	0.8584	0.8617	0.8561
S2	0.8537	0.8537	0.8602
S3	0.8376	0.8423	0.8588
S4	0.8215	0.8262	0.8543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8688	0.8458	0.0230	2.7%	0.0000	0.0%	0%	False	True	9
10	0.8811	0.8458	0.0353	4.2%	0.0000	0.0%	0%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.8458
2.618	0.8458
1.618	0.8458
1.000	0.8458
0.618	0.8458
HIGH	0.8458
0.618	0.8458
0.500	0.8458
0.382	0.8458
LOW	0.8458
0.618	0.8458
1.000	0.8458
1.618	0.8458
2.618	0.8458
4.250	0.8458

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	0.8458	0.8554
PP	0.8458	0.8522
S1	0.8458	0.8490

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