CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	0.8501	0.8555	0.0054	0.6%	0.8688
High	0.8501	0.8555	0.0054	0.6%	0.8688
Low	0.8501	0.8555	0.0054	0.6%	0.8441
Close	0.8467	0.8555	0.0088	1.0%	0.8441
Range
ATR	0.0049	0.0052	0.0003	5.7%	0.0000
Volume	22	1	-21	-95.5%	68

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8555	0.8555	0.8555
R3	0.8555	0.8555	0.8555
R2	0.8555	0.8555	0.8555
R1	0.8555	0.8555	0.8555	0.8555
PP	0.8555	0.8555	0.8555	0.8555
S1	0.8555	0.8555	0.8555	0.8555
S2	0.8555	0.8555	0.8555
S3	0.8555	0.8555	0.8555
S4	0.8555	0.8555	0.8555

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9264	0.9100	0.8577
R3	0.9017	0.8853	0.8509
R2	0.8770	0.8770	0.8486
R1	0.8606	0.8606	0.8464	0.8565
PP	0.8523	0.8523	0.8523	0.8503
S1	0.8359	0.8359	0.8418	0.8318
S2	0.8276	0.8276	0.8396
S3	0.8029	0.8112	0.8373
S4	0.7782	0.7865	0.8305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8619	0.8441	0.0178	2.1%	0.0000	0.0%	64%	False	False	17
10	0.8720	0.8441	0.0279	3.3%	0.0000	0.0%	41%	False	False	9

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	0.8555
2.618	0.8555
1.618	0.8555
1.000	0.8555
0.618	0.8555
HIGH	0.8555
0.618	0.8555
0.500	0.8555
0.382	0.8555
LOW	0.8555
0.618	0.8555
1.000	0.8555
1.618	0.8555
2.618	0.8555
4.250	0.8555

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	0.8555	0.8536
PP	0.8555	0.8517
S1	0.8555	0.8498

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