CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 0.8569 0.8651 0.0082 1.0% 0.8688
High 0.8569 0.8651 0.0082 1.0% 0.8688
Low 0.8569 0.8651 0.0082 1.0% 0.8441
Close 0.8569 0.8709 0.0140 1.6% 0.8441
Range
ATR 0.0049 0.0052 0.0002 4.8% 0.0000
Volume 1 2 1 100.0% 68
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8670 0.8690 0.8709
R3 0.8670 0.8690 0.8709
R2 0.8670 0.8670 0.8709
R1 0.8690 0.8690 0.8709 0.8680
PP 0.8670 0.8670 0.8670 0.8666
S1 0.8690 0.8690 0.8709 0.8680
S2 0.8670 0.8670 0.8709
S3 0.8670 0.8690 0.8709
S4 0.8670 0.8690 0.8709
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 0.8651 0.8441 0.0210 2.4% 0.0000 0.0% 128% True False 9
10 0.8688 0.8441 0.0247 2.8% 0.0000 0.0% 109% 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 0.8651
2.618 0.8651
1.618 0.8651
1.000 0.8651
0.618 0.8651
HIGH 0.8651
0.618 0.8651
0.500 0.8651
0.382 0.8651
LOW 0.8651
0.618 0.8651
1.000 0.8651
1.618 0.8651
2.618 0.8651
4.250 0.8651
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 0.8690 0.8674
PP 0.8670 0.8638
S1 0.8651 0.8603

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

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