CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	0.8651	0.8683	0.0032	0.4%	0.8501
High	0.8651	0.8683	0.0032	0.4%	0.8683
Low	0.8651	0.8683	0.0032	0.4%	0.8501
Close	0.8709	0.8683	-0.0026	-0.3%	0.8683
Range
ATR	0.0052	0.0050	-0.0002	-3.5%	0.0000
Volume	2	10	8	400.0%	36

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8683	0.8683	0.8683
R3	0.8683	0.8683	0.8683
R2	0.8683	0.8683	0.8683
R1	0.8683	0.8683	0.8683	0.8683
PP	0.8683	0.8683	0.8683	0.8683
S1	0.8683	0.8683	0.8683	0.8683
S2	0.8683	0.8683	0.8683
S3	0.8683	0.8683	0.8683
S4	0.8683	0.8683	0.8683

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9168	0.9108	0.8783
R3	0.8986	0.8926	0.8733
R2	0.8804	0.8804	0.8716
R1	0.8744	0.8744	0.8700	0.8774
PP	0.8622	0.8622	0.8622	0.8638
S1	0.8562	0.8562	0.8666	0.8592
S2	0.8440	0.8440	0.8650
S3	0.8258	0.8380	0.8633
S4	0.8076	0.8198	0.8583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8683	0.8501	0.0182	2.1%	0.0000	0.0%	100%	True	False	7
10	0.8688	0.8441	0.0247	2.8%	0.0000	0.0%	98%	False	False	10

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	0.8683
2.618	0.8683
1.618	0.8683
1.000	0.8683
0.618	0.8683
HIGH	0.8683
0.618	0.8683
0.500	0.8683
0.382	0.8683
LOW	0.8683
0.618	0.8683
1.000	0.8683
1.618	0.8683
2.618	0.8683
4.250	0.8683

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	0.8683	0.8664
PP	0.8683	0.8645
S1	0.8683	0.8626

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