CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 0.8683 0.8806 0.0123 1.4% 0.8501
High 0.8683 0.8806 0.0123 1.4% 0.8683
Low 0.8683 0.8806 0.0123 1.4% 0.8501
Close 0.8683 0.8806 0.0123 1.4% 0.8683
Range
ATR 0.0050 0.0055 0.0005 10.5% 0.0000
Volume 10 10 0 0.0% 36
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8806 0.8806 0.8806
R3 0.8806 0.8806 0.8806
R2 0.8806 0.8806 0.8806
R1 0.8806 0.8806 0.8806 0.8806
PP 0.8806 0.8806 0.8806 0.8806
S1 0.8806 0.8806 0.8806 0.8806
S2 0.8806 0.8806 0.8806
S3 0.8806 0.8806 0.8806
S4 0.8806 0.8806 0.8806
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 0.8806 0.8555 0.0251 2.9% 0.0000 0.0% 100% True False 4
10 0.8806 0.8441 0.0365 4.1% 0.0000 0.0% 100% True False 11
20 0.8991 0.8441 0.0550 6.2% 0.0000 0.0% 66% False False 6
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 0.8806
2.618 0.8806
1.618 0.8806
1.000 0.8806
0.618 0.8806
HIGH 0.8806
0.618 0.8806
0.500 0.8806
0.382 0.8806
LOW 0.8806
0.618 0.8806
1.000 0.8806
1.618 0.8806
2.618 0.8806
4.250 0.8806
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 0.8806 0.8780
PP 0.8806 0.8754
S1 0.8806 0.8729

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

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