CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 0.8806 0.8796 -0.0010 -0.1% 0.8501
High 0.8806 0.8796 -0.0010 -0.1% 0.8683
Low 0.8806 0.8796 -0.0010 -0.1% 0.8501
Close 0.8806 0.8796 -0.0010 -0.1% 0.8683
Range
ATR 0.0055 0.0052 -0.0003 -5.8% 0.0000
Volume 10 10 0 0.0% 36
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8796 0.8796 0.8796
R3 0.8796 0.8796 0.8796
R2 0.8796 0.8796 0.8796
R1 0.8796 0.8796 0.8796 0.8796
PP 0.8796 0.8796 0.8796 0.8796
S1 0.8796 0.8796 0.8796 0.8796
S2 0.8796 0.8796 0.8796
S3 0.8796 0.8796 0.8796
S4 0.8796 0.8796 0.8796
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 0.8569 0.0237 2.7% 0.0000 0.0% 96% False False 6
10 0.8806 0.8441 0.0365 4.1% 0.0000 0.0% 97% False False 12
20 0.8835 0.8441 0.0394 4.5% 0.0000 0.0% 90% 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 0.8796
2.618 0.8796
1.618 0.8796
1.000 0.8796
0.618 0.8796
HIGH 0.8796
0.618 0.8796
0.500 0.8796
0.382 0.8796
LOW 0.8796
0.618 0.8796
1.000 0.8796
1.618 0.8796
2.618 0.8796
4.250 0.8796
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 0.8796 0.8779
PP 0.8796 0.8762
S1 0.8796 0.8745

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

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