CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 0.8812 0.8712 -0.0100 -1.1% 0.8806
High 0.8812 0.8712 -0.0100 -1.1% 0.8826
Low 0.8812 0.8712 -0.0100 -1.1% 0.8784
Close 0.8812 0.8712 -0.0100 -1.1% 0.8784
Range
ATR 0.0048 0.0052 0.0004 7.7% 0.0000
Volume 10 10 0 0.0% 40
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8712 0.8712 0.8712
R3 0.8712 0.8712 0.8712
R2 0.8712 0.8712 0.8712
R1 0.8712 0.8712 0.8712 0.8712
PP 0.8712 0.8712 0.8712 0.8712
S1 0.8712 0.8712 0.8712 0.8712
S2 0.8712 0.8712 0.8712
S3 0.8712 0.8712 0.8712
S4 0.8712 0.8712 0.8712
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8924 0.8896 0.8807
R3 0.8882 0.8854 0.8796
R2 0.8840 0.8840 0.8792
R1 0.8812 0.8812 0.8788 0.8805
PP 0.8798 0.8798 0.8798 0.8795
S1 0.8770 0.8770 0.8780 0.8763
S2 0.8756 0.8756 0.8776
S3 0.8714 0.8728 0.8772
S4 0.8672 0.8686 0.8761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8826 0.8712 0.0114 1.3% 0.0000 0.0% 0% False True 10
10 0.8826 0.8555 0.0271 3.1% 0.0000 0.0% 58% False False 7
20 0.8826 0.8441 0.0385 4.4% 0.0000 0.0% 70% False False 8
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 0.8712
2.618 0.8712
1.618 0.8712
1.000 0.8712
0.618 0.8712
HIGH 0.8712
0.618 0.8712
0.500 0.8712
0.382 0.8712
LOW 0.8712
0.618 0.8712
1.000 0.8712
1.618 0.8712
2.618 0.8712
4.250 0.8712
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 0.8712 0.8762
PP 0.8712 0.8745
S1 0.8712 0.8729

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

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