CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 0.8810 0.8844 0.0034 0.4% 0.8812
High 0.8810 0.8844 0.0034 0.4% 0.8812
Low 0.8810 0.8844 0.0034 0.4% 0.8680
Close 0.8815 0.8844 0.0029 0.3% 0.8779
Range
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 1 1 0 0.0% 41
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8844 0.8844 0.8844
R3 0.8844 0.8844 0.8844
R2 0.8844 0.8844 0.8844
R1 0.8844 0.8844 0.8844 0.8844
PP 0.8844 0.8844 0.8844 0.8844
S1 0.8844 0.8844 0.8844 0.8844
S2 0.8844 0.8844 0.8844
S3 0.8844 0.8844 0.8844
S4 0.8844 0.8844 0.8844
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9153 0.9098 0.8852
R3 0.9021 0.8966 0.8815
R2 0.8889 0.8889 0.8803
R1 0.8834 0.8834 0.8791 0.8796
PP 0.8757 0.8757 0.8757 0.8738
S1 0.8702 0.8702 0.8767 0.8664
S2 0.8625 0.8625 0.8755
S3 0.8493 0.8570 0.8743
S4 0.8361 0.8438 0.8706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8844 0.8680 0.0164 1.9% 0.0000 0.0% 100% True False 4
10 0.8844 0.8680 0.0164 1.9% 0.0000 0.0% 100% True False 7
20 0.8844 0.8441 0.0403 4.6% 0.0000 0.0% 100% True 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 0.8844
2.618 0.8844
1.618 0.8844
1.000 0.8844
0.618 0.8844
HIGH 0.8844
0.618 0.8844
0.500 0.8844
0.382 0.8844
LOW 0.8844
0.618 0.8844
1.000 0.8844
1.618 0.8844
2.618 0.8844
4.250 0.8844
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 0.8844 0.8833
PP 0.8844 0.8822
S1 0.8844 0.8812

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

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