CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 0.8844 0.8856 0.0012 0.1% 0.8812
High 0.8844 0.8856 0.0012 0.1% 0.8812
Low 0.8844 0.8856 0.0012 0.1% 0.8680
Close 0.8844 0.8856 0.0012 0.1% 0.8779
Range
ATR 0.0049 0.0047 -0.0003 -5.4% 0.0000
Volume 1 1 0 0.0% 41
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8856 0.8856 0.8856
R3 0.8856 0.8856 0.8856
R2 0.8856 0.8856 0.8856
R1 0.8856 0.8856 0.8856 0.8856
PP 0.8856 0.8856 0.8856 0.8856
S1 0.8856 0.8856 0.8856 0.8856
S2 0.8856 0.8856 0.8856
S3 0.8856 0.8856 0.8856
S4 0.8856 0.8856 0.8856
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 0.8856 0.8680 0.0176 2.0% 0.0000 0.0% 100% True False 2
10 0.8856 0.8680 0.0176 2.0% 0.0000 0.0% 100% True False 6
20 0.8856 0.8441 0.0415 4.7% 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 0.8856
2.618 0.8856
1.618 0.8856
1.000 0.8856
0.618 0.8856
HIGH 0.8856
0.618 0.8856
0.500 0.8856
0.382 0.8856
LOW 0.8856
0.618 0.8856
1.000 0.8856
1.618 0.8856
2.618 0.8856
4.250 0.8856
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 0.8856 0.8848
PP 0.8856 0.8841
S1 0.8856 0.8833

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

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