CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 0.8815 0.8888 0.0073 0.8% 0.8810
High 0.8815 0.8888 0.0073 0.8% 0.8888
Low 0.8815 0.8888 0.0073 0.8% 0.8810
Close 0.8813 0.8888 0.0075 0.9% 0.8888
Range
ATR 0.0046 0.0048 0.0002 4.4% 0.0000
Volume 1 5 4 400.0% 9
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8888 0.8888 0.8888
R3 0.8888 0.8888 0.8888
R2 0.8888 0.8888 0.8888
R1 0.8888 0.8888 0.8888 0.8888
PP 0.8888 0.8888 0.8888 0.8888
S1 0.8888 0.8888 0.8888 0.8888
S2 0.8888 0.8888 0.8888
S3 0.8888 0.8888 0.8888
S4 0.8888 0.8888 0.8888
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9096 0.9070 0.8931
R3 0.9018 0.8992 0.8909
R2 0.8940 0.8940 0.8902
R1 0.8914 0.8914 0.8895 0.8927
PP 0.8862 0.8862 0.8862 0.8869
S1 0.8836 0.8836 0.8881 0.8849
S2 0.8784 0.8784 0.8874
S3 0.8706 0.8758 0.8867
S4 0.8628 0.8680 0.8845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8888 0.8810 0.0078 0.9% 0.0000 0.0% 100% True False 1
10 0.8888 0.8680 0.0208 2.3% 0.0000 0.0% 100% True False 5
20 0.8888 0.8441 0.0447 5.0% 0.0000 0.0% 100% True False 7
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 0.8888
2.618 0.8888
1.618 0.8888
1.000 0.8888
0.618 0.8888
HIGH 0.8888
0.618 0.8888
0.500 0.8888
0.382 0.8888
LOW 0.8888
0.618 0.8888
1.000 0.8888
1.618 0.8888
2.618 0.8888
4.250 0.8888
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 0.8888 0.8876
PP 0.8888 0.8864
S1 0.8888 0.8852

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

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