CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 0.8888 0.8950 0.0062 0.7% 0.8810
High 0.8888 0.8950 0.0062 0.7% 0.8888
Low 0.8888 0.8950 0.0062 0.7% 0.8810
Close 0.8888 0.8902 0.0014 0.2% 0.8888
Range
ATR 0.0048 0.0049 0.0001 2.0% 0.0000
Volume 5 5 0 0.0% 9
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8934 0.8918 0.8902
R3 0.8934 0.8918 0.8902
R2 0.8934 0.8934 0.8902
R1 0.8918 0.8918 0.8902 0.8926
PP 0.8934 0.8934 0.8934 0.8938
S1 0.8918 0.8918 0.8902 0.8926
S2 0.8934 0.8934 0.8902
S3 0.8934 0.8918 0.8902
S4 0.8934 0.8918 0.8902
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 0.8950 0.8815 0.0135 1.5% 0.0000 0.0% 64% True False 2
10 0.8950 0.8680 0.0270 3.0% 0.0000 0.0% 82% True False 4
20 0.8950 0.8501 0.0449 5.0% 0.0000 0.0% 89% True 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 0.8950
2.618 0.8950
1.618 0.8950
1.000 0.8950
0.618 0.8950
HIGH 0.8950
0.618 0.8950
0.500 0.8950
0.382 0.8950
LOW 0.8950
0.618 0.8950
1.000 0.8950
1.618 0.8950
2.618 0.8950
4.250 0.8950
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 0.8950 0.8896
PP 0.8934 0.8889
S1 0.8918 0.8883

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

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