CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 0.8950 0.8940 -0.0010 -0.1% 0.8810
High 0.8950 0.8940 -0.0010 -0.1% 0.8888
Low 0.8950 0.8940 -0.0010 -0.1% 0.8810
Close 0.8902 0.8940 0.0038 0.4% 0.8888
Range
ATR 0.0049 0.0049 -0.0001 -1.6% 0.0000
Volume 5 4 -1 -20.0% 9
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8940 0.8940 0.8940
R3 0.8940 0.8940 0.8940
R2 0.8940 0.8940 0.8940
R1 0.8940 0.8940 0.8940 0.8940
PP 0.8940 0.8940 0.8940 0.8940
S1 0.8940 0.8940 0.8940 0.8940
S2 0.8940 0.8940 0.8940
S3 0.8940 0.8940 0.8940
S4 0.8940 0.8940 0.8940
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% 93% False False 3
10 0.8950 0.8680 0.0270 3.0% 0.0000 0.0% 96% False False 3
20 0.8950 0.8555 0.0395 4.4% 0.0000 0.0% 97% False False 5
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8940
2.618 0.8940
1.618 0.8940
1.000 0.8940
0.618 0.8940
HIGH 0.8940
0.618 0.8940
0.500 0.8940
0.382 0.8940
LOW 0.8940
0.618 0.8940
1.000 0.8940
1.618 0.8940
2.618 0.8940
4.250 0.8940
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 0.8940 0.8933
PP 0.8940 0.8926
S1 0.8940 0.8919

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

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