CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 0.8962 0.8969 0.0007 0.1% 0.8950
High 0.8962 0.8969 0.0007 0.1% 0.8969
Low 0.8962 0.8969 0.0007 0.1% 0.8940
Close 0.8962 0.8969 0.0007 0.1% 0.8969
Range
ATR 0.0043 0.0041 -0.0003 -6.0% 0.0000
Volume 36 36 0 0.0% 85
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8969 0.8969 0.8969
R3 0.8969 0.8969 0.8969
R2 0.8969 0.8969 0.8969
R1 0.8969 0.8969 0.8969 0.8969
PP 0.8969 0.8969 0.8969 0.8969
S1 0.8969 0.8969 0.8969 0.8969
S2 0.8969 0.8969 0.8969
S3 0.8969 0.8969 0.8969
S4 0.8969 0.8969 0.8969
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9046 0.9037 0.8985
R3 0.9017 0.9008 0.8977
R2 0.8988 0.8988 0.8974
R1 0.8979 0.8979 0.8972 0.8984
PP 0.8959 0.8959 0.8959 0.8962
S1 0.8950 0.8950 0.8966 0.8955
S2 0.8930 0.8930 0.8964
S3 0.8901 0.8921 0.8961
S4 0.8872 0.8892 0.8953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8969 0.8940 0.0029 0.3% 0.0000 0.0% 100% True False 17
10 0.8969 0.8810 0.0159 1.8% 0.0000 0.0% 100% True False 9
20 0.8969 0.8680 0.0289 3.2% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8969
2.618 0.8969
1.618 0.8969
1.000 0.8969
0.618 0.8969
HIGH 0.8969
0.618 0.8969
0.500 0.8969
0.382 0.8969
LOW 0.8969
0.618 0.8969
1.000 0.8969
1.618 0.8969
2.618 0.8969
4.250 0.8969
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 0.8969 0.8968
PP 0.8969 0.8967
S1 0.8969 0.8966

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

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