CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.8969 0.8948 -0.0021 -0.2% 0.8950
High 0.8969 0.8955 -0.0014 -0.2% 0.8969
Low 0.8969 0.8909 -0.0060 -0.7% 0.8940
Close 0.8969 0.8945 -0.0024 -0.3% 0.8969
Range 0.0000 0.0046 0.0046 0.0029
ATR 0.0041 0.0042 0.0001 3.3% 0.0000
Volume 36 36 0 0.0% 85
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9074 0.9056 0.8970
R3 0.9028 0.9010 0.8958
R2 0.8982 0.8982 0.8953
R1 0.8964 0.8964 0.8949 0.8950
PP 0.8936 0.8936 0.8936 0.8930
S1 0.8918 0.8918 0.8941 0.8904
S2 0.8890 0.8890 0.8937
S3 0.8844 0.8872 0.8932
S4 0.8798 0.8826 0.8920
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 0.8909 0.0060 0.7% 0.0009 0.1% 60% False True 23
10 0.8969 0.8815 0.0154 1.7% 0.0005 0.1% 84% False False 12
20 0.8969 0.8680 0.0289 3.2% 0.0002 0.0% 92% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.9151
2.618 0.9075
1.618 0.9029
1.000 0.9001
0.618 0.8983
HIGH 0.8955
0.618 0.8937
0.500 0.8932
0.382 0.8927
LOW 0.8909
0.618 0.8881
1.000 0.8863
1.618 0.8835
2.618 0.8789
4.250 0.8714
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.8941 0.8943
PP 0.8936 0.8941
S1 0.8932 0.8939

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

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