CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 0.8968 0.8965 -0.0003 0.0% 0.8948
High 0.9011 0.8965 -0.0046 -0.5% 0.9055
Low 0.8962 0.8896 -0.0066 -0.7% 0.8909
Close 0.8995 0.8910 -0.0085 -0.9% 0.8979
Range 0.0049 0.0069 0.0020 40.8% 0.0146
ATR 0.0050 0.0053 0.0004 7.1% 0.0000
Volume 41 113 72 175.6% 699
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9131 0.9089 0.8948
R3 0.9062 0.9020 0.8929
R2 0.8993 0.8993 0.8923
R1 0.8951 0.8951 0.8916 0.8938
PP 0.8924 0.8924 0.8924 0.8917
S1 0.8882 0.8882 0.8904 0.8869
S2 0.8855 0.8855 0.8897
S3 0.8786 0.8813 0.8891
S4 0.8717 0.8744 0.8872
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9419 0.9345 0.9059
R3 0.9273 0.9199 0.9019
R2 0.9127 0.9127 0.9006
R1 0.9053 0.9053 0.8992 0.9090
PP 0.8981 0.8981 0.8981 0.9000
S1 0.8907 0.8907 0.8966 0.8944
S2 0.8835 0.8835 0.8952
S3 0.8689 0.8761 0.8939
S4 0.8543 0.8615 0.8899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9043 0.8896 0.0147 1.6% 0.0062 0.7% 10% False True 96
10 0.9055 0.8896 0.0159 1.8% 0.0048 0.5% 9% False True 100
20 0.9055 0.8680 0.0375 4.2% 0.0024 0.3% 61% False False 51
40 0.9055 0.8441 0.0614 6.9% 0.0012 0.1% 76% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9258
2.618 0.9146
1.618 0.9077
1.000 0.9034
0.618 0.9008
HIGH 0.8965
0.618 0.8939
0.500 0.8931
0.382 0.8922
LOW 0.8896
0.618 0.8853
1.000 0.8827
1.618 0.8784
2.618 0.8715
4.250 0.8603
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 0.8931 0.8954
PP 0.8924 0.8939
S1 0.8917 0.8925

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

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