CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 0.8903 0.8867 -0.0036 -0.4% 0.8966
High 0.8928 0.9001 0.0073 0.8% 0.9011
Low 0.8832 0.8867 0.0035 0.4% 0.8832
Close 0.8847 0.8981 0.0134 1.5% 0.8847
Range 0.0096 0.0134 0.0038 39.6% 0.0179
ATR 0.0057 0.0064 0.0007 12.1% 0.0000
Volume 87 202 115 132.2% 363
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9352 0.9300 0.9055
R3 0.9218 0.9166 0.9018
R2 0.9084 0.9084 0.9006
R1 0.9032 0.9032 0.8993 0.9058
PP 0.8950 0.8950 0.8950 0.8963
S1 0.8898 0.8898 0.8969 0.8924
S2 0.8816 0.8816 0.8956
S3 0.8682 0.8764 0.8944
S4 0.8548 0.8630 0.8907
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9434 0.9319 0.8945
R3 0.9255 0.9140 0.8896
R2 0.9076 0.9076 0.8880
R1 0.8961 0.8961 0.8863 0.8929
PP 0.8897 0.8897 0.8897 0.8881
S1 0.8782 0.8782 0.8831 0.8750
S2 0.8718 0.8718 0.8814
S3 0.8539 0.8603 0.8798
S4 0.8360 0.8424 0.8749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9011 0.8832 0.0179 2.0% 0.0083 0.9% 83% False False 97
10 0.9055 0.8832 0.0223 2.5% 0.0073 0.8% 67% False False 122
20 0.9055 0.8815 0.0240 2.7% 0.0039 0.4% 69% False False 67
40 0.9055 0.8441 0.0614 6.8% 0.0019 0.2% 88% False False 38
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 0.0012
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 0.9571
2.618 0.9352
1.618 0.9218
1.000 0.9135
0.618 0.9084
HIGH 0.9001
0.618 0.8950
0.500 0.8934
0.382 0.8918
LOW 0.8867
0.618 0.8784
1.000 0.8733
1.618 0.8650
2.618 0.8516
4.250 0.8298
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 0.8965 0.8960
PP 0.8950 0.8938
S1 0.8934 0.8917

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

View Archives - Comment on this page... - Back to Index of Symbols