CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 0.8867 0.8993 0.0126 1.4% 0.8966
High 0.9001 0.9033 0.0032 0.4% 0.9011
Low 0.8867 0.8993 0.0126 1.4% 0.8832
Close 0.8981 0.9013 0.0032 0.4% 0.8847
Range 0.0134 0.0040 -0.0094 -70.1% 0.0179
ATR 0.0064 0.0063 -0.0001 -1.4% 0.0000
Volume 202 255 53 26.2% 363
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9133 0.9113 0.9035
R3 0.9093 0.9073 0.9024
R2 0.9053 0.9053 0.9020
R1 0.9033 0.9033 0.9017 0.9043
PP 0.9013 0.9013 0.9013 0.9018
S1 0.8993 0.8993 0.9009 0.9003
S2 0.8973 0.8973 0.9006
S3 0.8933 0.8953 0.9002
S4 0.8893 0.8913 0.8991
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 0.9033 0.8832 0.0201 2.2% 0.0082 0.9% 90% True False 139
10 0.9055 0.8832 0.0223 2.5% 0.0071 0.8% 81% False False 131
20 0.9055 0.8815 0.0240 2.7% 0.0041 0.5% 83% False False 80
40 0.9055 0.8441 0.0614 6.8% 0.0020 0.2% 93% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9203
2.618 0.9138
1.618 0.9098
1.000 0.9073
0.618 0.9058
HIGH 0.9033
0.618 0.9018
0.500 0.9013
0.382 0.9008
LOW 0.8993
0.618 0.8968
1.000 0.8953
1.618 0.8928
2.618 0.8888
4.250 0.8823
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 0.9013 0.8986
PP 0.9013 0.8959
S1 0.9013 0.8933

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

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