CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	0.8621	0.8633	0.0012	0.1%	0.8715
High	0.8621	0.8633	0.0012	0.1%	0.8735
Low	0.8621	0.8633	0.0012	0.1%	0.8705
Close	0.8621	0.8633	0.0012	0.1%	0.8693
Range
ATR	0.0055	0.0052	-0.0003	-5.6%	0.0000
Volume	10	4	-6	-60.0%	14

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8633	0.8633	0.8633
R3	0.8633	0.8633	0.8633
R2	0.8633	0.8633	0.8633
R1	0.8633	0.8633	0.8633	0.8633
PP	0.8633	0.8633	0.8633	0.8633
S1	0.8633	0.8633	0.8633	0.8633
S2	0.8633	0.8633	0.8633
S3	0.8633	0.8633	0.8633
S4	0.8633	0.8633	0.8633

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8801	0.8777	0.8710
R3	0.8771	0.8747	0.8701
R2	0.8741	0.8741	0.8699
R1	0.8717	0.8717	0.8696	0.8714
PP	0.8711	0.8711	0.8711	0.8710
S1	0.8687	0.8687	0.8690	0.8684
S2	0.8681	0.8681	0.8688
S3	0.8651	0.8657	0.8685
S4	0.8621	0.8627	0.8677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8735	0.8621	0.0114	1.3%	0.0000	0.0%	11%	False	False	7
10	0.8735	0.8483	0.0252	2.9%	0.0000	0.0%	60%	False	False	4

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.8633
2.618	0.8633
1.618	0.8633
1.000	0.8633
0.618	0.8633
HIGH	0.8633
0.618	0.8633
0.500	0.8633
0.382	0.8633
LOW	0.8633
0.618	0.8633
1.000	0.8633
1.618	0.8633
2.618	0.8633
4.250	0.8633

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	0.8633	0.8671
PP	0.8633	0.8658
S1	0.8633	0.8646

Download as Excel Spreadsheet

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

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