CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	0.8719	0.8747	0.0028	0.3%	0.8720
High	0.8719	0.8747	0.0028	0.3%	0.8720
Low	0.8719	0.8747	0.0028	0.3%	0.8584
Close	0.8719	0.8747	0.0028	0.3%	0.8685
Range
ATR	0.0053	0.0052	-0.0002	-3.4%	0.0000
Volume	4	4	0	0.0%	32

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8747	0.8747	0.8747
R3	0.8747	0.8747	0.8747
R2	0.8747	0.8747	0.8747
R1	0.8747	0.8747	0.8747	0.8747
PP	0.8747	0.8747	0.8747	0.8747
S1	0.8747	0.8747	0.8747	0.8747
S2	0.8747	0.8747	0.8747
S3	0.8747	0.8747	0.8747
S4	0.8747	0.8747	0.8747

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9071	0.9014	0.8760
R3	0.8935	0.8878	0.8722
R2	0.8799	0.8799	0.8710
R1	0.8742	0.8742	0.8697	0.8703
PP	0.8663	0.8663	0.8663	0.8643
S1	0.8606	0.8606	0.8673	0.8567
S2	0.8527	0.8527	0.8660
S3	0.8391	0.8470	0.8648
S4	0.8255	0.8334	0.8610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8747	0.8584	0.0163	1.9%	0.0000	0.0%	100%	True	False	4
10	0.8747	0.8584	0.0163	1.9%	0.0000	0.0%	100%	True	False	5

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	0.8747
2.618	0.8747
1.618	0.8747
1.000	0.8747
0.618	0.8747
HIGH	0.8747
0.618	0.8747
0.500	0.8747
0.382	0.8747
LOW	0.8747
0.618	0.8747
1.000	0.8747
1.618	0.8747
2.618	0.8747
4.250	0.8747

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	0.8747	0.8737
PP	0.8747	0.8726
S1	0.8747	0.8716

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