CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 0.8889 0.8951 0.0062 0.7% 0.8805
High 0.8889 0.8951 0.0062 0.7% 0.8864
Low 0.8889 0.8951 0.0062 0.7% 0.8805
Close 0.8889 0.8951 0.0062 0.7% 0.8870
Range
ATR 0.0039 0.0040 0.0002 4.3% 0.0000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8951 0.8951 0.8951
R3 0.8951 0.8951 0.8951
R2 0.8951 0.8951 0.8951
R1 0.8951 0.8951 0.8951 0.8951
PP 0.8951 0.8951 0.8951 0.8951
S1 0.8951 0.8951 0.8951 0.8951
S2 0.8951 0.8951 0.8951
S3 0.8951 0.8951 0.8951
S4 0.8951 0.8951 0.8951
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9023 0.9006 0.8902
R3 0.8964 0.8947 0.8886
R2 0.8905 0.8905 0.8881
R1 0.8888 0.8888 0.8875 0.8897
PP 0.8846 0.8846 0.8846 0.8851
S1 0.8829 0.8829 0.8865 0.8838
S2 0.8787 0.8787 0.8859
S3 0.8728 0.8770 0.8854
S4 0.8669 0.8711 0.8838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8951 0.8846 0.0105 1.2% 0.0000 0.0% 100% True False 1
10 0.8951 0.8718 0.0233 2.6% 0.0000 0.0% 100% True False 1
20 0.8951 0.8584 0.0367 4.1% 0.0000 0.0% 100% True False 3
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 0.8951
2.618 0.8951
1.618 0.8951
1.000 0.8951
0.618 0.8951
HIGH 0.8951
0.618 0.8951
0.500 0.8951
0.382 0.8951
LOW 0.8951
0.618 0.8951
1.000 0.8951
1.618 0.8951
2.618 0.8951
4.250 0.8951
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 0.8951 0.8934
PP 0.8951 0.8916
S1 0.8951 0.8899

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

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