CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 0.8936 0.8881 -0.0055 -0.6% 0.8846
High 0.8936 0.8881 -0.0055 -0.6% 0.8951
Low 0.8936 0.8881 -0.0055 -0.6% 0.8846
Close 0.8936 0.8881 -0.0055 -0.6% 0.8881
Range
ATR 0.0038 0.0040 0.0001 3.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.8881 0.8881 0.8881
R3 0.8881 0.8881 0.8881
R2 0.8881 0.8881 0.8881
R1 0.8881 0.8881 0.8881 0.8881
PP 0.8881 0.8881 0.8881 0.8881
S1 0.8881 0.8881 0.8881 0.8881
S2 0.8881 0.8881 0.8881
S3 0.8881 0.8881 0.8881
S4 0.8881 0.8881 0.8881
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9208 0.9149 0.8939
R3 0.9103 0.9044 0.8910
R2 0.8998 0.8998 0.8900
R1 0.8939 0.8939 0.8891 0.8969
PP 0.8893 0.8893 0.8893 0.8907
S1 0.8834 0.8834 0.8871 0.8864
S2 0.8788 0.8788 0.8862
S3 0.8683 0.8729 0.8852
S4 0.8578 0.8624 0.8823
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% 33% False False 1
10 0.8951 0.8805 0.0146 1.6% 0.0000 0.0% 52% False False 1
20 0.8951 0.8584 0.0367 4.1% 0.0000 0.0% 81% False False 2
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 0.8881
2.618 0.8881
1.618 0.8881
1.000 0.8881
0.618 0.8881
HIGH 0.8881
0.618 0.8881
0.500 0.8881
0.382 0.8881
LOW 0.8881
0.618 0.8881
1.000 0.8881
1.618 0.8881
2.618 0.8881
4.250 0.8881
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 0.8881 0.8916
PP 0.8881 0.8904
S1 0.8881 0.8893

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

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