CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 0.9247 0.9247 0.0000 0.0% 0.9110
High 0.9273 0.9340 0.0067 0.7% 0.9262
Low 0.9240 0.9242 0.0002 0.0% 0.9110
Close 0.9270 0.9331 0.0061 0.7% 0.9177
Range 0.0033 0.0098 0.0065 197.0% 0.0152
ATR
Volume 63 39 -24 -38.1% 46
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9598 0.9563 0.9385
R3 0.9500 0.9465 0.9358
R2 0.9402 0.9402 0.9349
R1 0.9367 0.9367 0.9340 0.9385
PP 0.9304 0.9304 0.9304 0.9313
S1 0.9269 0.9269 0.9322 0.9287
S2 0.9206 0.9206 0.9313
S3 0.9108 0.9171 0.9304
S4 0.9010 0.9073 0.9277
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9639 0.9560 0.9261
R3 0.9487 0.9408 0.9219
R2 0.9335 0.9335 0.9205
R1 0.9256 0.9256 0.9191 0.9296
PP 0.9183 0.9183 0.9183 0.9203
S1 0.9104 0.9104 0.9163 0.9144
S2 0.9031 0.9031 0.9149
S3 0.8879 0.8952 0.9135
S4 0.8727 0.8800 0.9093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9340 0.9146 0.0194 2.1% 0.0062 0.7% 95% True False 28
10 0.9340 0.8976 0.0364 3.9% 0.0048 0.5% 98% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9757
2.618 0.9597
1.618 0.9499
1.000 0.9438
0.618 0.9401
HIGH 0.9340
0.618 0.9303
0.500 0.9291
0.382 0.9279
LOW 0.9242
0.618 0.9181
1.000 0.9144
1.618 0.9083
2.618 0.8985
4.250 0.8826
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 0.9318 0.9305
PP 0.9304 0.9278
S1 0.9291 0.9252

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

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