CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 0.9247 0.9330 0.0083 0.9% 0.9110
High 0.9340 0.9362 0.0022 0.2% 0.9262
Low 0.9242 0.9321 0.0079 0.9% 0.9110
Close 0.9331 0.9358 0.0027 0.3% 0.9177
Range 0.0098 0.0041 -0.0057 -58.2% 0.0152
ATR
Volume 39 101 62 159.0% 46
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9470 0.9455 0.9381
R3 0.9429 0.9414 0.9369
R2 0.9388 0.9388 0.9366
R1 0.9373 0.9373 0.9362 0.9381
PP 0.9347 0.9347 0.9347 0.9351
S1 0.9332 0.9332 0.9354 0.9340
S2 0.9306 0.9306 0.9350
S3 0.9265 0.9291 0.9347
S4 0.9224 0.9250 0.9335
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 0.9362 0.9146 0.0216 2.3% 0.0060 0.6% 98% True False 44
10 0.9362 0.9025 0.0337 3.6% 0.0052 0.6% 99% True False 26
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9536
2.618 0.9469
1.618 0.9428
1.000 0.9403
0.618 0.9387
HIGH 0.9362
0.618 0.9346
0.500 0.9342
0.382 0.9337
LOW 0.9321
0.618 0.9296
1.000 0.9280
1.618 0.9255
2.618 0.9214
4.250 0.9147
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 0.9353 0.9339
PP 0.9347 0.9320
S1 0.9342 0.9301

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

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