CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 0.9330 0.9364 0.0034 0.4% 0.9110
High 0.9362 0.9365 0.0003 0.0% 0.9262
Low 0.9321 0.9276 -0.0045 -0.5% 0.9110
Close 0.9358 0.9319 -0.0039 -0.4% 0.9177
Range 0.0041 0.0089 0.0048 117.1% 0.0152
ATR 0.0000 0.0066 0.0066 0.0000
Volume 101 22 -79 -78.2% 46
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9587 0.9542 0.9368
R3 0.9498 0.9453 0.9343
R2 0.9409 0.9409 0.9335
R1 0.9364 0.9364 0.9327 0.9342
PP 0.9320 0.9320 0.9320 0.9309
S1 0.9275 0.9275 0.9311 0.9253
S2 0.9231 0.9231 0.9303
S3 0.9142 0.9186 0.9295
S4 0.9053 0.9097 0.9270
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 0.9365 0.9164 0.0201 2.2% 0.0072 0.8% 77% True False 46
10 0.9365 0.9025 0.0340 3.6% 0.0061 0.7% 86% True False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9743
2.618 0.9598
1.618 0.9509
1.000 0.9454
0.618 0.9420
HIGH 0.9365
0.618 0.9331
0.500 0.9321
0.382 0.9310
LOW 0.9276
0.618 0.9221
1.000 0.9187
1.618 0.9132
2.618 0.9043
4.250 0.8898
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 0.9321 0.9314
PP 0.9320 0.9309
S1 0.9320 0.9304

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

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