CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 0.9364 0.9265 -0.0099 -1.1% 0.9247
High 0.9365 0.9407 0.0042 0.4% 0.9407
Low 0.9276 0.9264 -0.0012 -0.1% 0.9240
Close 0.9319 0.9384 0.0065 0.7% 0.9384
Range 0.0089 0.0143 0.0054 60.7% 0.0167
ATR 0.0066 0.0072 0.0006 8.3% 0.0000
Volume 22 53 31 140.9% 278
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9781 0.9725 0.9463
R3 0.9638 0.9582 0.9423
R2 0.9495 0.9495 0.9410
R1 0.9439 0.9439 0.9397 0.9467
PP 0.9352 0.9352 0.9352 0.9366
S1 0.9296 0.9296 0.9371 0.9324
S2 0.9209 0.9209 0.9358
S3 0.9066 0.9153 0.9345
S4 0.8923 0.9010 0.9305
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9845 0.9781 0.9476
R3 0.9678 0.9614 0.9430
R2 0.9511 0.9511 0.9415
R1 0.9447 0.9447 0.9399 0.9479
PP 0.9344 0.9344 0.9344 0.9360
S1 0.9280 0.9280 0.9369 0.9312
S2 0.9177 0.9177 0.9353
S3 0.9010 0.9113 0.9338
S4 0.8843 0.8946 0.9292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9407 0.9240 0.0167 1.8% 0.0081 0.9% 86% True False 55
10 0.9407 0.9110 0.0297 3.2% 0.0070 0.7% 92% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0015
2.618 0.9781
1.618 0.9638
1.000 0.9550
0.618 0.9495
HIGH 0.9407
0.618 0.9352
0.500 0.9336
0.382 0.9319
LOW 0.9264
0.618 0.9176
1.000 0.9121
1.618 0.9033
2.618 0.8890
4.250 0.8656
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 0.9368 0.9368
PP 0.9352 0.9352
S1 0.9336 0.9336

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

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