CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 0.9391 0.9402 0.0011 0.1% 0.9247
High 0.9437 0.9481 0.0044 0.5% 0.9407
Low 0.9375 0.9367 -0.0008 -0.1% 0.9240
Close 0.9434 0.9464 0.0030 0.3% 0.9384
Range 0.0062 0.0114 0.0052 83.9% 0.0167
ATR 0.0071 0.0074 0.0003 4.4% 0.0000
Volume 29 60 31 106.9% 278
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9779 0.9736 0.9527
R3 0.9665 0.9622 0.9495
R2 0.9551 0.9551 0.9485
R1 0.9508 0.9508 0.9474 0.9530
PP 0.9437 0.9437 0.9437 0.9448
S1 0.9394 0.9394 0.9454 0.9416
S2 0.9323 0.9323 0.9443
S3 0.9209 0.9280 0.9433
S4 0.9095 0.9166 0.9401
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 0.9481 0.9264 0.0217 2.3% 0.0090 0.9% 92% True False 53
10 0.9481 0.9146 0.0335 3.5% 0.0076 0.8% 95% True False 40
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9966
2.618 0.9779
1.618 0.9665
1.000 0.9595
0.618 0.9551
HIGH 0.9481
0.618 0.9437
0.500 0.9424
0.382 0.9411
LOW 0.9367
0.618 0.9297
1.000 0.9253
1.618 0.9183
2.618 0.9069
4.250 0.8883
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 0.9451 0.9434
PP 0.9437 0.9403
S1 0.9424 0.9373

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

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