CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 0.9463 0.9511 0.0048 0.5% 0.9247
High 0.9531 0.9515 -0.0016 -0.2% 0.9407
Low 0.9463 0.9441 -0.0022 -0.2% 0.9240
Close 0.9507 0.9475 -0.0032 -0.3% 0.9384
Range 0.0068 0.0074 0.0006 8.8% 0.0167
ATR 0.0073 0.0074 0.0000 0.1% 0.0000
Volume 25 22 -3 -12.0% 278
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9699 0.9661 0.9516
R3 0.9625 0.9587 0.9495
R2 0.9551 0.9551 0.9489
R1 0.9513 0.9513 0.9482 0.9495
PP 0.9477 0.9477 0.9477 0.9468
S1 0.9439 0.9439 0.9468 0.9421
S2 0.9403 0.9403 0.9461
S3 0.9329 0.9365 0.9455
S4 0.9255 0.9291 0.9434
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 0.9531 0.9264 0.0267 2.8% 0.0092 1.0% 79% False False 37
10 0.9531 0.9164 0.0367 3.9% 0.0082 0.9% 85% False False 42
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9830
2.618 0.9709
1.618 0.9635
1.000 0.9589
0.618 0.9561
HIGH 0.9515
0.618 0.9487
0.500 0.9478
0.382 0.9469
LOW 0.9441
0.618 0.9395
1.000 0.9367
1.618 0.9321
2.618 0.9247
4.250 0.9127
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 0.9478 0.9466
PP 0.9477 0.9458
S1 0.9476 0.9449

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

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