CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 0.7809 0.7701 -0.0108 -1.4% 0.7418
High 0.7823 0.7809 -0.0014 -0.2% 0.7802
Low 0.7707 0.7701 -0.0006 -0.1% 0.7395
Close 0.7766 0.7798 0.0032 0.4% 0.7784
Range 0.0116 0.0108 -0.0008 -6.9% 0.0407
ATR 0.0115 0.0114 0.0000 -0.4% 0.0000
Volume 283 204 -79 -27.9% 1,612
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 0.8093 0.8054 0.7857
R3 0.7985 0.7946 0.7828
R2 0.7877 0.7877 0.7818
R1 0.7838 0.7838 0.7808 0.7858
PP 0.7769 0.7769 0.7769 0.7779
S1 0.7730 0.7730 0.7788 0.7750
S2 0.7661 0.7661 0.7778
S3 0.7553 0.7622 0.7768
S4 0.7445 0.7514 0.7739
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 0.8881 0.8740 0.8008
R3 0.8474 0.8333 0.7896
R2 0.8067 0.8067 0.7859
R1 0.7926 0.7926 0.7821 0.7997
PP 0.7660 0.7660 0.7660 0.7696
S1 0.7519 0.7519 0.7747 0.7590
S2 0.7253 0.7253 0.7709
S3 0.6846 0.7112 0.7672
S4 0.6439 0.6705 0.7560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7823 0.7618 0.0205 2.6% 0.0112 1.4% 88% False False 200
10 0.7823 0.7395 0.0428 5.5% 0.0114 1.5% 94% False False 247
20 0.7823 0.7204 0.0619 7.9% 0.0102 1.3% 96% False False 151
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 True
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8268
2.618 0.8092
1.618 0.7984
1.000 0.7917
0.618 0.7876
HIGH 0.7809
0.618 0.7768
0.500 0.7755
0.382 0.7742
LOW 0.7701
0.618 0.7634
1.000 0.7593
1.618 0.7526
2.618 0.7418
4.250 0.7242
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 0.7784 0.7780
PP 0.7769 0.7762
S1 0.7755 0.7745

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

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