CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 0.7948 0.8000 0.0052 0.7% 0.8035
High 0.8068 0.8005 -0.0063 -0.8% 0.8068
Low 0.7934 0.7750 -0.0184 -2.3% 0.7797
Close 0.8010 0.7836 -0.0174 -2.2% 0.8010
Range 0.0134 0.0255 0.0121 90.3% 0.0271
ATR 0.0162 0.0169 0.0007 4.3% 0.0000
Volume 65,257 56,354 -8,903 -13.6% 328,563
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8629 0.8487 0.7976
R3 0.8374 0.8232 0.7906
R2 0.8119 0.8119 0.7883
R1 0.7977 0.7977 0.7859 0.7921
PP 0.7864 0.7864 0.7864 0.7835
S1 0.7722 0.7722 0.7813 0.7666
S2 0.7609 0.7609 0.7789
S3 0.7354 0.7467 0.7766
S4 0.7099 0.7212 0.7696
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8771 0.8662 0.8159
R3 0.8500 0.8391 0.8085
R2 0.8229 0.8229 0.8060
R1 0.8120 0.8120 0.8035 0.8039
PP 0.7958 0.7958 0.7958 0.7918
S1 0.7849 0.7849 0.7985 0.7768
S2 0.7687 0.7687 0.7960
S3 0.7416 0.7578 0.7935
S4 0.7145 0.7307 0.7861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8068 0.7750 0.0318 4.1% 0.0178 2.3% 27% False True 65,142
10 0.8182 0.7750 0.0432 5.5% 0.0182 2.3% 20% False True 52,233
20 0.8204 0.7666 0.0538 6.9% 0.0179 2.3% 32% False False 27,347
40 0.8204 0.6947 0.1257 16.0% 0.0139 1.8% 71% False False 13,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9089
2.618 0.8673
1.618 0.8418
1.000 0.8260
0.618 0.8163
HIGH 0.8005
0.618 0.7908
0.500 0.7878
0.382 0.7847
LOW 0.7750
0.618 0.7592
1.000 0.7495
1.618 0.7337
2.618 0.7082
4.250 0.6666
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 0.7878 0.7909
PP 0.7864 0.7885
S1 0.7850 0.7860

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

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