CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 0.8127 0.8101 -0.0026 -0.3% 0.7997
High 0.8192 0.8159 -0.0033 -0.4% 0.8192
Low 0.8078 0.8094 0.0016 0.2% 0.7990
Close 0.8137 0.8138 0.0001 0.0% 0.8138
Range 0.0114 0.0065 -0.0049 -43.0% 0.0202
ATR 0.0134 0.0129 -0.0005 -3.7% 0.0000
Volume 69,967 74,022 4,055 5.8% 319,305
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8325 0.8297 0.8174
R3 0.8260 0.8232 0.8156
R2 0.8195 0.8195 0.8150
R1 0.8167 0.8167 0.8144 0.8181
PP 0.8130 0.8130 0.8130 0.8138
S1 0.8102 0.8102 0.8132 0.8116
S2 0.8065 0.8065 0.8126
S3 0.8000 0.8037 0.8120
S4 0.7935 0.7972 0.8102
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8713 0.8627 0.8249
R3 0.8511 0.8425 0.8194
R2 0.8309 0.8309 0.8175
R1 0.8223 0.8223 0.8157 0.8266
PP 0.8107 0.8107 0.8107 0.8128
S1 0.8021 0.8021 0.8119 0.8064
S2 0.7905 0.7905 0.8101
S3 0.7703 0.7819 0.8082
S4 0.7501 0.7617 0.8027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8192 0.7990 0.0202 2.5% 0.0111 1.4% 73% False False 63,861
10 0.8192 0.7663 0.0529 6.5% 0.0116 1.4% 90% False False 65,882
20 0.8192 0.7663 0.0529 6.5% 0.0119 1.5% 90% False False 67,611
40 0.8204 0.7663 0.0541 6.6% 0.0148 1.8% 88% False False 54,976
60 0.8204 0.7210 0.0994 12.2% 0.0134 1.6% 93% False False 36,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8435
2.618 0.8329
1.618 0.8264
1.000 0.8224
0.618 0.8199
HIGH 0.8159
0.618 0.8134
0.500 0.8127
0.382 0.8119
LOW 0.8094
0.618 0.8054
1.000 0.8029
1.618 0.7989
2.618 0.7924
4.250 0.7818
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 0.8134 0.8135
PP 0.8130 0.8132
S1 0.8127 0.8129

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

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