CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 0.7873 0.7800 -0.0073 -0.9% 0.7913
High 0.7900 0.7804 -0.0096 -1.2% 0.8000
Low 0.7873 0.7800 -0.0073 -0.9% 0.7860
Close 0.7859 0.7839 -0.0020 -0.3% 0.7859
Range 0.0027 0.0004 -0.0023 -85.2% 0.0140
ATR 0.0083 0.0081 -0.0002 -2.0% 0.0000
Volume 3 3 0 0.0% 59
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.7826 0.7837 0.7841
R3 0.7822 0.7833 0.7840
R2 0.7818 0.7818 0.7840
R1 0.7829 0.7829 0.7839 0.7824
PP 0.7814 0.7814 0.7814 0.7812
S1 0.7825 0.7825 0.7839 0.7820
S2 0.7810 0.7810 0.7838
S3 0.7806 0.7821 0.7838
S4 0.7802 0.7817 0.7837
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8326 0.8233 0.7936
R3 0.8186 0.8093 0.7898
R2 0.8046 0.8046 0.7885
R1 0.7953 0.7953 0.7872 0.7930
PP 0.7906 0.7906 0.7906 0.7895
S1 0.7813 0.7813 0.7846 0.7790
S2 0.7766 0.7766 0.7833
S3 0.7626 0.7673 0.7821
S4 0.7486 0.7533 0.7782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7800 0.0200 2.6% 0.0027 0.3% 20% False True 10
10 0.8000 0.7738 0.0262 3.3% 0.0049 0.6% 39% False False 14
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 False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7814
1.618 0.7810
1.000 0.7808
0.618 0.7806
HIGH 0.7804
0.618 0.7802
0.500 0.7802
0.382 0.7802
LOW 0.7800
0.618 0.7798
1.000 0.7796
1.618 0.7794
2.618 0.7790
4.250 0.7783
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 0.7827 0.7850
PP 0.7814 0.7846
S1 0.7802 0.7843

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

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