CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 0.8348 0.8295 -0.0053 -0.6% 0.8280
High 0.8357 0.8365 0.0008 0.1% 0.8374
Low 0.8290 0.8273 -0.0017 -0.2% 0.8273
Close 0.8296 0.8282 -0.0014 -0.2% 0.8282
Range 0.0067 0.0092 0.0025 37.3% 0.0101
ATR 0.0095 0.0094 0.0000 -0.2% 0.0000
Volume 152 87 -65 -42.8% 488
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8583 0.8524 0.8333
R3 0.8491 0.8432 0.8307
R2 0.8399 0.8399 0.8299
R1 0.8340 0.8340 0.8290 0.8324
PP 0.8307 0.8307 0.8307 0.8298
S1 0.8248 0.8248 0.8274 0.8232
S2 0.8215 0.8215 0.8265
S3 0.8123 0.8156 0.8257
S4 0.8031 0.8064 0.8231
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8613 0.8548 0.8338
R3 0.8512 0.8447 0.8310
R2 0.8411 0.8411 0.8301
R1 0.8346 0.8346 0.8291 0.8379
PP 0.8310 0.8310 0.8310 0.8326
S1 0.8245 0.8245 0.8273 0.8278
S2 0.8209 0.8209 0.8263
S3 0.8108 0.8144 0.8254
S4 0.8007 0.8043 0.8226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8374 0.8273 0.0101 1.2% 0.0078 0.9% 9% False True 97
10 0.8374 0.8046 0.0328 4.0% 0.0086 1.0% 72% False False 97
20 0.8374 0.7615 0.0759 9.2% 0.0090 1.1% 88% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8756
2.618 0.8606
1.618 0.8514
1.000 0.8457
0.618 0.8422
HIGH 0.8365
0.618 0.8330
0.500 0.8319
0.382 0.8308
LOW 0.8273
0.618 0.8216
1.000 0.8181
1.618 0.8124
2.618 0.8032
4.250 0.7882
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 0.8319 0.8320
PP 0.8307 0.8307
S1 0.8294 0.8295

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

View Archives - Comment on this page... - Back to Index of Symbols