CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 0.7155 0.7060 -0.0095 -1.3% 0.7166
High 0.7155 0.7060 -0.0095 -1.3% 0.7257
Low 0.7136 0.6904 -0.0232 -3.3% 0.7082
Close 0.7134 0.6911 -0.0223 -3.1% 0.7134
Range 0.0019 0.0156 0.0137 721.1% 0.0175
ATR
Volume 20 8 -12 -60.0% 172
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7426 0.7325 0.6997
R3 0.7270 0.7169 0.6954
R2 0.7114 0.7114 0.6940
R1 0.7013 0.7013 0.6925 0.6986
PP 0.6958 0.6958 0.6958 0.6945
S1 0.6857 0.6857 0.6897 0.6830
S2 0.6802 0.6802 0.6882
S3 0.6646 0.6701 0.6868
S4 0.6490 0.6545 0.6825
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7683 0.7583 0.7230
R3 0.7508 0.7408 0.7182
R2 0.7333 0.7333 0.7166
R1 0.7233 0.7233 0.7150 0.7196
PP 0.7158 0.7158 0.7158 0.7139
S1 0.7058 0.7058 0.7118 0.7021
S2 0.6983 0.6983 0.7102
S3 0.6808 0.6883 0.7086
S4 0.6633 0.6708 0.7038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7235 0.6904 0.0331 4.8% 0.0091 1.3% 2% False True 35
10 0.7257 0.6904 0.0353 5.1% 0.0065 0.9% 2% False True 29
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 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7468
1.618 0.7312
1.000 0.7216
0.618 0.7156
HIGH 0.7060
0.618 0.7000
0.500 0.6982
0.382 0.6964
LOW 0.6904
0.618 0.6808
1.000 0.6748
1.618 0.6652
2.618 0.6496
4.250 0.6241
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 0.6982 0.7043
PP 0.6958 0.6999
S1 0.6935 0.6955

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

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