CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 0.7060 0.6950 -0.0110 -1.6% 0.7166
High 0.7060 0.7068 0.0008 0.1% 0.7257
Low 0.6904 0.6933 0.0029 0.4% 0.7082
Close 0.6911 0.7040 0.0129 1.9% 0.7134
Range 0.0156 0.0135 -0.0021 -13.5% 0.0175
ATR
Volume 8 61 53 662.5% 172
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7419 0.7364 0.7114
R3 0.7284 0.7229 0.7077
R2 0.7149 0.7149 0.7065
R1 0.7094 0.7094 0.7052 0.7122
PP 0.7014 0.7014 0.7014 0.7027
S1 0.6959 0.6959 0.7028 0.6987
S2 0.6879 0.6879 0.7015
S3 0.6744 0.6824 0.7003
S4 0.6609 0.6689 0.6966
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 0.7221 0.6904 0.0317 4.5% 0.0106 1.5% 43% False False 43
10 0.7257 0.6904 0.0353 5.0% 0.0078 1.1% 39% False False 28
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7421
1.618 0.7286
1.000 0.7203
0.618 0.7151
HIGH 0.7068
0.618 0.7016
0.500 0.7001
0.382 0.6985
LOW 0.6933
0.618 0.6850
1.000 0.6798
1.618 0.6715
2.618 0.6580
4.250 0.6359
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 0.7027 0.7037
PP 0.7014 0.7033
S1 0.7001 0.7030

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

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