CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 0.6950 0.7023 0.0073 1.1% 0.7166
High 0.7068 0.7045 -0.0023 -0.3% 0.7257
Low 0.6933 0.7023 0.0090 1.3% 0.7082
Close 0.7040 0.7051 0.0011 0.2% 0.7134
Range 0.0135 0.0022 -0.0113 -83.7% 0.0175
ATR
Volume 61 35 -26 -42.6% 172
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7106 0.7100 0.7063
R3 0.7084 0.7078 0.7057
R2 0.7062 0.7062 0.7055
R1 0.7056 0.7056 0.7053 0.7059
PP 0.7040 0.7040 0.7040 0.7041
S1 0.7034 0.7034 0.7049 0.7037
S2 0.7018 0.7018 0.7047
S3 0.6996 0.7012 0.7045
S4 0.6974 0.6990 0.7039
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 0.7181 0.6904 0.0277 3.9% 0.0086 1.2% 53% False False 45
10 0.7257 0.6904 0.0353 5.0% 0.0075 1.1% 42% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7139
2.618 0.7103
1.618 0.7081
1.000 0.7067
0.618 0.7059
HIGH 0.7045
0.618 0.7037
0.500 0.7034
0.382 0.7031
LOW 0.7023
0.618 0.7009
1.000 0.7001
1.618 0.6987
2.618 0.6965
4.250 0.6930
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 0.7045 0.7029
PP 0.7040 0.7008
S1 0.7034 0.6986

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

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