CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 0.7023 0.7072 0.0049 0.7% 0.7166
High 0.7045 0.7090 0.0045 0.6% 0.7257
Low 0.7023 0.7062 0.0039 0.6% 0.7082
Close 0.7051 0.7070 0.0019 0.3% 0.7134
Range 0.0022 0.0028 0.0006 27.3% 0.0175
ATR 0.0000 0.0089 0.0089 0.0000
Volume 35 6 -29 -82.9% 172
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7158 0.7142 0.7085
R3 0.7130 0.7114 0.7078
R2 0.7102 0.7102 0.7075
R1 0.7086 0.7086 0.7073 0.7080
PP 0.7074 0.7074 0.7074 0.7071
S1 0.7058 0.7058 0.7067 0.7052
S2 0.7046 0.7046 0.7065
S3 0.7018 0.7030 0.7062
S4 0.6990 0.7002 0.7055
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 0.7155 0.6904 0.0251 3.6% 0.0072 1.0% 66% False False 26
10 0.7257 0.6904 0.0353 5.0% 0.0078 1.1% 47% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7209
2.618 0.7163
1.618 0.7135
1.000 0.7118
0.618 0.7107
HIGH 0.7090
0.618 0.7079
0.500 0.7076
0.382 0.7073
LOW 0.7062
0.618 0.7045
1.000 0.7034
1.618 0.7017
2.618 0.6989
4.250 0.6943
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 0.7076 0.7051
PP 0.7074 0.7031
S1 0.7072 0.7012

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

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