CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 0.7072 0.7095 0.0023 0.3% 0.7060
High 0.7090 0.7152 0.0062 0.9% 0.7152
Low 0.7062 0.7095 0.0033 0.5% 0.6904
Close 0.7070 0.7163 0.0093 1.3% 0.7163
Range 0.0028 0.0057 0.0029 103.6% 0.0248
ATR 0.0089 0.0089 -0.0001 -0.6% 0.0000
Volume 6 93 87 1,450.0% 203
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7308 0.7292 0.7194
R3 0.7251 0.7235 0.7179
R2 0.7194 0.7194 0.7173
R1 0.7178 0.7178 0.7168 0.7186
PP 0.7137 0.7137 0.7137 0.7141
S1 0.7121 0.7121 0.7158 0.7129
S2 0.7080 0.7080 0.7153
S3 0.7023 0.7064 0.7147
S4 0.6966 0.7007 0.7132
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7817 0.7738 0.7299
R3 0.7569 0.7490 0.7231
R2 0.7321 0.7321 0.7208
R1 0.7242 0.7242 0.7186 0.7282
PP 0.7073 0.7073 0.7073 0.7093
S1 0.6994 0.6994 0.7140 0.7034
S2 0.6825 0.6825 0.7118
S3 0.6577 0.6746 0.7095
S4 0.6329 0.6498 0.7027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7152 0.6904 0.0248 3.5% 0.0080 1.1% 104% True False 40
10 0.7257 0.6904 0.0353 4.9% 0.0079 1.1% 73% False False 37
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7394
2.618 0.7301
1.618 0.7244
1.000 0.7209
0.618 0.7187
HIGH 0.7152
0.618 0.7130
0.500 0.7124
0.382 0.7117
LOW 0.7095
0.618 0.7060
1.000 0.7038
1.618 0.7003
2.618 0.6946
4.250 0.6853
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 0.7150 0.7138
PP 0.7137 0.7113
S1 0.7124 0.7088

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

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