CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 0.7080 0.7000 -0.0080 -1.1% 0.7060
High 0.7100 0.7009 -0.0091 -1.3% 0.7152
Low 0.7076 0.6947 -0.0129 -1.8% 0.6904
Close 0.7051 0.7018 -0.0033 -0.5% 0.7163
Range 0.0024 0.0062 0.0038 158.3% 0.0248
ATR 0.0089 0.0090 0.0001 1.2% 0.0000
Volume 207 15 -192 -92.8% 203
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7177 0.7160 0.7052
R3 0.7115 0.7098 0.7035
R2 0.7053 0.7053 0.7029
R1 0.7036 0.7036 0.7024 0.7045
PP 0.6991 0.6991 0.6991 0.6996
S1 0.6974 0.6974 0.7012 0.6983
S2 0.6929 0.6929 0.7007
S3 0.6867 0.6912 0.7001
S4 0.6805 0.6850 0.6984
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 0.6947 0.0205 2.9% 0.0039 0.6% 35% False True 71
10 0.7221 0.6904 0.0317 4.5% 0.0072 1.0% 36% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7273
2.618 0.7171
1.618 0.7109
1.000 0.7071
0.618 0.7047
HIGH 0.7009
0.618 0.6985
0.500 0.6978
0.382 0.6971
LOW 0.6947
0.618 0.6909
1.000 0.6885
1.618 0.6847
2.618 0.6785
4.250 0.6684
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 0.7005 0.7050
PP 0.6991 0.7039
S1 0.6978 0.7029

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

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