CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 0.7000 0.7070 0.0070 1.0% 0.7060
High 0.7009 0.7280 0.0271 3.9% 0.7152
Low 0.6947 0.7070 0.0123 1.8% 0.6904
Close 0.7018 0.7230 0.0212 3.0% 0.7163
Range 0.0062 0.0210 0.0148 238.7% 0.0248
ATR 0.0090 0.0102 0.0012 13.7% 0.0000
Volume 15 13 -2 -13.3% 203
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7823 0.7737 0.7346
R3 0.7613 0.7527 0.7288
R2 0.7403 0.7403 0.7269
R1 0.7317 0.7317 0.7249 0.7360
PP 0.7193 0.7193 0.7193 0.7215
S1 0.7107 0.7107 0.7211 0.7150
S2 0.6983 0.6983 0.7192
S3 0.6773 0.6897 0.7172
S4 0.6563 0.6687 0.7115
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 0.7280 0.6947 0.0333 4.6% 0.0076 1.1% 85% True False 66
10 0.7280 0.6904 0.0376 5.2% 0.0081 1.1% 87% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8173
2.618 0.7830
1.618 0.7620
1.000 0.7490
0.618 0.7410
HIGH 0.7280
0.618 0.7200
0.500 0.7175
0.382 0.7150
LOW 0.7070
0.618 0.6940
1.000 0.6860
1.618 0.6730
2.618 0.6520
4.250 0.6178
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 0.7212 0.7191
PP 0.7193 0.7152
S1 0.7175 0.7114

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

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