CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 0.7070 0.7280 0.0210 3.0% 0.7060
High 0.7280 0.7289 0.0009 0.1% 0.7152
Low 0.7070 0.7204 0.0134 1.9% 0.6904
Close 0.7230 0.7236 0.0006 0.1% 0.7163
Range 0.0210 0.0085 -0.0125 -59.5% 0.0248
ATR 0.0102 0.0101 -0.0001 -1.2% 0.0000
Volume 13 17 4 30.8% 203
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.7498 0.7452 0.7283
R3 0.7413 0.7367 0.7259
R2 0.7328 0.7328 0.7252
R1 0.7282 0.7282 0.7244 0.7263
PP 0.7243 0.7243 0.7243 0.7233
S1 0.7197 0.7197 0.7228 0.7178
S2 0.7158 0.7158 0.7220
S3 0.7073 0.7112 0.7213
S4 0.6988 0.7027 0.7189
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 0.7289 0.6947 0.0342 4.7% 0.0088 1.2% 85% True False 69
10 0.7289 0.6904 0.0385 5.3% 0.0080 1.1% 86% True False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7512
1.618 0.7427
1.000 0.7374
0.618 0.7342
HIGH 0.7289
0.618 0.7257
0.500 0.7247
0.382 0.7236
LOW 0.7204
0.618 0.7151
1.000 0.7119
1.618 0.7066
2.618 0.6981
4.250 0.6843
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 0.7247 0.7197
PP 0.7243 0.7157
S1 0.7240 0.7118

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

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