CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 0.7280 0.7260 -0.0020 -0.3% 0.7080
High 0.7289 0.7260 -0.0029 -0.4% 0.7289
Low 0.7204 0.7210 0.0006 0.1% 0.6947
Close 0.7236 0.7247 0.0011 0.2% 0.7247
Range 0.0085 0.0050 -0.0035 -41.2% 0.0342
ATR 0.0101 0.0097 -0.0004 -3.6% 0.0000
Volume 17 11 -6 -35.3% 263
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.7389 0.7368 0.7275
R3 0.7339 0.7318 0.7261
R2 0.7289 0.7289 0.7256
R1 0.7268 0.7268 0.7252 0.7254
PP 0.7239 0.7239 0.7239 0.7232
S1 0.7218 0.7218 0.7242 0.7204
S2 0.7189 0.7189 0.7238
S3 0.7139 0.7168 0.7233
S4 0.7089 0.7118 0.7220
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.8187 0.8059 0.7435
R3 0.7845 0.7717 0.7341
R2 0.7503 0.7503 0.7310
R1 0.7375 0.7375 0.7278 0.7439
PP 0.7161 0.7161 0.7161 0.7193
S1 0.7033 0.7033 0.7216 0.7097
S2 0.6819 0.6819 0.7184
S3 0.6477 0.6691 0.7153
S4 0.6135 0.6349 0.7059
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% 0.0086 1.2% 88% False False 52
10 0.7289 0.6904 0.0385 5.3% 0.0083 1.1% 89% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7473
2.618 0.7391
1.618 0.7341
1.000 0.7310
0.618 0.7291
HIGH 0.7260
0.618 0.7241
0.500 0.7235
0.382 0.7229
LOW 0.7210
0.618 0.7179
1.000 0.7160
1.618 0.7129
2.618 0.7079
4.250 0.6998
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 0.7243 0.7225
PP 0.7239 0.7202
S1 0.7235 0.7180

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

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