CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 0.7520 0.7600 0.0080 1.1% 0.7270
High 0.7580 0.7611 0.0031 0.4% 0.7580
Low 0.7508 0.7528 0.0020 0.3% 0.7262
Close 0.7629 0.7547 -0.0082 -1.1% 0.7629
Range 0.0072 0.0083 0.0011 15.3% 0.0318
ATR 0.0099 0.0100 0.0000 0.1% 0.0000
Volume 45 19 -26 -57.8% 301
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 0.7811 0.7762 0.7593
R3 0.7728 0.7679 0.7570
R2 0.7645 0.7645 0.7562
R1 0.7596 0.7596 0.7555 0.7579
PP 0.7562 0.7562 0.7562 0.7554
S1 0.7513 0.7513 0.7539 0.7496
S2 0.7479 0.7479 0.7532
S3 0.7396 0.7430 0.7524
S4 0.7313 0.7347 0.7501
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.8444 0.8355 0.7804
R3 0.8126 0.8037 0.7716
R2 0.7808 0.7808 0.7687
R1 0.7719 0.7719 0.7658 0.7764
PP 0.7490 0.7490 0.7490 0.7513
S1 0.7401 0.7401 0.7600 0.7446
S2 0.7172 0.7172 0.7571
S3 0.6854 0.7083 0.7542
S4 0.6536 0.6765 0.7454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7611 0.7298 0.0313 4.1% 0.0084 1.1% 80% True False 62
10 0.7611 0.6947 0.0664 8.8% 0.0090 1.2% 90% True False 37
20 0.7611 0.6904 0.0707 9.4% 0.0081 1.1% 91% True False 47
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7964
2.618 0.7828
1.618 0.7745
1.000 0.7694
0.618 0.7662
HIGH 0.7611
0.618 0.7579
0.500 0.7570
0.382 0.7560
LOW 0.7528
0.618 0.7477
1.000 0.7445
1.618 0.7394
2.618 0.7311
4.250 0.7175
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 0.7570 0.7543
PP 0.7562 0.7539
S1 0.7555 0.7535

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

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