CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 0.7610 0.7622 0.0012 0.2% 0.7270
High 0.7624 0.7649 0.0025 0.3% 0.7580
Low 0.7556 0.7452 -0.0104 -1.4% 0.7262
Close 0.7586 0.7478 -0.0108 -1.4% 0.7629
Range 0.0068 0.0197 0.0129 189.7% 0.0318
ATR 0.0098 0.0105 0.0007 7.2% 0.0000
Volume 14 195 181 1,292.9% 301
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 0.8117 0.7995 0.7586
R3 0.7920 0.7798 0.7532
R2 0.7723 0.7723 0.7514
R1 0.7601 0.7601 0.7496 0.7564
PP 0.7526 0.7526 0.7526 0.7508
S1 0.7404 0.7404 0.7460 0.7367
S2 0.7329 0.7329 0.7442
S3 0.7132 0.7207 0.7424
S4 0.6935 0.7010 0.7370
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 0.7649 0.7452 0.0197 2.6% 0.0099 1.3% 13% True True 76
10 0.7649 0.7204 0.0445 6.0% 0.0089 1.2% 62% True False 55
20 0.7649 0.6904 0.0745 10.0% 0.0085 1.1% 77% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8486
2.618 0.8165
1.618 0.7968
1.000 0.7846
0.618 0.7771
HIGH 0.7649
0.618 0.7574
0.500 0.7551
0.382 0.7527
LOW 0.7452
0.618 0.7330
1.000 0.7255
1.618 0.7133
2.618 0.6936
4.250 0.6615
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 0.7551 0.7551
PP 0.7526 0.7526
S1 0.7502 0.7502

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

View Archives - Comment on this page... - Back to Index of Symbols