CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 0.7622 0.7445 -0.0177 -2.3% 0.7270
High 0.7649 0.7531 -0.0118 -1.5% 0.7580
Low 0.7452 0.7409 -0.0043 -0.6% 0.7262
Close 0.7478 0.7548 0.0070 0.9% 0.7629
Range 0.0197 0.0122 -0.0075 -38.1% 0.0318
ATR 0.0105 0.0106 0.0001 1.2% 0.0000
Volume 195 54 -141 -72.3% 301
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 0.7862 0.7827 0.7615
R3 0.7740 0.7705 0.7582
R2 0.7618 0.7618 0.7570
R1 0.7583 0.7583 0.7559 0.7601
PP 0.7496 0.7496 0.7496 0.7505
S1 0.7461 0.7461 0.7537 0.7479
S2 0.7374 0.7374 0.7526
S3 0.7252 0.7339 0.7514
S4 0.7130 0.7217 0.7481
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 0.7409 0.0240 3.2% 0.0108 1.4% 58% False True 65
10 0.7649 0.7210 0.0439 5.8% 0.0093 1.2% 77% False False 59
20 0.7649 0.6904 0.0745 9.9% 0.0086 1.1% 86% False False 53
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8050
2.618 0.7850
1.618 0.7728
1.000 0.7653
0.618 0.7606
HIGH 0.7531
0.618 0.7484
0.500 0.7470
0.382 0.7456
LOW 0.7409
0.618 0.7334
1.000 0.7287
1.618 0.7212
2.618 0.7090
4.250 0.6891
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 0.7522 0.7542
PP 0.7496 0.7535
S1 0.7470 0.7529

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

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