CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 0.7513 0.7418 -0.0095 -1.3% 0.7600
High 0.7514 0.7550 0.0036 0.5% 0.7649
Low 0.7436 0.7395 -0.0041 -0.6% 0.7409
Close 0.7425 0.7579 0.0154 2.1% 0.7425
Range 0.0078 0.0155 0.0077 98.7% 0.0240
ATR 0.0107 0.0110 0.0003 3.2% 0.0000
Volume 129 268 139 107.8% 411
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 0.7973 0.7931 0.7664
R3 0.7818 0.7776 0.7622
R2 0.7663 0.7663 0.7607
R1 0.7621 0.7621 0.7593 0.7642
PP 0.7508 0.7508 0.7508 0.7519
S1 0.7466 0.7466 0.7565 0.7487
S2 0.7353 0.7353 0.7551
S3 0.7198 0.7311 0.7536
S4 0.7043 0.7156 0.7494
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.8214 0.8060 0.7557
R3 0.7974 0.7820 0.7491
R2 0.7734 0.7734 0.7469
R1 0.7580 0.7580 0.7447 0.7537
PP 0.7494 0.7494 0.7494 0.7473
S1 0.7340 0.7340 0.7403 0.7297
S2 0.7254 0.7254 0.7381
S3 0.7014 0.7100 0.7359
S4 0.6774 0.6860 0.7293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7649 0.7395 0.0254 3.4% 0.0124 1.6% 72% False True 132
10 0.7649 0.7298 0.0351 4.6% 0.0104 1.4% 80% False False 97
20 0.7649 0.6933 0.0716 9.4% 0.0089 1.2% 90% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8209
2.618 0.7956
1.618 0.7801
1.000 0.7705
0.618 0.7646
HIGH 0.7550
0.618 0.7491
0.500 0.7473
0.382 0.7454
LOW 0.7395
0.618 0.7299
1.000 0.7240
1.618 0.7144
2.618 0.6989
4.250 0.6736
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 0.7544 0.7544
PP 0.7508 0.7508
S1 0.7473 0.7473

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

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