CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 0.7610 0.7699 0.0089 1.2% 0.7600
High 0.7721 0.7745 0.0024 0.3% 0.7649
Low 0.7610 0.7630 0.0020 0.3% 0.7409
Close 0.7716 0.7734 0.0018 0.2% 0.7425
Range 0.0111 0.0115 0.0004 3.6% 0.0240
ATR 0.0112 0.0113 0.0000 0.2% 0.0000
Volume 295 733 438 148.5% 411
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 0.8048 0.8006 0.7797
R3 0.7933 0.7891 0.7766
R2 0.7818 0.7818 0.7755
R1 0.7776 0.7776 0.7745 0.7797
PP 0.7703 0.7703 0.7703 0.7714
S1 0.7661 0.7661 0.7723 0.7682
S2 0.7588 0.7588 0.7713
S3 0.7473 0.7546 0.7702
S4 0.7358 0.7431 0.7671
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 0.7745 0.7395 0.0350 4.5% 0.0116 1.5% 97% True False 295
10 0.7745 0.7395 0.0350 4.5% 0.0108 1.4% 97% True False 186
20 0.7745 0.6947 0.0798 10.3% 0.0093 1.2% 99% True False 118
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8234
2.618 0.8046
1.618 0.7931
1.000 0.7860
0.618 0.7816
HIGH 0.7745
0.618 0.7701
0.500 0.7688
0.382 0.7674
LOW 0.7630
0.618 0.7559
1.000 0.7515
1.618 0.7444
2.618 0.7329
4.250 0.7141
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 0.7719 0.7679
PP 0.7703 0.7625
S1 0.7688 0.7570

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

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