CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 0.7674 0.7723 0.0049 0.6% 0.7418
High 0.7727 0.7802 0.0075 1.0% 0.7802
Low 0.7618 0.7715 0.0097 1.3% 0.7395
Close 0.7689 0.7784 0.0095 1.2% 0.7784
Range 0.0109 0.0087 -0.0022 -20.2% 0.0407
ATR 0.0113 0.0113 0.0000 0.0% 0.0000
Volume 223 93 -130 -58.3% 1,612
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 0.8028 0.7993 0.7832
R3 0.7941 0.7906 0.7808
R2 0.7854 0.7854 0.7800
R1 0.7819 0.7819 0.7792 0.7837
PP 0.7767 0.7767 0.7767 0.7776
S1 0.7732 0.7732 0.7776 0.7750
S2 0.7680 0.7680 0.7768
S3 0.7593 0.7645 0.7760
S4 0.7506 0.7558 0.7736
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 0.8881 0.8740 0.8008
R3 0.8474 0.8333 0.7896
R2 0.8067 0.8067 0.7859
R1 0.7926 0.7926 0.7821 0.7997
PP 0.7660 0.7660 0.7660 0.7696
S1 0.7519 0.7519 0.7747 0.7590
S2 0.7253 0.7253 0.7709
S3 0.6846 0.7112 0.7672
S4 0.6439 0.6705 0.7560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7802 0.7395 0.0407 5.2% 0.0115 1.5% 96% True False 322
10 0.7802 0.7395 0.0407 5.2% 0.0113 1.4% 96% True False 202
20 0.7802 0.6947 0.0855 11.0% 0.0098 1.3% 98% True False 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8172
2.618 0.8030
1.618 0.7943
1.000 0.7889
0.618 0.7856
HIGH 0.7802
0.618 0.7769
0.500 0.7759
0.382 0.7748
LOW 0.7715
0.618 0.7661
1.000 0.7628
1.618 0.7574
2.618 0.7487
4.250 0.7345
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 0.7776 0.7759
PP 0.7767 0.7735
S1 0.7759 0.7710

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

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