CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 0.7723 0.7779 0.0056 0.7% 0.7418
High 0.7802 0.7806 0.0004 0.1% 0.7802
Low 0.7715 0.7666 -0.0049 -0.6% 0.7395
Close 0.7784 0.7784 0.0000 0.0% 0.7784
Range 0.0087 0.0140 0.0053 60.9% 0.0407
ATR 0.0113 0.0115 0.0002 1.7% 0.0000
Volume 93 197 104 111.8% 1,612
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 0.8172 0.8118 0.7861
R3 0.8032 0.7978 0.7823
R2 0.7892 0.7892 0.7810
R1 0.7838 0.7838 0.7797 0.7865
PP 0.7752 0.7752 0.7752 0.7766
S1 0.7698 0.7698 0.7771 0.7725
S2 0.7612 0.7612 0.7758
S3 0.7472 0.7558 0.7746
S4 0.7332 0.7418 0.7707
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 0.7806 0.7610 0.0196 2.5% 0.0112 1.4% 89% True False 308
10 0.7806 0.7395 0.0411 5.3% 0.0118 1.5% 95% True False 220
20 0.7806 0.6947 0.0859 11.0% 0.0104 1.3% 97% True False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8401
2.618 0.8173
1.618 0.8033
1.000 0.7946
0.618 0.7893
HIGH 0.7806
0.618 0.7753
0.500 0.7736
0.382 0.7719
LOW 0.7666
0.618 0.7579
1.000 0.7526
1.618 0.7439
2.618 0.7299
4.250 0.7071
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 0.7768 0.7760
PP 0.7752 0.7736
S1 0.7736 0.7712

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

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