CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 0.7779 0.7809 0.0030 0.4% 0.7418
High 0.7806 0.7823 0.0017 0.2% 0.7802
Low 0.7666 0.7707 0.0041 0.5% 0.7395
Close 0.7784 0.7766 -0.0018 -0.2% 0.7784
Range 0.0140 0.0116 -0.0024 -17.1% 0.0407
ATR 0.0115 0.0115 0.0000 0.1% 0.0000
Volume 197 283 86 43.7% 1,612
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 0.8113 0.8056 0.7830
R3 0.7997 0.7940 0.7798
R2 0.7881 0.7881 0.7787
R1 0.7824 0.7824 0.7777 0.7795
PP 0.7765 0.7765 0.7765 0.7751
S1 0.7708 0.7708 0.7755 0.7679
S2 0.7649 0.7649 0.7745
S3 0.7533 0.7592 0.7734
S4 0.7417 0.7476 0.7702
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 0.7823 0.7618 0.0205 2.6% 0.0113 1.5% 72% True False 305
10 0.7823 0.7395 0.0428 5.5% 0.0123 1.6% 87% True False 247
20 0.7823 0.7070 0.0753 9.7% 0.0107 1.4% 92% True False 142
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 False
Bull Hook True
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8316
2.618 0.8127
1.618 0.8011
1.000 0.7939
0.618 0.7895
HIGH 0.7823
0.618 0.7779
0.500 0.7765
0.382 0.7751
LOW 0.7707
0.618 0.7635
1.000 0.7591
1.618 0.7519
2.618 0.7403
4.250 0.7214
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 0.7766 0.7759
PP 0.7765 0.7752
S1 0.7765 0.7745

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

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