CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 0.7701 0.7780 0.0079 1.0% 0.7779
High 0.7809 0.7956 0.0147 1.9% 0.7956
Low 0.7701 0.7780 0.0079 1.0% 0.7666
Close 0.7798 0.7930 0.0132 1.7% 0.7930
Range 0.0108 0.0176 0.0068 63.0% 0.0290
ATR 0.0114 0.0119 0.0004 3.9% 0.0000
Volume 204 328 124 60.8% 1,012
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 0.8417 0.8349 0.8027
R3 0.8241 0.8173 0.7978
R2 0.8065 0.8065 0.7962
R1 0.7997 0.7997 0.7946 0.8031
PP 0.7889 0.7889 0.7889 0.7906
S1 0.7821 0.7821 0.7914 0.7855
S2 0.7713 0.7713 0.7898
S3 0.7537 0.7645 0.7882
S4 0.7361 0.7469 0.7833
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 0.8721 0.8615 0.8090
R3 0.8431 0.8325 0.8010
R2 0.8141 0.8141 0.7983
R1 0.8035 0.8035 0.7957 0.8088
PP 0.7851 0.7851 0.7851 0.7877
S1 0.7745 0.7745 0.7903 0.7798
S2 0.7561 0.7561 0.7877
S3 0.7271 0.7455 0.7850
S4 0.6981 0.7165 0.7771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7956 0.7666 0.0290 3.7% 0.0125 1.6% 91% True False 221
10 0.7956 0.7395 0.0561 7.1% 0.0120 1.5% 95% True False 275
20 0.7956 0.7210 0.0746 9.4% 0.0106 1.3% 97% True False 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8704
2.618 0.8417
1.618 0.8241
1.000 0.8132
0.618 0.8065
HIGH 0.7956
0.618 0.7889
0.500 0.7868
0.382 0.7847
LOW 0.7780
0.618 0.7671
1.000 0.7604
1.618 0.7495
2.618 0.7319
4.250 0.7032
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 0.7909 0.7896
PP 0.7889 0.7862
S1 0.7868 0.7829

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

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