CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 0.7780 0.7978 0.0198 2.5% 0.7779
High 0.7956 0.8092 0.0136 1.7% 0.7956
Low 0.7780 0.7935 0.0155 2.0% 0.7666
Close 0.7930 0.8050 0.0120 1.5% 0.7930
Range 0.0176 0.0157 -0.0019 -10.8% 0.0290
ATR 0.0119 0.0122 0.0003 2.6% 0.0000
Volume 328 666 338 103.0% 1,012
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8497 0.8430 0.8136
R3 0.8340 0.8273 0.8093
R2 0.8183 0.8183 0.8079
R1 0.8116 0.8116 0.8064 0.8150
PP 0.8026 0.8026 0.8026 0.8042
S1 0.7959 0.7959 0.8036 0.7993
S2 0.7869 0.7869 0.8021
S3 0.7712 0.7802 0.8007
S4 0.7555 0.7645 0.7964
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 0.8092 0.7666 0.0426 5.3% 0.0139 1.7% 90% True False 335
10 0.8092 0.7395 0.0697 8.7% 0.0127 1.6% 94% True False 329
20 0.8092 0.7262 0.0830 10.3% 0.0112 1.4% 95% True False 200
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 False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8759
2.618 0.8503
1.618 0.8346
1.000 0.8249
0.618 0.8189
HIGH 0.8092
0.618 0.8032
0.500 0.8014
0.382 0.7995
LOW 0.7935
0.618 0.7838
1.000 0.7778
1.618 0.7681
2.618 0.7524
4.250 0.7268
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 0.8038 0.7999
PP 0.8026 0.7948
S1 0.8014 0.7897

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

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