CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 0.7978 0.8019 0.0041 0.5% 0.7779
High 0.8092 0.8166 0.0074 0.9% 0.7956
Low 0.7935 0.7992 0.0057 0.7% 0.7666
Close 0.8050 0.8154 0.0104 1.3% 0.7930
Range 0.0157 0.0174 0.0017 10.8% 0.0290
ATR 0.0122 0.0126 0.0004 3.1% 0.0000
Volume 666 1,262 596 89.5% 1,012
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8626 0.8564 0.8250
R3 0.8452 0.8390 0.8202
R2 0.8278 0.8278 0.8186
R1 0.8216 0.8216 0.8170 0.8247
PP 0.8104 0.8104 0.8104 0.8120
S1 0.8042 0.8042 0.8138 0.8073
S2 0.7930 0.7930 0.8122
S3 0.7756 0.7868 0.8106
S4 0.7582 0.7694 0.8058
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 0.8166 0.7701 0.0465 5.7% 0.0146 1.8% 97% True False 548
10 0.8166 0.7610 0.0556 6.8% 0.0129 1.6% 98% True False 428
20 0.8166 0.7298 0.0868 10.6% 0.0117 1.4% 99% True False 262
40 0.8166 0.6904 0.1262 15.5% 0.0093 1.1% 99% True False 150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8906
2.618 0.8622
1.618 0.8448
1.000 0.8340
0.618 0.8274
HIGH 0.8166
0.618 0.8100
0.500 0.8079
0.382 0.8058
LOW 0.7992
0.618 0.7884
1.000 0.7818
1.618 0.7710
2.618 0.7536
4.250 0.7253
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 0.8129 0.8094
PP 0.8104 0.8033
S1 0.8079 0.7973

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

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