CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 0.8019 0.8141 0.0122 1.5% 0.7779
High 0.8166 0.8204 0.0038 0.5% 0.7956
Low 0.7992 0.7876 -0.0116 -1.5% 0.7666
Close 0.8154 0.7895 -0.0259 -3.2% 0.7930
Range 0.0174 0.0328 0.0154 88.5% 0.0290
ATR 0.0126 0.0140 0.0014 11.5% 0.0000
Volume 1,262 3,427 2,165 171.6% 1,012
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8976 0.8763 0.8075
R3 0.8648 0.8435 0.7985
R2 0.8320 0.8320 0.7955
R1 0.8107 0.8107 0.7925 0.8050
PP 0.7992 0.7992 0.7992 0.7963
S1 0.7779 0.7779 0.7865 0.7722
S2 0.7664 0.7664 0.7835
S3 0.7336 0.7451 0.7805
S4 0.7008 0.7123 0.7715
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 0.8204 0.7701 0.0503 6.4% 0.0189 2.4% 39% True False 1,177
10 0.8204 0.7618 0.0586 7.4% 0.0151 1.9% 47% True False 741
20 0.8204 0.7298 0.0906 11.5% 0.0130 1.6% 66% True False 433
40 0.8204 0.6904 0.1300 16.5% 0.0101 1.3% 76% True False 234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9598
2.618 0.9063
1.618 0.8735
1.000 0.8532
0.618 0.8407
HIGH 0.8204
0.618 0.8079
0.500 0.8040
0.382 0.8001
LOW 0.7876
0.618 0.7673
1.000 0.7548
1.618 0.7345
2.618 0.7017
4.250 0.6482
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 0.8040 0.8040
PP 0.7992 0.7992
S1 0.7943 0.7943

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

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