CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	0.7876	0.7839	-0.0037	-0.5%	0.7978
High	0.7932	0.7987	0.0055	0.7%	0.8204
Low	0.7774	0.7800	0.0026	0.3%	0.7818
Close	0.7814	0.7965	0.0151	1.9%	0.7893
Range	0.0158	0.0187	0.0029	18.4%	0.0386
ATR	0.0150	0.0152	0.0003	1.8%	0.0000
Volume	10,507	15,059	4,552	43.3%	13,092

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8478	0.8409	0.8068
R3	0.8291	0.8222	0.8016
R2	0.8104	0.8104	0.7999
R1	0.8035	0.8035	0.7982	0.8070
PP	0.7917	0.7917	0.7917	0.7935
S1	0.7848	0.7848	0.7948	0.7883
S2	0.7730	0.7730	0.7931
S3	0.7543	0.7661	0.7914
S4	0.7356	0.7474	0.7862

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9130	0.8897	0.8105
R3	0.8744	0.8511	0.7999
R2	0.8358	0.8358	0.7964
R1	0.8125	0.8125	0.7928	0.8049
PP	0.7972	0.7972	0.7972	0.7933
S1	0.7739	0.7739	0.7858	0.7663
S2	0.7586	0.7586	0.7822
S3	0.7200	0.7353	0.7787
S4	0.6814	0.6967	0.7681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8204	0.7774	0.0430	5.4%	0.0217	2.7%	44%	False	False	7,346
10	0.8204	0.7701	0.0503	6.3%	0.0182	2.3%	52%	False	False	3,947
20	0.8204	0.7395	0.0809	10.2%	0.0150	1.9%	70%	False	False	2,083
40	0.8204	0.6904	0.1300	16.3%	0.0116	1.5%	82%	False	False	1,065

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	0.0043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8782
2.618	0.8477
1.618	0.8290
1.000	0.8174
0.618	0.8103
HIGH	0.7987
0.618	0.7916
0.500	0.7894
0.382	0.7871
LOW	0.7800
0.618	0.7684
1.000	0.7613
1.618	0.7497
2.618	0.7310
4.250	0.7005

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	0.7941	0.7950
PP	0.7917	0.7935
S1	0.7894	0.7920

Download as Excel Spreadsheet

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

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