CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 0.7957 0.7964 0.0007 0.1% 0.7978
High 0.8079 0.8182 0.0103 1.3% 0.8204
Low 0.7912 0.7964 0.0052 0.7% 0.7818
Close 0.7953 0.8166 0.0213 2.7% 0.7893
Range 0.0167 0.0218 0.0051 30.5% 0.0386
ATR 0.0153 0.0159 0.0005 3.5% 0.0000
Volume 21,018 38,708 17,690 84.2% 13,092
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8758 0.8680 0.8286
R3 0.8540 0.8462 0.8226
R2 0.8322 0.8322 0.8206
R1 0.8244 0.8244 0.8186 0.8283
PP 0.8104 0.8104 0.8104 0.8124
S1 0.8026 0.8026 0.8146 0.8065
S2 0.7886 0.7886 0.8126
S3 0.7668 0.7808 0.8106
S4 0.7450 0.7590 0.8046
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 0.8182 0.7774 0.0408 5.0% 0.0186 2.3% 96% True False 18,173
10 0.8204 0.7774 0.0430 5.3% 0.0198 2.4% 91% False False 9,871
20 0.8204 0.7395 0.0809 9.9% 0.0156 1.9% 95% False False 5,059
40 0.8204 0.6904 0.1300 15.9% 0.0121 1.5% 97% False False 2,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.8753
1.618 0.8535
1.000 0.8400
0.618 0.8317
HIGH 0.8182
0.618 0.8099
0.500 0.8073
0.382 0.8047
LOW 0.7964
0.618 0.7829
1.000 0.7746
1.618 0.7611
2.618 0.7393
4.250 0.7038
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 0.8135 0.8108
PP 0.8104 0.8049
S1 0.8073 0.7991

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

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