CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 0.8136 0.8035 -0.0101 -1.2% 0.7876
High 0.8158 0.8047 -0.0111 -1.4% 0.8182
Low 0.8003 0.7849 -0.0154 -1.9% 0.7774
Close 0.8074 0.7865 -0.0209 -2.6% 0.8074
Range 0.0155 0.0198 0.0043 27.7% 0.0408
ATR 0.0159 0.0164 0.0005 3.0% 0.0000
Volume 62,629 59,205 -3,424 -5.5% 147,921
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8514 0.8388 0.7974
R3 0.8316 0.8190 0.7919
R2 0.8118 0.8118 0.7901
R1 0.7992 0.7992 0.7883 0.7956
PP 0.7920 0.7920 0.7920 0.7903
S1 0.7794 0.7794 0.7847 0.7758
S2 0.7722 0.7722 0.7829
S3 0.7524 0.7596 0.7811
S4 0.7326 0.7398 0.7756
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9234 0.9062 0.8298
R3 0.8826 0.8654 0.8186
R2 0.8418 0.8418 0.8149
R1 0.8246 0.8246 0.8111 0.8332
PP 0.8010 0.8010 0.8010 0.8053
S1 0.7838 0.7838 0.8037 0.7924
S2 0.7602 0.7602 0.7999
S3 0.7194 0.7430 0.7962
S4 0.6786 0.7022 0.7850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8182 0.7800 0.0382 4.9% 0.0185 2.4% 17% False False 39,323
10 0.8204 0.7774 0.0430 5.5% 0.0200 2.5% 21% False False 21,955
20 0.8204 0.7395 0.0809 10.3% 0.0164 2.1% 58% False False 11,142
40 0.8204 0.6904 0.1300 16.5% 0.0127 1.6% 74% False False 5,600
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 0.0045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8889
2.618 0.8565
1.618 0.8367
1.000 0.8245
0.618 0.8169
HIGH 0.8047
0.618 0.7971
0.500 0.7948
0.382 0.7925
LOW 0.7849
0.618 0.7727
1.000 0.7651
1.618 0.7529
2.618 0.7331
4.250 0.7008
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 0.7948 0.8016
PP 0.7920 0.7965
S1 0.7893 0.7915

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

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