CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 0.7895 0.7872 -0.0023 -0.3% 0.7876
High 0.8016 0.7944 -0.0072 -0.9% 0.8182
Low 0.7805 0.7797 -0.0008 -0.1% 0.7774
Close 0.7908 0.7900 -0.0008 -0.1% 0.8074
Range 0.0211 0.0147 -0.0064 -30.3% 0.0408
ATR 0.0167 0.0166 -0.0001 -0.9% 0.0000
Volume 67,923 60,336 -7,587 -11.2% 147,921
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8321 0.8258 0.7981
R3 0.8174 0.8111 0.7940
R2 0.8027 0.8027 0.7927
R1 0.7964 0.7964 0.7913 0.7996
PP 0.7880 0.7880 0.7880 0.7896
S1 0.7817 0.7817 0.7887 0.7849
S2 0.7733 0.7733 0.7873
S3 0.7586 0.7670 0.7860
S4 0.7439 0.7523 0.7819
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 0.7797 0.0385 4.9% 0.0186 2.4% 27% False True 57,760
10 0.8182 0.7774 0.0408 5.2% 0.0185 2.3% 31% False False 34,312
20 0.8204 0.7618 0.0586 7.4% 0.0168 2.1% 48% False False 17,526
40 0.8204 0.6947 0.1257 15.9% 0.0128 1.6% 76% False False 8,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0053
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8569
2.618 0.8329
1.618 0.8182
1.000 0.8091
0.618 0.8035
HIGH 0.7944
0.618 0.7888
0.500 0.7871
0.382 0.7853
LOW 0.7797
0.618 0.7706
1.000 0.7650
1.618 0.7559
2.618 0.7412
4.250 0.7172
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 0.7890 0.7922
PP 0.7880 0.7915
S1 0.7871 0.7907

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

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