CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 0.7883 0.7948 0.0065 0.8% 0.8035
High 0.8005 0.8068 0.0063 0.8% 0.8068
Low 0.7861 0.7934 0.0073 0.9% 0.7797
Close 0.7954 0.8010 0.0056 0.7% 0.8010
Range 0.0144 0.0134 -0.0010 -6.9% 0.0271
ATR 0.0164 0.0162 -0.0002 -1.3% 0.0000
Volume 75,842 65,257 -10,585 -14.0% 328,563
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8406 0.8342 0.8084
R3 0.8272 0.8208 0.8047
R2 0.8138 0.8138 0.8035
R1 0.8074 0.8074 0.8022 0.8106
PP 0.8004 0.8004 0.8004 0.8020
S1 0.7940 0.7940 0.7998 0.7972
S2 0.7870 0.7870 0.7985
S3 0.7736 0.7806 0.7973
S4 0.7602 0.7672 0.7936
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8771 0.8662 0.8159
R3 0.8500 0.8391 0.8085
R2 0.8229 0.8229 0.8060
R1 0.8120 0.8120 0.8035 0.8039
PP 0.7958 0.7958 0.7958 0.7918
S1 0.7849 0.7849 0.7985 0.7768
S2 0.7687 0.7687 0.7960
S3 0.7416 0.7578 0.7935
S4 0.7145 0.7307 0.7861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8068 0.7797 0.0271 3.4% 0.0167 2.1% 79% True False 65,712
10 0.8182 0.7774 0.0408 5.1% 0.0172 2.1% 58% False False 47,648
20 0.8204 0.7666 0.0538 6.7% 0.0171 2.1% 64% False False 24,534
40 0.8204 0.6947 0.1257 15.7% 0.0134 1.7% 85% False False 12,331
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 0.0037
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8638
2.618 0.8419
1.618 0.8285
1.000 0.8202
0.618 0.8151
HIGH 0.8068
0.618 0.8017
0.500 0.8001
0.382 0.7985
LOW 0.7934
0.618 0.7851
1.000 0.7800
1.618 0.7717
2.618 0.7583
4.250 0.7365
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 0.8007 0.7984
PP 0.8004 0.7958
S1 0.8001 0.7933

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

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