CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 0.7820 0.7892 0.0072 0.9% 0.8035
High 0.7933 0.8008 0.0075 0.9% 0.8068
Low 0.7740 0.7870 0.0130 1.7% 0.7797
Close 0.7902 0.7911 0.0009 0.1% 0.8010
Range 0.0193 0.0138 -0.0055 -28.5% 0.0271
ATR 0.0171 0.0168 -0.0002 -1.4% 0.0000
Volume 71,413 88,055 16,642 23.3% 328,563
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8344 0.8265 0.7987
R3 0.8206 0.8127 0.7949
R2 0.8068 0.8068 0.7936
R1 0.7989 0.7989 0.7924 0.8029
PP 0.7930 0.7930 0.7930 0.7949
S1 0.7851 0.7851 0.7898 0.7891
S2 0.7792 0.7792 0.7886
S3 0.7654 0.7713 0.7873
S4 0.7516 0.7575 0.7835
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 0.7740 0.0328 4.1% 0.0173 2.2% 52% False False 71,384
10 0.8182 0.7740 0.0442 5.6% 0.0179 2.3% 39% False False 64,572
20 0.8204 0.7701 0.0503 6.4% 0.0183 2.3% 42% False False 35,296
40 0.8204 0.7070 0.1134 14.3% 0.0145 1.8% 74% False False 17,719
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8595
2.618 0.8369
1.618 0.8231
1.000 0.8146
0.618 0.8093
HIGH 0.8008
0.618 0.7955
0.500 0.7939
0.382 0.7923
LOW 0.7870
0.618 0.7785
1.000 0.7732
1.618 0.7647
2.618 0.7509
4.250 0.7284
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 0.7939 0.7899
PP 0.7930 0.7886
S1 0.7920 0.7874

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

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