CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 0.7921 0.7991 0.0070 0.9% 0.8000
High 0.7994 0.8042 0.0048 0.6% 0.8042
Low 0.7888 0.7981 0.0093 1.2% 0.7740
Close 0.7974 0.8034 0.0060 0.8% 0.8034
Range 0.0106 0.0061 -0.0045 -42.5% 0.0302
ATR 0.0164 0.0157 -0.0007 -4.2% 0.0000
Volume 71,098 70,356 -742 -1.0% 357,276
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8202 0.8179 0.8068
R3 0.8141 0.8118 0.8051
R2 0.8080 0.8080 0.8045
R1 0.8057 0.8057 0.8040 0.8069
PP 0.8019 0.8019 0.8019 0.8025
S1 0.7996 0.7996 0.8028 0.8008
S2 0.7958 0.7958 0.8023
S3 0.7897 0.7935 0.8017
S4 0.7836 0.7874 0.8000
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8845 0.8741 0.8200
R3 0.8543 0.8439 0.8117
R2 0.8241 0.8241 0.8089
R1 0.8137 0.8137 0.8062 0.8189
PP 0.7939 0.7939 0.7939 0.7965
S1 0.7835 0.7835 0.8006 0.7887
S2 0.7637 0.7637 0.7979
S3 0.7335 0.7533 0.7951
S4 0.7033 0.7231 0.7868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8042 0.7740 0.0302 3.8% 0.0151 1.9% 97% True False 71,455
10 0.8068 0.7740 0.0328 4.1% 0.0159 2.0% 90% False False 68,583
20 0.8204 0.7740 0.0464 5.8% 0.0177 2.2% 63% False False 42,342
40 0.8204 0.7210 0.0994 12.4% 0.0142 1.8% 83% False False 21,254
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.8301
2.618 0.8202
1.618 0.8141
1.000 0.8103
0.618 0.8080
HIGH 0.8042
0.618 0.8019
0.500 0.8012
0.382 0.8004
LOW 0.7981
0.618 0.7943
1.000 0.7920
1.618 0.7882
2.618 0.7821
4.250 0.7722
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 0.8027 0.8008
PP 0.8019 0.7982
S1 0.8012 0.7956

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

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