CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 0.7991 0.8023 0.0032 0.4% 0.8000
High 0.8042 0.8053 0.0011 0.1% 0.8042
Low 0.7981 0.7938 -0.0043 -0.5% 0.7740
Close 0.8034 0.8035 0.0001 0.0% 0.8034
Range 0.0061 0.0115 0.0054 88.5% 0.0302
ATR 0.0157 0.0154 -0.0003 -1.9% 0.0000
Volume 70,356 59,348 -11,008 -15.6% 357,276
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8354 0.8309 0.8098
R3 0.8239 0.8194 0.8067
R2 0.8124 0.8124 0.8056
R1 0.8079 0.8079 0.8046 0.8102
PP 0.8009 0.8009 0.8009 0.8020
S1 0.7964 0.7964 0.8024 0.7987
S2 0.7894 0.7894 0.8014
S3 0.7779 0.7849 0.8003
S4 0.7664 0.7734 0.7972
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 0.8053 0.7740 0.0313 3.9% 0.0123 1.5% 94% True False 72,054
10 0.8068 0.7740 0.0328 4.1% 0.0150 1.9% 90% False False 68,598
20 0.8204 0.7740 0.0464 5.8% 0.0175 2.2% 64% False False 45,276
40 0.8204 0.7262 0.0942 11.7% 0.0143 1.8% 82% False False 22,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8542
2.618 0.8354
1.618 0.8239
1.000 0.8168
0.618 0.8124
HIGH 0.8053
0.618 0.8009
0.500 0.7996
0.382 0.7982
LOW 0.7938
0.618 0.7867
1.000 0.7823
1.618 0.7752
2.618 0.7637
4.250 0.7449
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 0.8022 0.8014
PP 0.8009 0.7992
S1 0.7996 0.7971

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

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