CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 0.7857 0.7762 -0.0095 -1.2% 0.8023
High 0.7857 0.7829 -0.0028 -0.4% 0.8110
Low 0.7685 0.7719 0.0034 0.4% 0.7871
Close 0.7699 0.7808 0.0109 1.4% 0.7912
Range 0.0172 0.0110 -0.0062 -36.0% 0.0239
ATR 0.0146 0.0145 -0.0001 -0.8% 0.0000
Volume 65,914 105,818 39,904 60.5% 311,639
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8115 0.8072 0.7869
R3 0.8005 0.7962 0.7838
R2 0.7895 0.7895 0.7828
R1 0.7852 0.7852 0.7818 0.7874
PP 0.7785 0.7785 0.7785 0.7796
S1 0.7742 0.7742 0.7798 0.7764
S2 0.7675 0.7675 0.7788
S3 0.7565 0.7632 0.7778
S4 0.7455 0.7522 0.7748
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8681 0.8536 0.8043
R3 0.8442 0.8297 0.7978
R2 0.8203 0.8203 0.7956
R1 0.8058 0.8058 0.7934 0.8011
PP 0.7964 0.7964 0.7964 0.7941
S1 0.7819 0.7819 0.7890 0.7772
S2 0.7725 0.7725 0.7868
S3 0.7486 0.7580 0.7846
S4 0.7247 0.7341 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7999 0.7685 0.0314 4.0% 0.0127 1.6% 39% False False 78,806
10 0.8110 0.7685 0.0425 5.4% 0.0117 1.5% 29% False False 69,972
20 0.8158 0.7685 0.0473 6.1% 0.0143 1.8% 26% False False 68,891
40 0.8204 0.7395 0.0809 10.4% 0.0149 1.9% 51% False False 36,975
60 0.8204 0.6904 0.1300 16.6% 0.0128 1.6% 70% False False 24,669
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8297
2.618 0.8117
1.618 0.8007
1.000 0.7939
0.618 0.7897
HIGH 0.7829
0.618 0.7787
0.500 0.7774
0.382 0.7761
LOW 0.7719
0.618 0.7651
1.000 0.7609
1.618 0.7541
2.618 0.7431
4.250 0.7252
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 0.7797 0.7842
PP 0.7785 0.7831
S1 0.7774 0.7819

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

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