CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	0.8019	0.7997	-0.0022	-0.3%	0.7757
High	0.8019	0.8143	0.0124	1.5%	0.8037
Low	0.7935	0.7990	0.0055	0.7%	0.7663
Close	0.8001	0.8120	0.0119	1.5%	0.8001
Range	0.0084	0.0153	0.0069	82.1%	0.0374
ATR	0.0138	0.0139	0.0001	0.8%	0.0000
Volume	66,221	47,908	-18,313	-27.7%	339,517

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8543	0.8485	0.8204
R3	0.8390	0.8332	0.8162
R2	0.8237	0.8237	0.8148
R1	0.8179	0.8179	0.8134	0.8208
PP	0.8084	0.8084	0.8084	0.8099
S1	0.8026	0.8026	0.8106	0.8055
S2	0.7931	0.7931	0.8092
S3	0.7778	0.7873	0.8078
S4	0.7625	0.7720	0.8036

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9022	0.8886	0.8207
R3	0.8648	0.8512	0.8104
R2	0.8274	0.8274	0.8070
R1	0.8138	0.8138	0.8035	0.8206
PP	0.7900	0.7900	0.7900	0.7935
S1	0.7764	0.7764	0.7967	0.7832
S2	0.7526	0.7526	0.7932
S3	0.7152	0.7390	0.7898
S4	0.6778	0.7016	0.7795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8143	0.7779	0.0364	4.5%	0.0125	1.5%	94%	True	False	66,200
10	0.8143	0.7663	0.0480	5.9%	0.0131	1.6%	95%	True	False	69,288
20	0.8143	0.7663	0.0480	5.9%	0.0124	1.5%	95%	True	False	69,087
40	0.8204	0.7663	0.0541	6.7%	0.0152	1.9%	84%	False	False	48,217
60	0.8204	0.6947	0.1257	15.5%	0.0134	1.6%	93%	False	False	32,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8793
2.618	0.8544
1.618	0.8391
1.000	0.8296
0.618	0.8238
HIGH	0.8143
0.618	0.8085
0.500	0.8067
0.382	0.8048
LOW	0.7990
0.618	0.7895
1.000	0.7837
1.618	0.7742
2.618	0.7589
4.250	0.7340

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	0.8102	0.8092
PP	0.8084	0.8063
S1	0.8067	0.8035

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols