CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 0.7997 0.8121 0.0124 1.6% 0.7757
High 0.8143 0.8160 0.0017 0.2% 0.8037
Low 0.7990 0.8055 0.0065 0.8% 0.7663
Close 0.8120 0.8108 -0.0012 -0.1% 0.8001
Range 0.0153 0.0105 -0.0048 -31.4% 0.0374
ATR 0.0139 0.0137 -0.0002 -1.7% 0.0000
Volume 47,908 59,871 11,963 25.0% 339,517
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8423 0.8370 0.8166
R3 0.8318 0.8265 0.8137
R2 0.8213 0.8213 0.8127
R1 0.8160 0.8160 0.8118 0.8134
PP 0.8108 0.8108 0.8108 0.8095
S1 0.8055 0.8055 0.8098 0.8029
S2 0.8003 0.8003 0.8089
S3 0.7898 0.7950 0.8079
S4 0.7793 0.7845 0.8050
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 0.8160 0.7890 0.0270 3.3% 0.0117 1.4% 81% True False 65,686
10 0.8160 0.7663 0.0497 6.1% 0.0126 1.6% 90% True False 68,306
20 0.8160 0.7663 0.0497 6.1% 0.0120 1.5% 90% True False 68,510
40 0.8204 0.7663 0.0541 6.7% 0.0151 1.9% 82% False False 49,709
60 0.8204 0.6947 0.1257 15.5% 0.0135 1.7% 92% False False 33,182
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8606
2.618 0.8435
1.618 0.8330
1.000 0.8265
0.618 0.8225
HIGH 0.8160
0.618 0.8120
0.500 0.8108
0.382 0.8095
LOW 0.8055
0.618 0.7990
1.000 0.7950
1.618 0.7885
2.618 0.7780
4.250 0.7609
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 0.8108 0.8088
PP 0.8108 0.8068
S1 0.8108 0.8048

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

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