CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 0.8121 0.8141 0.0020 0.2% 0.7757
High 0.8160 0.8182 0.0022 0.3% 0.8037
Low 0.8055 0.8066 0.0011 0.1% 0.7663
Close 0.8108 0.8148 0.0040 0.5% 0.8001
Range 0.0105 0.0116 0.0011 10.5% 0.0374
ATR 0.0137 0.0135 -0.0001 -1.1% 0.0000
Volume 59,871 67,537 7,666 12.8% 339,517
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8480 0.8430 0.8212
R3 0.8364 0.8314 0.8180
R2 0.8248 0.8248 0.8169
R1 0.8198 0.8198 0.8159 0.8223
PP 0.8132 0.8132 0.8132 0.8145
S1 0.8082 0.8082 0.8137 0.8107
S2 0.8016 0.8016 0.8127
S3 0.7900 0.7966 0.8116
S4 0.7784 0.7850 0.8084
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 0.8182 0.7926 0.0256 3.1% 0.0114 1.4% 87% True False 63,910
10 0.8182 0.7663 0.0519 6.4% 0.0120 1.5% 93% True False 68,469
20 0.8182 0.7663 0.0519 6.4% 0.0119 1.5% 93% True False 67,484
40 0.8204 0.7663 0.0541 6.6% 0.0151 1.9% 90% False False 51,390
60 0.8204 0.7070 0.1134 13.9% 0.0136 1.7% 95% False False 34,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8675
2.618 0.8486
1.618 0.8370
1.000 0.8298
0.618 0.8254
HIGH 0.8182
0.618 0.8138
0.500 0.8124
0.382 0.8110
LOW 0.8066
0.618 0.7994
1.000 0.7950
1.618 0.7878
2.618 0.7762
4.250 0.7573
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 0.8140 0.8127
PP 0.8132 0.8107
S1 0.8124 0.8086

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

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