CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	0.8141	0.8127	-0.0014	-0.2%	0.7757
High	0.8182	0.8192	0.0010	0.1%	0.8037
Low	0.8066	0.8078	0.0012	0.1%	0.7663
Close	0.8148	0.8137	-0.0011	-0.1%	0.8001
Range	0.0116	0.0114	-0.0002	-1.7%	0.0374
ATR	0.0135	0.0134	-0.0002	-1.1%	0.0000
Volume	67,537	69,967	2,430	3.6%	339,517

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8478	0.8421	0.8200
R3	0.8364	0.8307	0.8168
R2	0.8250	0.8250	0.8158
R1	0.8193	0.8193	0.8147	0.8222
PP	0.8136	0.8136	0.8136	0.8150
S1	0.8079	0.8079	0.8127	0.8108
S2	0.8022	0.8022	0.8116
S3	0.7908	0.7965	0.8106
S4	0.7794	0.7851	0.8074

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	0.8192	0.7935	0.0257	3.2%	0.0114	1.4%	79%	True	False	62,300
10	0.8192	0.7663	0.0529	6.5%	0.0121	1.5%	90%	True	False	64,883
20	0.8192	0.7663	0.0529	6.5%	0.0119	1.5%	90%	True	False	67,427
40	0.8204	0.7663	0.0541	6.6%	0.0151	1.9%	88%	False	False	53,134
60	0.8204	0.7204	0.1000	12.3%	0.0135	1.7%	93%	False	False	35,473

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8677
2.618	0.8490
1.618	0.8376
1.000	0.8306
0.618	0.8262
HIGH	0.8192
0.618	0.8148
0.500	0.8135
0.382	0.8122
LOW	0.8078
0.618	0.8008
1.000	0.7964
1.618	0.7894
2.618	0.7780
4.250	0.7594

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	0.8136	0.8133
PP	0.8136	0.8128
S1	0.8135	0.8124

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