CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 0.8147 0.8198 0.0051 0.6% 0.7997
High 0.8231 0.8309 0.0078 0.9% 0.8192
Low 0.8117 0.8171 0.0054 0.7% 0.7990
Close 0.8199 0.8245 0.0046 0.6% 0.8138
Range 0.0114 0.0138 0.0024 21.1% 0.0202
ATR 0.0128 0.0128 0.0001 0.6% 0.0000
Volume 51,299 67,249 15,950 31.1% 319,305
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8656 0.8588 0.8321
R3 0.8518 0.8450 0.8283
R2 0.8380 0.8380 0.8270
R1 0.8312 0.8312 0.8258 0.8346
PP 0.8242 0.8242 0.8242 0.8259
S1 0.8174 0.8174 0.8232 0.8208
S2 0.8104 0.8104 0.8220
S3 0.7966 0.8036 0.8207
S4 0.7828 0.7898 0.8169
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8713 0.8627 0.8249
R3 0.8511 0.8425 0.8194
R2 0.8309 0.8309 0.8175
R1 0.8223 0.8223 0.8157 0.8266
PP 0.8107 0.8107 0.8107 0.8128
S1 0.8021 0.8021 0.8119 0.8064
S2 0.7905 0.7905 0.8101
S3 0.7703 0.7819 0.8082
S4 0.7501 0.7617 0.8027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8309 0.8066 0.0243 2.9% 0.0109 1.3% 74% True False 66,014
10 0.8309 0.7890 0.0419 5.1% 0.0113 1.4% 85% True False 65,850
20 0.8309 0.7663 0.0646 7.8% 0.0120 1.5% 90% True False 68,046
40 0.8309 0.7663 0.0646 7.8% 0.0146 1.8% 90% True False 57,892
60 0.8309 0.7298 0.1011 12.3% 0.0136 1.7% 94% True False 38,682
80 0.8309 0.6904 0.1405 17.0% 0.0120 1.5% 95% True False 29,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8896
2.618 0.8670
1.618 0.8532
1.000 0.8447
0.618 0.8394
HIGH 0.8309
0.618 0.8256
0.500 0.8240
0.382 0.8224
LOW 0.8171
0.618 0.8086
1.000 0.8033
1.618 0.7948
2.618 0.7810
4.250 0.7585
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 0.8243 0.8231
PP 0.8242 0.8216
S1 0.8240 0.8202

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

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