CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	0.8198	0.8239	0.0041	0.5%	0.7997
High	0.8309	0.8252	-0.0057	-0.7%	0.8192
Low	0.8171	0.8097	-0.0074	-0.9%	0.7990
Close	0.8245	0.8099	-0.0146	-1.8%	0.8138
Range	0.0138	0.0155	0.0017	12.3%	0.0202
ATR	0.0128	0.0130	0.0002	1.5%	0.0000
Volume	67,249	84,741	17,492	26.0%	319,305

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8614	0.8512	0.8184
R3	0.8459	0.8357	0.8142
R2	0.8304	0.8304	0.8127
R1	0.8202	0.8202	0.8113	0.8176
PP	0.8149	0.8149	0.8149	0.8136
S1	0.8047	0.8047	0.8085	0.8021
S2	0.7994	0.7994	0.8071
S3	0.7839	0.7892	0.8056
S4	0.7684	0.7737	0.8014

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	0.8078	0.0231	2.9%	0.0117	1.4%	9%	False	False	69,455
10	0.8309	0.7926	0.0383	4.7%	0.0116	1.4%	45%	False	False	66,683
20	0.8309	0.7663	0.0646	8.0%	0.0124	1.5%	67%	False	False	68,928
40	0.8309	0.7663	0.0646	8.0%	0.0142	1.8%	67%	False	False	59,925
60	0.8309	0.7298	0.1011	12.5%	0.0138	1.7%	79%	False	False	40,094
80	0.8309	0.6904	0.1405	17.3%	0.0122	1.5%	85%	False	False	30,079

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	0.0026
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8911
2.618	0.8658
1.618	0.8503
1.000	0.8407
0.618	0.8348
HIGH	0.8252
0.618	0.8193
0.500	0.8175
0.382	0.8156
LOW	0.8097
0.618	0.8001
1.000	0.7942
1.618	0.7846
2.618	0.7691
4.250	0.7438

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	0.8175	0.8203
PP	0.8149	0.8168
S1	0.8124	0.8134

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