CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 0.8239 0.8149 -0.0090 -1.1% 0.7997
High 0.8252 0.8264 0.0012 0.1% 0.8192
Low 0.8097 0.8120 0.0023 0.3% 0.7990
Close 0.8099 0.8246 0.0147 1.8% 0.8138
Range 0.0155 0.0144 -0.0011 -7.1% 0.0202
ATR 0.0130 0.0133 0.0002 1.9% 0.0000
Volume 84,741 96,400 11,659 13.8% 319,305
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8642 0.8588 0.8325
R3 0.8498 0.8444 0.8286
R2 0.8354 0.8354 0.8272
R1 0.8300 0.8300 0.8259 0.8327
PP 0.8210 0.8210 0.8210 0.8224
S1 0.8156 0.8156 0.8233 0.8183
S2 0.8066 0.8066 0.8220
S3 0.7922 0.8012 0.8206
S4 0.7778 0.7868 0.8167
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 0.8094 0.0215 2.6% 0.0123 1.5% 71% False False 74,742
10 0.8309 0.7935 0.0374 4.5% 0.0119 1.4% 83% False False 68,521
20 0.8309 0.7663 0.0646 7.8% 0.0123 1.5% 90% False False 70,829
40 0.8309 0.7663 0.0646 7.8% 0.0140 1.7% 90% False False 62,281
60 0.8309 0.7395 0.0914 11.1% 0.0138 1.7% 93% False False 41,699
80 0.8309 0.6904 0.1405 17.0% 0.0123 1.5% 96% False False 31,284
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8876
2.618 0.8641
1.618 0.8497
1.000 0.8408
0.618 0.8353
HIGH 0.8264
0.618 0.8209
0.500 0.8192
0.382 0.8175
LOW 0.8120
0.618 0.8031
1.000 0.7976
1.618 0.7887
2.618 0.7743
4.250 0.7508
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 0.8228 0.8232
PP 0.8210 0.8217
S1 0.8192 0.8203

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

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