CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 0.8229 0.8327 0.0098 1.2% 0.8147
High 0.8343 0.8415 0.0072 0.9% 0.8343
Low 0.8213 0.8315 0.0102 1.2% 0.8097
Close 0.8321 0.8380 0.0059 0.7% 0.8321
Range 0.0130 0.0100 -0.0030 -23.1% 0.0246
ATR 0.0133 0.0130 -0.0002 -1.8% 0.0000
Volume 78,269 91,603 13,334 17.0% 377,958
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8670 0.8625 0.8435
R3 0.8570 0.8525 0.8408
R2 0.8470 0.8470 0.8398
R1 0.8425 0.8425 0.8389 0.8448
PP 0.8370 0.8370 0.8370 0.8381
S1 0.8325 0.8325 0.8371 0.8348
S2 0.8270 0.8270 0.8362
S3 0.8170 0.8225 0.8353
S4 0.8070 0.8125 0.8325
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8992 0.8902 0.8456
R3 0.8746 0.8656 0.8389
R2 0.8500 0.8500 0.8366
R1 0.8410 0.8410 0.8344 0.8455
PP 0.8254 0.8254 0.8254 0.8276
S1 0.8164 0.8164 0.8298 0.8209
S2 0.8008 0.8008 0.8276
S3 0.7762 0.7918 0.8253
S4 0.7516 0.7672 0.8186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8415 0.8097 0.0318 3.8% 0.0133 1.6% 89% True False 83,652
10 0.8415 0.8055 0.0360 4.3% 0.0118 1.4% 90% True False 74,095
20 0.8415 0.7663 0.0752 9.0% 0.0125 1.5% 95% True False 71,692
40 0.8415 0.7663 0.0752 9.0% 0.0137 1.6% 95% True False 66,125
60 0.8415 0.7395 0.1020 12.2% 0.0140 1.7% 97% True False 44,527
80 0.8415 0.6904 0.1511 18.0% 0.0125 1.5% 98% True False 33,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8840
2.618 0.8677
1.618 0.8577
1.000 0.8515
0.618 0.8477
HIGH 0.8415
0.618 0.8377
0.500 0.8365
0.382 0.8353
LOW 0.8315
0.618 0.8253
1.000 0.8215
1.618 0.8153
2.618 0.8053
4.250 0.7890
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 0.8375 0.8343
PP 0.8370 0.8305
S1 0.8365 0.8268

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

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