CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	0.8327	0.8395	0.0068	0.8%	0.8147
High	0.8415	0.8446	0.0031	0.4%	0.8343
Low	0.8315	0.8360	0.0045	0.5%	0.8097
Close	0.8380	0.8393	0.0013	0.2%	0.8321
Range	0.0100	0.0086	-0.0014	-14.0%	0.0246
ATR	0.0130	0.0127	-0.0003	-2.4%	0.0000
Volume	91,603	74,524	-17,079	-18.6%	377,958

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8658	0.8611	0.8440
R3	0.8572	0.8525	0.8417
R2	0.8486	0.8486	0.8409
R1	0.8439	0.8439	0.8401	0.8420
PP	0.8400	0.8400	0.8400	0.8390
S1	0.8353	0.8353	0.8385	0.8334
S2	0.8314	0.8314	0.8377
S3	0.8228	0.8267	0.8369
S4	0.8142	0.8181	0.8346

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	0.8446	0.8097	0.0349	4.2%	0.0123	1.5%	85%	True	False	85,107
10	0.8446	0.8066	0.0380	4.5%	0.0116	1.4%	86%	True	False	75,561
20	0.8446	0.7663	0.0783	9.3%	0.0121	1.4%	93%	True	False	71,933
40	0.8446	0.7663	0.0783	9.3%	0.0134	1.6%	93%	True	False	67,612
60	0.8446	0.7395	0.1051	12.5%	0.0140	1.7%	95%	True	False	45,769
80	0.8446	0.6904	0.1542	18.4%	0.0125	1.5%	97%	True	False	34,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8812
2.618	0.8671
1.618	0.8585
1.000	0.8532
0.618	0.8499
HIGH	0.8446
0.618	0.8413
0.500	0.8403
0.382	0.8393
LOW	0.8360
0.618	0.8307
1.000	0.8274
1.618	0.8221
2.618	0.8135
4.250	0.7995

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	0.8403	0.8372
PP	0.8400	0.8351
S1	0.8396	0.8330

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