CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 0.8395 0.8416 0.0021 0.3% 0.8147
High 0.8446 0.8429 -0.0017 -0.2% 0.8343
Low 0.8360 0.8337 -0.0023 -0.3% 0.8097
Close 0.8393 0.8395 0.0002 0.0% 0.8321
Range 0.0086 0.0092 0.0006 7.0% 0.0246
ATR 0.0127 0.0125 -0.0003 -2.0% 0.0000
Volume 74,524 67,871 -6,653 -8.9% 377,958
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8663 0.8621 0.8446
R3 0.8571 0.8529 0.8420
R2 0.8479 0.8479 0.8412
R1 0.8437 0.8437 0.8403 0.8412
PP 0.8387 0.8387 0.8387 0.8375
S1 0.8345 0.8345 0.8387 0.8320
S2 0.8295 0.8295 0.8378
S3 0.8203 0.8253 0.8370
S4 0.8111 0.8161 0.8344
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 0.8120 0.0326 3.9% 0.0110 1.3% 84% False False 81,733
10 0.8446 0.8078 0.0368 4.4% 0.0114 1.4% 86% False False 75,594
20 0.8446 0.7663 0.0783 9.3% 0.0117 1.4% 93% False False 72,031
40 0.8446 0.7663 0.0783 9.3% 0.0133 1.6% 93% False False 68,783
60 0.8446 0.7395 0.1051 12.5% 0.0140 1.7% 95% False False 46,900
80 0.8446 0.6904 0.1542 18.4% 0.0125 1.5% 97% False False 35,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8820
2.618 0.8670
1.618 0.8578
1.000 0.8521
0.618 0.8486
HIGH 0.8429
0.618 0.8394
0.500 0.8383
0.382 0.8372
LOW 0.8337
0.618 0.8280
1.000 0.8245
1.618 0.8188
2.618 0.8096
4.250 0.7946
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 0.8391 0.8390
PP 0.8387 0.8385
S1 0.8383 0.8381

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

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