CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 0.8323 0.8355 0.0032 0.4% 0.8327
High 0.8410 0.8368 -0.0042 -0.5% 0.8446
Low 0.8308 0.8254 -0.0054 -0.6% 0.8315
Close 0.8333 0.8280 -0.0053 -0.6% 0.8344
Range 0.0102 0.0114 0.0012 11.8% 0.0131
ATR 0.0120 0.0120 0.0000 -0.4% 0.0000
Volume 93,440 61,453 -31,987 -34.2% 375,163
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8643 0.8575 0.8343
R3 0.8529 0.8461 0.8311
R2 0.8415 0.8415 0.8301
R1 0.8347 0.8347 0.8290 0.8324
PP 0.8301 0.8301 0.8301 0.8289
S1 0.8233 0.8233 0.8270 0.8210
S2 0.8187 0.8187 0.8259
S3 0.8073 0.8119 0.8249
S4 0.7959 0.8005 0.8217
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8761 0.8684 0.8416
R3 0.8630 0.8553 0.8380
R2 0.8499 0.8499 0.8368
R1 0.8422 0.8422 0.8356 0.8461
PP 0.8368 0.8368 0.8368 0.8388
S1 0.8291 0.8291 0.8332 0.8330
S2 0.8237 0.8237 0.8320
S3 0.8106 0.8160 0.8308
S4 0.7975 0.8029 0.8272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8445 0.8254 0.0191 2.3% 0.0104 1.3% 14% False True 72,785
10 0.8446 0.8097 0.0349 4.2% 0.0113 1.4% 52% False False 78,946
20 0.8446 0.7890 0.0556 6.7% 0.0113 1.4% 70% False False 72,398
40 0.8446 0.7663 0.0783 9.5% 0.0124 1.5% 79% False False 70,473
60 0.8446 0.7610 0.0836 10.1% 0.0138 1.7% 80% False False 51,824
80 0.8446 0.6933 0.1513 18.3% 0.0126 1.5% 89% False False 38,886
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 True
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8853
2.618 0.8666
1.618 0.8552
1.000 0.8482
0.618 0.8438
HIGH 0.8368
0.618 0.8324
0.500 0.8311
0.382 0.8298
LOW 0.8254
0.618 0.8184
1.000 0.8140
1.618 0.8070
2.618 0.7956
4.250 0.7770
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 0.8311 0.8344
PP 0.8301 0.8322
S1 0.8290 0.8301

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

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