CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 0.8355 0.8274 -0.0081 -1.0% 0.8327
High 0.8368 0.8353 -0.0015 -0.2% 0.8446
Low 0.8254 0.8160 -0.0094 -1.1% 0.8315
Close 0.8280 0.8341 0.0061 0.7% 0.8344
Range 0.0114 0.0193 0.0079 69.3% 0.0131
ATR 0.0120 0.0125 0.0005 4.3% 0.0000
Volume 61,453 79,845 18,392 29.9% 375,163
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8864 0.8795 0.8447
R3 0.8671 0.8602 0.8394
R2 0.8478 0.8478 0.8376
R1 0.8409 0.8409 0.8359 0.8444
PP 0.8285 0.8285 0.8285 0.8302
S1 0.8216 0.8216 0.8323 0.8251
S2 0.8092 0.8092 0.8306
S3 0.7899 0.8023 0.8288
S4 0.7706 0.7830 0.8235
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 0.8160 0.0285 3.4% 0.0124 1.5% 64% False True 75,180
10 0.8446 0.8120 0.0326 3.9% 0.0117 1.4% 68% False False 78,457
20 0.8446 0.7926 0.0520 6.2% 0.0116 1.4% 80% False False 72,570
40 0.8446 0.7663 0.0783 9.4% 0.0125 1.5% 87% False False 70,961
60 0.8446 0.7618 0.0828 9.9% 0.0139 1.7% 87% False False 53,149
80 0.8446 0.6947 0.1499 18.0% 0.0127 1.5% 93% False False 39,883
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 False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.9173
2.618 0.8858
1.618 0.8665
1.000 0.8546
0.618 0.8472
HIGH 0.8353
0.618 0.8279
0.500 0.8257
0.382 0.8234
LOW 0.8160
0.618 0.8041
1.000 0.7967
1.618 0.7848
2.618 0.7655
4.250 0.7340
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 0.8313 0.8322
PP 0.8285 0.8304
S1 0.8257 0.8285

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

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