CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	0.8300	0.8364	0.0064	0.8%	0.8283
High	0.8383	0.8416	0.0033	0.4%	0.8383
Low	0.8201	0.8328	0.0127	1.5%	0.8136
Close	0.8328	0.8370	0.0042	0.5%	0.8328
Range	0.0182	0.0088	-0.0094	-51.6%	0.0247
ATR	0.0129	0.0126	-0.0003	-2.3%	0.0000
Volume	57,839	79,670	21,831	37.7%	377,105

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8635	0.8591	0.8418
R3	0.8547	0.8503	0.8394
R2	0.8459	0.8459	0.8386
R1	0.8415	0.8415	0.8378	0.8437
PP	0.8371	0.8371	0.8371	0.8383
S1	0.8327	0.8327	0.8362	0.8349
S2	0.8283	0.8283	0.8354
S3	0.8195	0.8239	0.8346
S4	0.8107	0.8151	0.8322

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9023	0.8923	0.8464
R3	0.8776	0.8676	0.8396
R2	0.8529	0.8529	0.8373
R1	0.8429	0.8429	0.8351	0.8479
PP	0.8282	0.8282	0.8282	0.8308
S1	0.8182	0.8182	0.8305	0.8232
S2	0.8035	0.8035	0.8283
S3	0.7788	0.7935	0.8260
S4	0.7541	0.7688	0.8192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8416	0.8159	0.0257	3.1%	0.0111	1.3%	82%	True	False	75,551
10	0.8460	0.8136	0.0324	3.9%	0.0135	1.6%	72%	False	False	78,649
20	0.8460	0.8097	0.0363	4.3%	0.0125	1.5%	75%	False	False	79,087
40	0.8460	0.7663	0.0797	9.5%	0.0122	1.5%	89%	False	False	73,148
60	0.8460	0.7663	0.0797	9.5%	0.0140	1.7%	89%	False	False	63,857
80	0.8460	0.7262	0.1198	14.3%	0.0133	1.6%	92%	False	False	47,943

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8790
2.618	0.8646
1.618	0.8558
1.000	0.8504
0.618	0.8470
HIGH	0.8416
0.618	0.8382
0.500	0.8372
0.382	0.8362
LOW	0.8328
0.618	0.8274
1.000	0.8240
1.618	0.8186
2.618	0.8098
4.250	0.7954

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	0.8372	0.8350
PP	0.8371	0.8329
S1	0.8371	0.8309

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