CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	0.8365	0.8334	-0.0031	-0.4%	0.8283
High	0.8422	0.8376	-0.0046	-0.5%	0.8383
Low	0.8325	0.8240	-0.0085	-1.0%	0.8136
Close	0.8349	0.8266	-0.0083	-1.0%	0.8328
Range	0.0097	0.0136	0.0039	40.2%	0.0247
ATR	0.0124	0.0125	0.0001	0.7%	0.0000
Volume	64,049	70,935	6,886	10.8%	377,105

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8702	0.8620	0.8341
R3	0.8566	0.8484	0.8303
R2	0.8430	0.8430	0.8291
R1	0.8348	0.8348	0.8278	0.8321
PP	0.8294	0.8294	0.8294	0.8281
S1	0.8212	0.8212	0.8254	0.8185
S2	0.8158	0.8158	0.8241
S3	0.8022	0.8076	0.8229
S4	0.7886	0.7940	0.8191

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	0.8422	0.8201	0.0221	2.7%	0.0113	1.4%	29%	False	False	71,600
10	0.8460	0.8136	0.0324	3.9%	0.0128	1.5%	40%	False	False	78,017
20	0.8460	0.8120	0.0340	4.1%	0.0122	1.5%	43%	False	False	78,237
40	0.8460	0.7663	0.0797	9.6%	0.0123	1.5%	76%	False	False	73,582
60	0.8460	0.7663	0.0797	9.6%	0.0135	1.6%	76%	False	False	66,029
80	0.8460	0.7298	0.1162	14.1%	0.0134	1.6%	83%	False	False	49,630
100	0.8460	0.6904	0.1556	18.8%	0.0122	1.5%	88%	False	False	39,711

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8954
2.618	0.8732
1.618	0.8596
1.000	0.8512
0.618	0.8460
HIGH	0.8376
0.618	0.8324
0.500	0.8308
0.382	0.8292
LOW	0.8240
0.618	0.8156
1.000	0.8104
1.618	0.8020
2.618	0.7884
4.250	0.7662

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	0.8308	0.8331
PP	0.8294	0.8309
S1	0.8280	0.8288

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