CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 0.8623 0.8635 0.0012 0.1% 0.8511
High 0.8645 0.8676 0.0031 0.4% 0.8676
Low 0.8543 0.8608 0.0065 0.8% 0.8507
Close 0.8628 0.8641 0.0013 0.2% 0.8641
Range 0.0102 0.0068 -0.0034 -33.3% 0.0169
ATR 0.0130 0.0125 -0.0004 -3.4% 0.0000
Volume 79,889 59,837 -20,052 -25.1% 343,576
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8846 0.8811 0.8678
R3 0.8778 0.8743 0.8660
R2 0.8710 0.8710 0.8653
R1 0.8675 0.8675 0.8647 0.8693
PP 0.8642 0.8642 0.8642 0.8650
S1 0.8607 0.8607 0.8635 0.8625
S2 0.8574 0.8574 0.8629
S3 0.8506 0.8539 0.8622
S4 0.8438 0.8471 0.8604
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9115 0.9047 0.8734
R3 0.8946 0.8878 0.8687
R2 0.8777 0.8777 0.8672
R1 0.8709 0.8709 0.8656 0.8743
PP 0.8608 0.8608 0.8608 0.8625
S1 0.8540 0.8540 0.8626 0.8574
S2 0.8439 0.8439 0.8610
S3 0.8270 0.8371 0.8595
S4 0.8101 0.8202 0.8548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8676 0.8374 0.0302 3.5% 0.0116 1.3% 88% True False 84,594
10 0.8676 0.8232 0.0444 5.1% 0.0125 1.4% 92% True False 91,115
20 0.8676 0.8136 0.0540 6.2% 0.0129 1.5% 94% True False 83,589
40 0.8676 0.7935 0.0741 8.6% 0.0123 1.4% 95% True False 78,800
60 0.8676 0.7663 0.1013 11.7% 0.0126 1.5% 97% True False 75,687
80 0.8676 0.7618 0.1058 12.2% 0.0137 1.6% 97% True False 62,086
100 0.8676 0.6947 0.1729 20.0% 0.0128 1.5% 98% True False 49,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8965
2.618 0.8854
1.618 0.8786
1.000 0.8744
0.618 0.8718
HIGH 0.8676
0.618 0.8650
0.500 0.8642
0.382 0.8634
LOW 0.8608
0.618 0.8566
1.000 0.8540
1.618 0.8498
2.618 0.8430
4.250 0.8319
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 0.8642 0.8631
PP 0.8642 0.8620
S1 0.8641 0.8610

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

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