CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 0.7913 0.8000 0.0087 1.1% 0.7875
High 0.7985 0.8000 0.0015 0.2% 0.7978
Low 0.7913 0.7968 0.0055 0.7% 0.7738
Close 0.7981 0.7975 -0.0006 -0.1% 0.7980
Range 0.0072 0.0032 -0.0040 -55.6% 0.0240
ATR
Volume 10 3 -7 -70.0% 96
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8077 0.8058 0.7993
R3 0.8045 0.8026 0.7984
R2 0.8013 0.8013 0.7981
R1 0.7994 0.7994 0.7978 0.7988
PP 0.7981 0.7981 0.7981 0.7978
S1 0.7962 0.7962 0.7972 0.7956
S2 0.7949 0.7949 0.7969
S3 0.7917 0.7930 0.7966
S4 0.7885 0.7898 0.7957
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8619 0.8539 0.8112
R3 0.8379 0.8299 0.8046
R2 0.8139 0.8139 0.8024
R1 0.8059 0.8059 0.8002 0.8099
PP 0.7899 0.7899 0.7899 0.7919
S1 0.7819 0.7819 0.7958 0.7859
S2 0.7659 0.7659 0.7936
S3 0.7419 0.7579 0.7914
S4 0.7179 0.7339 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7850 0.0150 1.9% 0.0052 0.7% 83% True False 15
10 0.8000 0.7738 0.0262 3.3% 0.0062 0.8% 90% True False 18
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 True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8136
2.618 0.8084
1.618 0.8052
1.000 0.8032
0.618 0.8020
HIGH 0.8000
0.618 0.7988
0.500 0.7984
0.382 0.7980
LOW 0.7968
0.618 0.7948
1.000 0.7936
1.618 0.7916
2.618 0.7884
4.250 0.7832
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 0.7984 0.7969
PP 0.7981 0.7963
S1 0.7978 0.7957

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

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