CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 0.8000 0.7986 -0.0014 -0.2% 0.7875
High 0.8000 0.8000 0.0000 0.0% 0.7978
Low 0.7968 0.7928 -0.0040 -0.5% 0.7738
Close 0.7975 0.7995 0.0020 0.3% 0.7980
Range 0.0032 0.0072 0.0040 125.0% 0.0240
ATR
Volume 3 2 -1 -33.3% 96
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8190 0.8165 0.8035
R3 0.8118 0.8093 0.8015
R2 0.8046 0.8046 0.8008
R1 0.8021 0.8021 0.8002 0.8034
PP 0.7974 0.7974 0.7974 0.7981
S1 0.7949 0.7949 0.7988 0.7962
S2 0.7902 0.7902 0.7982
S3 0.7830 0.7877 0.7975
S4 0.7758 0.7805 0.7955
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 0.7857 0.0143 1.8% 0.0047 0.6% 97% True False 13
10 0.8000 0.7738 0.0262 3.3% 0.0067 0.8% 98% True False 17
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8306
2.618 0.8188
1.618 0.8116
1.000 0.8072
0.618 0.8044
HIGH 0.8000
0.618 0.7972
0.500 0.7964
0.382 0.7956
LOW 0.7928
0.618 0.7884
1.000 0.7856
1.618 0.7812
2.618 0.7740
4.250 0.7622
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 0.7985 0.7982
PP 0.7974 0.7969
S1 0.7964 0.7957

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

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