CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 0.7835 0.7745 -0.0090 -1.1% 0.7913
High 0.7866 0.7781 -0.0085 -1.1% 0.8000
Low 0.7800 0.7641 -0.0159 -2.0% 0.7860
Close 0.7826 0.7649 -0.0177 -2.3% 0.7859
Range 0.0066 0.0140 0.0074 112.1% 0.0140
ATR 0.0080 0.0087 0.0008 9.4% 0.0000
Volume 22 22 0 0.0% 59
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8110 0.8020 0.7726
R3 0.7970 0.7880 0.7688
R2 0.7830 0.7830 0.7675
R1 0.7740 0.7740 0.7662 0.7715
PP 0.7690 0.7690 0.7690 0.7678
S1 0.7600 0.7600 0.7636 0.7575
S2 0.7550 0.7550 0.7623
S3 0.7410 0.7460 0.7611
S4 0.7270 0.7320 0.7572
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8326 0.8233 0.7936
R3 0.8186 0.8093 0.7898
R2 0.8046 0.8046 0.7885
R1 0.7953 0.7953 0.7872 0.7930
PP 0.7906 0.7906 0.7906 0.7895
S1 0.7813 0.7813 0.7846 0.7790
S2 0.7766 0.7766 0.7833
S3 0.7626 0.7673 0.7821
S4 0.7486 0.7533 0.7782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7641 0.0259 3.4% 0.0047 0.6% 3% False True 18
10 0.8000 0.7641 0.0359 4.7% 0.0047 0.6% 2% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8376
2.618 0.8148
1.618 0.8008
1.000 0.7921
0.618 0.7868
HIGH 0.7781
0.618 0.7728
0.500 0.7711
0.382 0.7694
LOW 0.7641
0.618 0.7554
1.000 0.7501
1.618 0.7414
2.618 0.7274
4.250 0.7046
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 0.7711 0.7754
PP 0.7690 0.7719
S1 0.7670 0.7684

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

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