CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 0.7734 0.7688 -0.0046 -0.6% 0.7800
High 0.7734 0.7744 0.0010 0.1% 0.7866
Low 0.7660 0.7615 -0.0045 -0.6% 0.7641
Close 0.7688 0.7726 0.0038 0.5% 0.7688
Range 0.0074 0.0129 0.0055 74.3% 0.0225
ATR 0.0090 0.0093 0.0003 3.1% 0.0000
Volume 12 88 76 633.3% 82
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8082 0.8033 0.7797
R3 0.7953 0.7904 0.7761
R2 0.7824 0.7824 0.7750
R1 0.7775 0.7775 0.7738 0.7800
PP 0.7695 0.7695 0.7695 0.7707
S1 0.7646 0.7646 0.7714 0.7671
S2 0.7566 0.7566 0.7702
S3 0.7437 0.7517 0.7691
S4 0.7308 0.7388 0.7655
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8407 0.8272 0.7812
R3 0.8182 0.8047 0.7750
R2 0.7957 0.7957 0.7729
R1 0.7822 0.7822 0.7709 0.7777
PP 0.7732 0.7732 0.7732 0.7709
S1 0.7597 0.7597 0.7667 0.7552
S2 0.7507 0.7507 0.7647
S3 0.7282 0.7372 0.7626
S4 0.7057 0.7147 0.7564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7866 0.7615 0.0251 3.2% 0.0101 1.3% 44% False True 33
10 0.8000 0.7615 0.0385 5.0% 0.0064 0.8% 29% False True 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8292
2.618 0.8082
1.618 0.7953
1.000 0.7873
0.618 0.7824
HIGH 0.7744
0.618 0.7695
0.500 0.7680
0.382 0.7664
LOW 0.7615
0.618 0.7535
1.000 0.7486
1.618 0.7406
2.618 0.7277
4.250 0.7067
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 0.7711 0.7714
PP 0.7695 0.7702
S1 0.7680 0.7690

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

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