CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 0.7688 0.7757 0.0069 0.9% 0.7800
High 0.7744 0.7862 0.0118 1.5% 0.7866
Low 0.7615 0.7757 0.0142 1.9% 0.7641
Close 0.7726 0.7801 0.0075 1.0% 0.7688
Range 0.0129 0.0105 -0.0024 -18.6% 0.0225
ATR 0.0093 0.0096 0.0003 3.3% 0.0000
Volume 88 153 65 73.9% 82
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8122 0.8066 0.7859
R3 0.8017 0.7961 0.7830
R2 0.7912 0.7912 0.7820
R1 0.7856 0.7856 0.7811 0.7884
PP 0.7807 0.7807 0.7807 0.7821
S1 0.7751 0.7751 0.7791 0.7779
S2 0.7702 0.7702 0.7782
S3 0.7597 0.7646 0.7772
S4 0.7492 0.7541 0.7743
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 0.7862 0.7615 0.0247 3.2% 0.0108 1.4% 75% True False 59
10 0.8000 0.7615 0.0385 4.9% 0.0071 0.9% 48% False False 36
20 0.8000 0.7615 0.0385 4.9% 0.0067 0.9% 48% False False 27
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 False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8308
2.618 0.8137
1.618 0.8032
1.000 0.7967
0.618 0.7927
HIGH 0.7862
0.618 0.7822
0.500 0.7810
0.382 0.7797
LOW 0.7757
0.618 0.7692
1.000 0.7652
1.618 0.7587
2.618 0.7482
4.250 0.7311
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 0.7810 0.7780
PP 0.7807 0.7759
S1 0.7804 0.7739

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

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