CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 0.7757 0.7828 0.0071 0.9% 0.7800
High 0.7862 0.7951 0.0089 1.1% 0.7866
Low 0.7757 0.7828 0.0071 0.9% 0.7641
Close 0.7801 0.7960 0.0159 2.0% 0.7688
Range 0.0105 0.0123 0.0018 17.1% 0.0225
ATR 0.0096 0.0100 0.0004 4.0% 0.0000
Volume 153 52 -101 -66.0% 82
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8282 0.8244 0.8028
R3 0.8159 0.8121 0.7994
R2 0.8036 0.8036 0.7983
R1 0.7998 0.7998 0.7971 0.8017
PP 0.7913 0.7913 0.7913 0.7923
S1 0.7875 0.7875 0.7949 0.7894
S2 0.7790 0.7790 0.7937
S3 0.7667 0.7752 0.7926
S4 0.7544 0.7629 0.7892
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 0.7951 0.7615 0.0336 4.2% 0.0105 1.3% 103% True False 65
10 0.7951 0.7615 0.0336 4.2% 0.0076 1.0% 103% True False 41
20 0.8000 0.7615 0.0385 4.8% 0.0072 0.9% 90% False False 29
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8474
2.618 0.8273
1.618 0.8150
1.000 0.8074
0.618 0.8027
HIGH 0.7951
0.618 0.7904
0.500 0.7890
0.382 0.7875
LOW 0.7828
0.618 0.7752
1.000 0.7705
1.618 0.7629
2.618 0.7506
4.250 0.7305
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 0.7937 0.7901
PP 0.7913 0.7842
S1 0.7890 0.7783

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

View Archives - Comment on this page... - Back to Index of Symbols