CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 0.7938 0.7900 -0.0038 -0.5% 0.7688
High 0.7957 0.7951 -0.0006 -0.1% 0.7957
Low 0.7878 0.7888 0.0010 0.1% 0.7615
Close 0.7967 0.7947 -0.0020 -0.3% 0.7947
Range 0.0079 0.0063 -0.0016 -20.3% 0.0342
ATR 0.0098 0.0097 -0.0001 -1.4% 0.0000
Volume 102 108 6 5.9% 503
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8118 0.8095 0.7982
R3 0.8055 0.8032 0.7964
R2 0.7992 0.7992 0.7959
R1 0.7969 0.7969 0.7953 0.7981
PP 0.7929 0.7929 0.7929 0.7934
S1 0.7906 0.7906 0.7941 0.7918
S2 0.7866 0.7866 0.7935
S3 0.7803 0.7843 0.7930
S4 0.7740 0.7780 0.7912
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8866 0.8748 0.8135
R3 0.8524 0.8406 0.8041
R2 0.8182 0.8182 0.8010
R1 0.8064 0.8064 0.7978 0.8123
PP 0.7840 0.7840 0.7840 0.7869
S1 0.7722 0.7722 0.7916 0.7781
S2 0.7498 0.7498 0.7884
S3 0.7156 0.7380 0.7853
S4 0.6814 0.7038 0.7759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7957 0.7615 0.0342 4.3% 0.0100 1.3% 97% False False 100
10 0.7957 0.7615 0.0342 4.3% 0.0088 1.1% 97% False False 58
20 0.8000 0.7615 0.0385 4.8% 0.0074 0.9% 86% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8116
1.618 0.8053
1.000 0.8014
0.618 0.7990
HIGH 0.7951
0.618 0.7927
0.500 0.7920
0.382 0.7912
LOW 0.7888
0.618 0.7849
1.000 0.7825
1.618 0.7786
2.618 0.7723
4.250 0.7620
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 0.7938 0.7929
PP 0.7929 0.7911
S1 0.7920 0.7893

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

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