CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 0.8078 0.8050 -0.0028 -0.3% 0.7960
High 0.8134 0.8095 -0.0039 -0.5% 0.8134
Low 0.8023 0.8050 0.0027 0.3% 0.7960
Close 0.8081 0.8082 0.0001 0.0% 0.8082
Range 0.0111 0.0045 -0.0066 -59.5% 0.0174
ATR 0.0099 0.0095 -0.0004 -3.9% 0.0000
Volume 85 104 19 22.4% 415
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8211 0.8191 0.8107
R3 0.8166 0.8146 0.8094
R2 0.8121 0.8121 0.8090
R1 0.8101 0.8101 0.8086 0.8111
PP 0.8076 0.8076 0.8076 0.8081
S1 0.8056 0.8056 0.8078 0.8066
S2 0.8031 0.8031 0.8074
S3 0.7986 0.8011 0.8070
S4 0.7941 0.7966 0.8057
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8581 0.8505 0.8178
R3 0.8407 0.8331 0.8130
R2 0.8233 0.8233 0.8114
R1 0.8157 0.8157 0.8098 0.8195
PP 0.8059 0.8059 0.8059 0.8078
S1 0.7983 0.7983 0.8066 0.8021
S2 0.7885 0.7885 0.8050
S3 0.7711 0.7809 0.8034
S4 0.7537 0.7635 0.7986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8134 0.7960 0.0174 2.2% 0.0089 1.1% 70% False False 83
10 0.8134 0.7615 0.0519 6.4% 0.0094 1.2% 90% False False 91
20 0.8134 0.7615 0.0519 6.4% 0.0076 0.9% 90% False False 52
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 0.0021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8286
2.618 0.8213
1.618 0.8168
1.000 0.8140
0.618 0.8123
HIGH 0.8095
0.618 0.8078
0.500 0.8073
0.382 0.8067
LOW 0.8050
0.618 0.8022
1.000 0.8005
1.618 0.7977
2.618 0.7932
4.250 0.7859
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 0.8079 0.8080
PP 0.8076 0.8079
S1 0.8073 0.8077

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

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