CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 0.8050 0.8133 0.0083 1.0% 0.7960
High 0.8095 0.8152 0.0057 0.7% 0.8134
Low 0.8050 0.8098 0.0048 0.6% 0.7960
Close 0.8082 0.8143 0.0061 0.8% 0.8082
Range 0.0045 0.0054 0.0009 20.0% 0.0174
ATR 0.0095 0.0093 -0.0002 -1.9% 0.0000
Volume 104 78 -26 -25.0% 415
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8293 0.8272 0.8173
R3 0.8239 0.8218 0.8158
R2 0.8185 0.8185 0.8153
R1 0.8164 0.8164 0.8148 0.8175
PP 0.8131 0.8131 0.8131 0.8136
S1 0.8110 0.8110 0.8138 0.8121
S2 0.8077 0.8077 0.8133
S3 0.8023 0.8056 0.8128
S4 0.7969 0.8002 0.8113
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 0.8152 0.8010 0.0142 1.7% 0.0076 0.9% 94% True False 89
10 0.8152 0.7757 0.0395 4.9% 0.0087 1.1% 98% True False 90
20 0.8152 0.7615 0.0537 6.6% 0.0075 0.9% 98% True False 56
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8382
2.618 0.8293
1.618 0.8239
1.000 0.8206
0.618 0.8185
HIGH 0.8152
0.618 0.8131
0.500 0.8125
0.382 0.8119
LOW 0.8098
0.618 0.8065
1.000 0.8044
1.618 0.8011
2.618 0.7957
4.250 0.7869
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 0.8137 0.8125
PP 0.8131 0.8106
S1 0.8125 0.8088

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

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