CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 0.8133 0.8122 -0.0011 -0.1% 0.7960
High 0.8152 0.8216 0.0064 0.8% 0.8134
Low 0.8098 0.8122 0.0024 0.3% 0.7960
Close 0.8143 0.8187 0.0044 0.5% 0.8082
Range 0.0054 0.0094 0.0040 74.1% 0.0174
ATR 0.0093 0.0093 0.0000 0.1% 0.0000
Volume 78 37 -41 -52.6% 415
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8457 0.8416 0.8239
R3 0.8363 0.8322 0.8213
R2 0.8269 0.8269 0.8204
R1 0.8228 0.8228 0.8196 0.8249
PP 0.8175 0.8175 0.8175 0.8185
S1 0.8134 0.8134 0.8178 0.8155
S2 0.8081 0.8081 0.8170
S3 0.7987 0.8040 0.8161
S4 0.7893 0.7946 0.8135
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 0.8216 0.8020 0.0196 2.4% 0.0079 1.0% 85% True False 74
10 0.8216 0.7828 0.0388 4.7% 0.0086 1.0% 93% True False 79
20 0.8216 0.7615 0.0601 7.3% 0.0078 1.0% 95% True False 58
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8616
2.618 0.8462
1.618 0.8368
1.000 0.8310
0.618 0.8274
HIGH 0.8216
0.618 0.8180
0.500 0.8169
0.382 0.8158
LOW 0.8122
0.618 0.8064
1.000 0.8028
1.618 0.7970
2.618 0.7876
4.250 0.7723
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 0.8181 0.8169
PP 0.8175 0.8151
S1 0.8169 0.8133

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

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