CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 0.8122 0.8160 0.0038 0.5% 0.7960
High 0.8216 0.8170 -0.0046 -0.6% 0.8134
Low 0.8122 0.8046 -0.0076 -0.9% 0.7960
Close 0.8187 0.8041 -0.0146 -1.8% 0.8082
Range 0.0094 0.0124 0.0030 31.9% 0.0174
ATR 0.0093 0.0096 0.0003 3.7% 0.0000
Volume 37 64 27 73.0% 415
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8458 0.8373 0.8109
R3 0.8334 0.8249 0.8075
R2 0.8210 0.8210 0.8064
R1 0.8125 0.8125 0.8052 0.8106
PP 0.8086 0.8086 0.8086 0.8076
S1 0.8001 0.8001 0.8030 0.7982
S2 0.7962 0.7962 0.8018
S3 0.7838 0.7877 0.8007
S4 0.7714 0.7753 0.7973
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 0.8023 0.0193 2.4% 0.0086 1.1% 9% False False 73
10 0.8216 0.7878 0.0338 4.2% 0.0086 1.1% 48% False False 80
20 0.8216 0.7615 0.0601 7.5% 0.0081 1.0% 71% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8697
2.618 0.8495
1.618 0.8371
1.000 0.8294
0.618 0.8247
HIGH 0.8170
0.618 0.8123
0.500 0.8108
0.382 0.8093
LOW 0.8046
0.618 0.7969
1.000 0.7922
1.618 0.7845
2.618 0.7721
4.250 0.7519
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 0.8108 0.8131
PP 0.8086 0.8101
S1 0.8063 0.8071

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

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