CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 0.8160 0.8090 -0.0070 -0.9% 0.7960
High 0.8170 0.8195 0.0025 0.3% 0.8134
Low 0.8046 0.8090 0.0044 0.5% 0.7960
Close 0.8041 0.8188 0.0147 1.8% 0.8082
Range 0.0124 0.0105 -0.0019 -15.3% 0.0174
ATR 0.0096 0.0101 0.0004 4.3% 0.0000
Volume 64 256 192 300.0% 415
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8473 0.8435 0.8246
R3 0.8368 0.8330 0.8217
R2 0.8263 0.8263 0.8207
R1 0.8225 0.8225 0.8198 0.8244
PP 0.8158 0.8158 0.8158 0.8167
S1 0.8120 0.8120 0.8178 0.8139
S2 0.8053 0.8053 0.8169
S3 0.7948 0.8015 0.8159
S4 0.7843 0.7910 0.8130
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 0.8046 0.0170 2.1% 0.0084 1.0% 84% False False 107
10 0.8216 0.7888 0.0328 4.0% 0.0089 1.1% 91% False False 95
20 0.8216 0.7615 0.0601 7.3% 0.0086 1.1% 95% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8641
2.618 0.8470
1.618 0.8365
1.000 0.8300
0.618 0.8260
HIGH 0.8195
0.618 0.8155
0.500 0.8143
0.382 0.8130
LOW 0.8090
0.618 0.8025
1.000 0.7985
1.618 0.7920
2.618 0.7815
4.250 0.7644
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 0.8173 0.8169
PP 0.8158 0.8150
S1 0.8143 0.8131

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

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