CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 0.8090 0.8170 0.0080 1.0% 0.8133
High 0.8195 0.8257 0.0062 0.8% 0.8257
Low 0.8090 0.8166 0.0076 0.9% 0.8046
Close 0.8188 0.8262 0.0074 0.9% 0.8262
Range 0.0105 0.0091 -0.0014 -13.3% 0.0211
ATR 0.0101 0.0100 -0.0001 -0.7% 0.0000
Volume 256 54 -202 -78.9% 489
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8501 0.8473 0.8312
R3 0.8410 0.8382 0.8287
R2 0.8319 0.8319 0.8279
R1 0.8291 0.8291 0.8270 0.8305
PP 0.8228 0.8228 0.8228 0.8236
S1 0.8200 0.8200 0.8254 0.8214
S2 0.8137 0.8137 0.8245
S3 0.8046 0.8109 0.8237
S4 0.7955 0.8018 0.8212
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8821 0.8753 0.8378
R3 0.8610 0.8542 0.8320
R2 0.8399 0.8399 0.8301
R1 0.8331 0.8331 0.8281 0.8365
PP 0.8188 0.8188 0.8188 0.8206
S1 0.8120 0.8120 0.8243 0.8154
S2 0.7977 0.7977 0.8223
S3 0.7766 0.7909 0.8204
S4 0.7555 0.7698 0.8146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8257 0.8046 0.0211 2.6% 0.0094 1.1% 102% True False 97
10 0.8257 0.7960 0.0297 3.6% 0.0091 1.1% 102% True False 90
20 0.8257 0.7615 0.0642 7.8% 0.0090 1.1% 101% True False 74
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8644
2.618 0.8495
1.618 0.8404
1.000 0.8348
0.618 0.8313
HIGH 0.8257
0.618 0.8222
0.500 0.8212
0.382 0.8201
LOW 0.8166
0.618 0.8110
1.000 0.8075
1.618 0.8019
2.618 0.7928
4.250 0.7779
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 0.8245 0.8225
PP 0.8228 0.8188
S1 0.8212 0.8152

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

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