CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 0.8170 0.8280 0.0110 1.3% 0.8133
High 0.8257 0.8350 0.0093 1.1% 0.8257
Low 0.8166 0.8280 0.0114 1.4% 0.8046
Close 0.8262 0.8320 0.0058 0.7% 0.8262
Range 0.0091 0.0070 -0.0021 -23.1% 0.0211
ATR 0.0100 0.0099 -0.0001 -0.8% 0.0000
Volume 54 43 -11 -20.4% 489
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8527 0.8493 0.8359
R3 0.8457 0.8423 0.8339
R2 0.8387 0.8387 0.8333
R1 0.8353 0.8353 0.8326 0.8370
PP 0.8317 0.8317 0.8317 0.8325
S1 0.8283 0.8283 0.8314 0.8300
S2 0.8247 0.8247 0.8307
S3 0.8177 0.8213 0.8301
S4 0.8107 0.8143 0.8282
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 0.8350 0.8046 0.0304 3.7% 0.0097 1.2% 90% True False 90
10 0.8350 0.8010 0.0340 4.1% 0.0087 1.0% 91% True False 90
20 0.8350 0.7615 0.0735 8.8% 0.0093 1.1% 96% True False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8648
2.618 0.8533
1.618 0.8463
1.000 0.8420
0.618 0.8393
HIGH 0.8350
0.618 0.8323
0.500 0.8315
0.382 0.8307
LOW 0.8280
0.618 0.8237
1.000 0.8210
1.618 0.8167
2.618 0.8097
4.250 0.7983
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 0.8318 0.8287
PP 0.8317 0.8253
S1 0.8315 0.8220

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

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