CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 0.8280 0.8345 0.0065 0.8% 0.8133
High 0.8350 0.8374 0.0024 0.3% 0.8257
Low 0.8280 0.8302 0.0022 0.3% 0.8046
Close 0.8320 0.8331 0.0011 0.1% 0.8262
Range 0.0070 0.0072 0.0002 2.9% 0.0211
ATR 0.0099 0.0097 -0.0002 -1.9% 0.0000
Volume 43 114 71 165.1% 489
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8552 0.8513 0.8371
R3 0.8480 0.8441 0.8351
R2 0.8408 0.8408 0.8344
R1 0.8369 0.8369 0.8338 0.8353
PP 0.8336 0.8336 0.8336 0.8327
S1 0.8297 0.8297 0.8324 0.8281
S2 0.8264 0.8264 0.8318
S3 0.8192 0.8225 0.8311
S4 0.8120 0.8153 0.8291
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 0.8374 0.8046 0.0328 3.9% 0.0092 1.1% 87% True False 106
10 0.8374 0.8020 0.0354 4.2% 0.0086 1.0% 88% True False 90
20 0.8374 0.7615 0.0759 9.1% 0.0093 1.1% 94% True False 81
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8680
2.618 0.8562
1.618 0.8490
1.000 0.8446
0.618 0.8418
HIGH 0.8374
0.618 0.8346
0.500 0.8338
0.382 0.8330
LOW 0.8302
0.618 0.8258
1.000 0.8230
1.618 0.8186
2.618 0.8114
4.250 0.7996
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 0.8338 0.8311
PP 0.8336 0.8290
S1 0.8333 0.8270

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

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