CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 0.8345 0.8363 0.0018 0.2% 0.8133
High 0.8374 0.8366 -0.0008 -0.1% 0.8257
Low 0.8302 0.8275 -0.0027 -0.3% 0.8046
Close 0.8331 0.8333 0.0002 0.0% 0.8262
Range 0.0072 0.0091 0.0019 26.4% 0.0211
ATR 0.0097 0.0097 0.0000 -0.4% 0.0000
Volume 114 92 -22 -19.3% 489
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8598 0.8556 0.8383
R3 0.8507 0.8465 0.8358
R2 0.8416 0.8416 0.8350
R1 0.8374 0.8374 0.8341 0.8350
PP 0.8325 0.8325 0.8325 0.8312
S1 0.8283 0.8283 0.8325 0.8259
S2 0.8234 0.8234 0.8316
S3 0.8143 0.8192 0.8308
S4 0.8052 0.8101 0.8283
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 0.8090 0.0284 3.4% 0.0086 1.0% 86% False False 111
10 0.8374 0.8023 0.0351 4.2% 0.0086 1.0% 88% False False 92
20 0.8374 0.7615 0.0759 9.1% 0.0091 1.1% 95% False False 84
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8753
2.618 0.8604
1.618 0.8513
1.000 0.8457
0.618 0.8422
HIGH 0.8366
0.618 0.8331
0.500 0.8321
0.382 0.8310
LOW 0.8275
0.618 0.8219
1.000 0.8184
1.618 0.8128
2.618 0.8037
4.250 0.7888
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 0.8329 0.8330
PP 0.8325 0.8327
S1 0.8321 0.8325

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

View Archives - Comment on this page... - Back to Index of Symbols