CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 0.8363 0.8348 -0.0015 -0.2% 0.8133
High 0.8366 0.8357 -0.0009 -0.1% 0.8257
Low 0.8275 0.8290 0.0015 0.2% 0.8046
Close 0.8333 0.8296 -0.0037 -0.4% 0.8262
Range 0.0091 0.0067 -0.0024 -26.4% 0.0211
ATR 0.0097 0.0095 -0.0002 -2.2% 0.0000
Volume 92 152 60 65.2% 489
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8515 0.8473 0.8333
R3 0.8448 0.8406 0.8314
R2 0.8381 0.8381 0.8308
R1 0.8339 0.8339 0.8302 0.8327
PP 0.8314 0.8314 0.8314 0.8308
S1 0.8272 0.8272 0.8290 0.8260
S2 0.8247 0.8247 0.8284
S3 0.8180 0.8205 0.8278
S4 0.8113 0.8138 0.8259
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 0.8166 0.0208 2.5% 0.0078 0.9% 63% False False 91
10 0.8374 0.8046 0.0328 4.0% 0.0081 1.0% 76% False False 99
20 0.8374 0.7615 0.0759 9.1% 0.0089 1.1% 90% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8642
2.618 0.8532
1.618 0.8465
1.000 0.8424
0.618 0.8398
HIGH 0.8357
0.618 0.8331
0.500 0.8324
0.382 0.8316
LOW 0.8290
0.618 0.8249
1.000 0.8223
1.618 0.8182
2.618 0.8115
4.250 0.8005
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 0.8324 0.8325
PP 0.8314 0.8315
S1 0.8305 0.8306

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

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