CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 0.8290 0.8281 -0.0009 -0.1% 0.8280
High 0.8341 0.8299 -0.0042 -0.5% 0.8374
Low 0.8250 0.8195 -0.0055 -0.7% 0.8273
Close 0.8271 0.8218 -0.0053 -0.6% 0.8282
Range 0.0091 0.0104 0.0013 14.3% 0.0101
ATR 0.0094 0.0095 0.0001 0.8% 0.0000
Volume 183 123 -60 -32.8% 488
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8549 0.8488 0.8275
R3 0.8445 0.8384 0.8247
R2 0.8341 0.8341 0.8237
R1 0.8280 0.8280 0.8228 0.8259
PP 0.8237 0.8237 0.8237 0.8227
S1 0.8176 0.8176 0.8208 0.8155
S2 0.8133 0.8133 0.8199
S3 0.8029 0.8072 0.8189
S4 0.7925 0.7968 0.8161
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8613 0.8548 0.8338
R3 0.8512 0.8447 0.8310
R2 0.8411 0.8411 0.8301
R1 0.8346 0.8346 0.8291 0.8379
PP 0.8310 0.8310 0.8310 0.8326
S1 0.8245 0.8245 0.8273 0.8278
S2 0.8209 0.8209 0.8263
S3 0.8108 0.8144 0.8254
S4 0.8007 0.8043 0.8226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8366 0.8195 0.0171 2.1% 0.0089 1.1% 13% False True 127
10 0.8374 0.8046 0.0328 4.0% 0.0091 1.1% 52% False False 116
20 0.8374 0.7828 0.0546 6.6% 0.0088 1.1% 71% False False 98
40 0.8374 0.7615 0.0759 9.2% 0.0077 0.9% 79% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8741
2.618 0.8571
1.618 0.8467
1.000 0.8403
0.618 0.8363
HIGH 0.8299
0.618 0.8259
0.500 0.8247
0.382 0.8235
LOW 0.8195
0.618 0.8131
1.000 0.8091
1.618 0.8027
2.618 0.7923
4.250 0.7753
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 0.8247 0.8280
PP 0.8237 0.8259
S1 0.8228 0.8239

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

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