CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 0.8281 0.8180 -0.0101 -1.2% 0.8280
High 0.8299 0.8280 -0.0019 -0.2% 0.8374
Low 0.8195 0.8105 -0.0090 -1.1% 0.8273
Close 0.8218 0.8280 0.0062 0.8% 0.8282
Range 0.0104 0.0175 0.0071 68.3% 0.0101
ATR 0.0095 0.0101 0.0006 6.0% 0.0000
Volume 123 258 135 109.8% 488
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8747 0.8688 0.8376
R3 0.8572 0.8513 0.8328
R2 0.8397 0.8397 0.8312
R1 0.8338 0.8338 0.8296 0.8368
PP 0.8222 0.8222 0.8222 0.8236
S1 0.8163 0.8163 0.8264 0.8193
S2 0.8047 0.8047 0.8248
S3 0.7872 0.7988 0.8232
S4 0.7697 0.7813 0.8184
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 0.8365 0.8105 0.0260 3.1% 0.0106 1.3% 67% False True 160
10 0.8374 0.8090 0.0284 3.4% 0.0096 1.2% 67% False False 136
20 0.8374 0.7878 0.0496 6.0% 0.0091 1.1% 81% False False 108
40 0.8374 0.7615 0.0759 9.2% 0.0081 1.0% 88% False False 68
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 0.0020
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9024
2.618 0.8738
1.618 0.8563
1.000 0.8455
0.618 0.8388
HIGH 0.8280
0.618 0.8213
0.500 0.8193
0.382 0.8172
LOW 0.8105
0.618 0.7997
1.000 0.7930
1.618 0.7822
2.618 0.7647
4.250 0.7361
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 0.8251 0.8261
PP 0.8222 0.8242
S1 0.8193 0.8223

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

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