CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 0.8380 0.8225 -0.0155 -1.8% 0.8290
High 0.8398 0.8225 -0.0173 -2.1% 0.8398
Low 0.8205 0.8080 -0.0125 -1.5% 0.8105
Close 0.8203 0.8145 -0.0058 -0.7% 0.8203
Range 0.0193 0.0145 -0.0048 -24.9% 0.0293
ATR 0.0106 0.0109 0.0003 2.6% 0.0000
Volume 225 185 -40 -17.8% 1,069
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8585 0.8510 0.8225
R3 0.8440 0.8365 0.8185
R2 0.8295 0.8295 0.8172
R1 0.8220 0.8220 0.8158 0.8185
PP 0.8150 0.8150 0.8150 0.8133
S1 0.8075 0.8075 0.8132 0.8040
S2 0.8005 0.8005 0.8118
S3 0.7860 0.7930 0.8105
S4 0.7715 0.7785 0.8065
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9114 0.8952 0.8364
R3 0.8821 0.8659 0.8284
R2 0.8528 0.8528 0.8257
R1 0.8366 0.8366 0.8230 0.8301
PP 0.8235 0.8235 0.8235 0.8203
S1 0.8073 0.8073 0.8176 0.8008
S2 0.7942 0.7942 0.8149
S3 0.7649 0.7780 0.8122
S4 0.7356 0.7487 0.8042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8398 0.8080 0.0318 3.9% 0.0140 1.7% 20% False True 214
10 0.8398 0.8080 0.0318 3.9% 0.0111 1.4% 20% False True 169
20 0.8398 0.8010 0.0388 4.8% 0.0099 1.2% 35% False False 130
40 0.8398 0.7615 0.0783 9.6% 0.0086 1.1% 68% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8841
2.618 0.8605
1.618 0.8460
1.000 0.8370
0.618 0.8315
HIGH 0.8225
0.618 0.8170
0.500 0.8153
0.382 0.8135
LOW 0.8080
0.618 0.7990
1.000 0.7935
1.618 0.7845
2.618 0.7700
4.250 0.7464
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 0.8153 0.8239
PP 0.8150 0.8208
S1 0.8148 0.8176

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

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