CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 0.8225 0.8156 -0.0069 -0.8% 0.8290
High 0.8225 0.8195 -0.0030 -0.4% 0.8398
Low 0.8080 0.8121 0.0041 0.5% 0.8105
Close 0.8145 0.8187 0.0042 0.5% 0.8203
Range 0.0145 0.0074 -0.0071 -49.0% 0.0293
ATR 0.0109 0.0106 -0.0002 -2.3% 0.0000
Volume 185 270 85 45.9% 1,069
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8390 0.8362 0.8228
R3 0.8316 0.8288 0.8207
R2 0.8242 0.8242 0.8201
R1 0.8214 0.8214 0.8194 0.8228
PP 0.8168 0.8168 0.8168 0.8175
S1 0.8140 0.8140 0.8180 0.8154
S2 0.8094 0.8094 0.8173
S3 0.8020 0.8066 0.8167
S4 0.7946 0.7992 0.8146
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% 0.0134 1.6% 34% False False 243
10 0.8398 0.8080 0.0318 3.9% 0.0111 1.4% 34% False False 185
20 0.8398 0.8020 0.0378 4.6% 0.0098 1.2% 44% False False 137
40 0.8398 0.7615 0.0783 9.6% 0.0085 1.0% 73% False False 90
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8510
2.618 0.8389
1.618 0.8315
1.000 0.8269
0.618 0.8241
HIGH 0.8195
0.618 0.8167
0.500 0.8158
0.382 0.8149
LOW 0.8121
0.618 0.8075
1.000 0.8047
1.618 0.8001
2.618 0.7927
4.250 0.7807
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 0.8177 0.8239
PP 0.8168 0.8222
S1 0.8158 0.8204

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

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