CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 0.8156 0.8208 0.0052 0.6% 0.8290
High 0.8195 0.8230 0.0035 0.4% 0.8398
Low 0.8121 0.8102 -0.0019 -0.2% 0.8105
Close 0.8187 0.8211 0.0024 0.3% 0.8203
Range 0.0074 0.0128 0.0054 73.0% 0.0293
ATR 0.0106 0.0108 0.0002 1.5% 0.0000
Volume 270 545 275 101.9% 1,069
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8565 0.8516 0.8281
R3 0.8437 0.8388 0.8246
R2 0.8309 0.8309 0.8234
R1 0.8260 0.8260 0.8223 0.8285
PP 0.8181 0.8181 0.8181 0.8193
S1 0.8132 0.8132 0.8199 0.8157
S2 0.8053 0.8053 0.8188
S3 0.7925 0.8004 0.8176
S4 0.7797 0.7876 0.8141
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% 0.0124 1.5% 41% False False 301
10 0.8398 0.8080 0.0318 3.9% 0.0115 1.4% 41% False False 230
20 0.8398 0.8023 0.0375 4.6% 0.0100 1.2% 50% False False 161
40 0.8398 0.7615 0.0783 9.5% 0.0086 1.0% 76% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8774
2.618 0.8565
1.618 0.8437
1.000 0.8358
0.618 0.8309
HIGH 0.8230
0.618 0.8181
0.500 0.8166
0.382 0.8151
LOW 0.8102
0.618 0.8023
1.000 0.7974
1.618 0.7895
2.618 0.7767
4.250 0.7558
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 0.8196 0.8192
PP 0.8181 0.8174
S1 0.8166 0.8155

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

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