CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 0.8225 0.8220 -0.0005 -0.1% 0.8225
High 0.8255 0.8321 0.0066 0.8% 0.8321
Low 0.8215 0.8145 -0.0070 -0.9% 0.8080
Close 0.8236 0.8268 0.0032 0.4% 0.8268
Range 0.0040 0.0176 0.0136 340.0% 0.0241
ATR 0.0103 0.0108 0.0005 5.0% 0.0000
Volume 186 126 -60 -32.3% 1,312
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8773 0.8696 0.8365
R3 0.8597 0.8520 0.8316
R2 0.8421 0.8421 0.8300
R1 0.8344 0.8344 0.8284 0.8383
PP 0.8245 0.8245 0.8245 0.8264
S1 0.8168 0.8168 0.8252 0.8207
S2 0.8069 0.8069 0.8236
S3 0.7893 0.7992 0.8220
S4 0.7717 0.7816 0.8171
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8946 0.8848 0.8401
R3 0.8705 0.8607 0.8334
R2 0.8464 0.8464 0.8312
R1 0.8366 0.8366 0.8290 0.8415
PP 0.8223 0.8223 0.8223 0.8248
S1 0.8125 0.8125 0.8246 0.8174
S2 0.7982 0.7982 0.8224
S3 0.7741 0.7884 0.8202
S4 0.7500 0.7643 0.8135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8321 0.8080 0.0241 2.9% 0.0113 1.4% 78% True False 262
10 0.8398 0.8080 0.0318 3.8% 0.0121 1.5% 59% False False 238
20 0.8398 0.8046 0.0352 4.3% 0.0103 1.3% 63% False False 167
40 0.8398 0.7615 0.0783 9.5% 0.0090 1.1% 83% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9069
2.618 0.8782
1.618 0.8606
1.000 0.8497
0.618 0.8430
HIGH 0.8321
0.618 0.8254
0.500 0.8233
0.382 0.8212
LOW 0.8145
0.618 0.8036
1.000 0.7969
1.618 0.7860
2.618 0.7684
4.250 0.7397
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 0.8256 0.8249
PP 0.8245 0.8230
S1 0.8233 0.8212

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

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