CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 0.8220 0.8310 0.0090 1.1% 0.8225
High 0.8321 0.8353 0.0032 0.4% 0.8321
Low 0.8145 0.8289 0.0144 1.8% 0.8080
Close 0.8268 0.8310 0.0042 0.5% 0.8268
Range 0.0176 0.0064 -0.0112 -63.6% 0.0241
ATR 0.0108 0.0107 -0.0002 -1.5% 0.0000
Volume 126 1,049 923 732.5% 1,312
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8509 0.8474 0.8345
R3 0.8445 0.8410 0.8328
R2 0.8381 0.8381 0.8322
R1 0.8346 0.8346 0.8316 0.8342
PP 0.8317 0.8317 0.8317 0.8316
S1 0.8282 0.8282 0.8304 0.8278
S2 0.8253 0.8253 0.8298
S3 0.8189 0.8218 0.8292
S4 0.8125 0.8154 0.8275
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 0.8353 0.8102 0.0251 3.0% 0.0096 1.2% 83% True False 435
10 0.8398 0.8080 0.0318 3.8% 0.0118 1.4% 72% False False 324
20 0.8398 0.8046 0.0352 4.2% 0.0104 1.2% 75% False False 216
40 0.8398 0.7615 0.0783 9.4% 0.0090 1.1% 89% False False 136
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8625
2.618 0.8521
1.618 0.8457
1.000 0.8417
0.618 0.8393
HIGH 0.8353
0.618 0.8329
0.500 0.8321
0.382 0.8313
LOW 0.8289
0.618 0.8249
1.000 0.8225
1.618 0.8185
2.618 0.8121
4.250 0.8017
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 0.8321 0.8290
PP 0.8317 0.8269
S1 0.8314 0.8249

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

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