CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 0.8310 0.8294 -0.0016 -0.2% 0.8225
High 0.8353 0.8350 -0.0003 0.0% 0.8321
Low 0.8289 0.8267 -0.0022 -0.3% 0.8080
Close 0.8310 0.8289 -0.0021 -0.3% 0.8268
Range 0.0064 0.0083 0.0019 29.7% 0.0241
ATR 0.0107 0.0105 -0.0002 -1.6% 0.0000
Volume 1,049 179 -870 -82.9% 1,312
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8551 0.8503 0.8335
R3 0.8468 0.8420 0.8312
R2 0.8385 0.8385 0.8304
R1 0.8337 0.8337 0.8297 0.8320
PP 0.8302 0.8302 0.8302 0.8293
S1 0.8254 0.8254 0.8281 0.8237
S2 0.8219 0.8219 0.8274
S3 0.8136 0.8171 0.8266
S4 0.8053 0.8088 0.8243
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% 0.0098 1.2% 75% False False 417
10 0.8398 0.8080 0.0318 3.8% 0.0116 1.4% 66% False False 330
20 0.8398 0.8046 0.0352 4.2% 0.0103 1.2% 69% False False 223
40 0.8398 0.7615 0.0783 9.4% 0.0091 1.1% 86% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8703
2.618 0.8567
1.618 0.8484
1.000 0.8433
0.618 0.8401
HIGH 0.8350
0.618 0.8318
0.500 0.8309
0.382 0.8299
LOW 0.8267
0.618 0.8216
1.000 0.8184
1.618 0.8133
2.618 0.8050
4.250 0.7914
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 0.8309 0.8276
PP 0.8302 0.8262
S1 0.8296 0.8249

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

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