CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 0.8294 0.8272 -0.0022 -0.3% 0.8225
High 0.8350 0.8311 -0.0039 -0.5% 0.8321
Low 0.8267 0.8181 -0.0086 -1.0% 0.8080
Close 0.8289 0.8207 -0.0082 -1.0% 0.8268
Range 0.0083 0.0130 0.0047 56.6% 0.0241
ATR 0.0105 0.0107 0.0002 1.7% 0.0000
Volume 179 526 347 193.9% 1,312
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8623 0.8545 0.8279
R3 0.8493 0.8415 0.8243
R2 0.8363 0.8363 0.8231
R1 0.8285 0.8285 0.8219 0.8259
PP 0.8233 0.8233 0.8233 0.8220
S1 0.8155 0.8155 0.8195 0.8129
S2 0.8103 0.8103 0.8183
S3 0.7973 0.8025 0.8171
S4 0.7843 0.7895 0.8136
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 0.8145 0.0208 2.5% 0.0099 1.2% 30% False False 413
10 0.8398 0.8080 0.0318 3.9% 0.0111 1.4% 40% False False 357
20 0.8398 0.8080 0.0318 3.9% 0.0104 1.3% 40% False False 246
40 0.8398 0.7615 0.0783 9.5% 0.0092 1.1% 76% False False 153
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8864
2.618 0.8651
1.618 0.8521
1.000 0.8441
0.618 0.8391
HIGH 0.8311
0.618 0.8261
0.500 0.8246
0.382 0.8231
LOW 0.8181
0.618 0.8101
1.000 0.8051
1.618 0.7971
2.618 0.7841
4.250 0.7629
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 0.8246 0.8267
PP 0.8233 0.8247
S1 0.8220 0.8227

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

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