CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 0.8272 0.8204 -0.0068 -0.8% 0.8225
High 0.8311 0.8341 0.0030 0.4% 0.8321
Low 0.8181 0.8180 -0.0001 0.0% 0.8080
Close 0.8207 0.8333 0.0126 1.5% 0.8268
Range 0.0130 0.0161 0.0031 23.8% 0.0241
ATR 0.0107 0.0111 0.0004 3.6% 0.0000
Volume 526 2,754 2,228 423.6% 1,312
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8768 0.8711 0.8422
R3 0.8607 0.8550 0.8377
R2 0.8446 0.8446 0.8363
R1 0.8389 0.8389 0.8348 0.8418
PP 0.8285 0.8285 0.8285 0.8299
S1 0.8228 0.8228 0.8318 0.8257
S2 0.8124 0.8124 0.8303
S3 0.7963 0.8067 0.8289
S4 0.7802 0.7906 0.8244
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% 0.0123 1.5% 90% False False 926
10 0.8398 0.8080 0.0318 3.8% 0.0119 1.4% 80% False False 604
20 0.8398 0.8080 0.0318 3.8% 0.0106 1.3% 80% False False 371
40 0.8398 0.7615 0.0783 9.4% 0.0096 1.2% 92% False False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9025
2.618 0.8762
1.618 0.8601
1.000 0.8502
0.618 0.8440
HIGH 0.8341
0.618 0.8279
0.500 0.8261
0.382 0.8242
LOW 0.8180
0.618 0.8081
1.000 0.8019
1.618 0.7920
2.618 0.7759
4.250 0.7496
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 0.8309 0.8310
PP 0.8285 0.8288
S1 0.8261 0.8265

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

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