CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 0.8204 0.8327 0.0123 1.5% 0.8310
High 0.8341 0.8399 0.0058 0.7% 0.8399
Low 0.8180 0.8314 0.0134 1.6% 0.8180
Close 0.8333 0.8336 0.0003 0.0% 0.8336
Range 0.0161 0.0085 -0.0076 -47.2% 0.0219
ATR 0.0111 0.0109 -0.0002 -1.7% 0.0000
Volume 2,754 3,546 792 28.8% 8,054
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8605 0.8555 0.8383
R3 0.8520 0.8470 0.8359
R2 0.8435 0.8435 0.8352
R1 0.8385 0.8385 0.8344 0.8410
PP 0.8350 0.8350 0.8350 0.8362
S1 0.8300 0.8300 0.8328 0.8325
S2 0.8265 0.8265 0.8320
S3 0.8180 0.8215 0.8313
S4 0.8095 0.8130 0.8289
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8962 0.8868 0.8456
R3 0.8743 0.8649 0.8396
R2 0.8524 0.8524 0.8376
R1 0.8430 0.8430 0.8356 0.8477
PP 0.8305 0.8305 0.8305 0.8329
S1 0.8211 0.8211 0.8316 0.8258
S2 0.8086 0.8086 0.8296
S3 0.7867 0.7992 0.8276
S4 0.7648 0.7773 0.8216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8399 0.8180 0.0219 2.6% 0.0105 1.3% 71% True False 1,610
10 0.8399 0.8080 0.0319 3.8% 0.0109 1.3% 80% True False 936
20 0.8399 0.8080 0.0319 3.8% 0.0106 1.3% 80% True False 546
40 0.8399 0.7615 0.0784 9.4% 0.0098 1.2% 92% True False 310
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8760
2.618 0.8622
1.618 0.8537
1.000 0.8484
0.618 0.8452
HIGH 0.8399
0.618 0.8367
0.500 0.8357
0.382 0.8346
LOW 0.8314
0.618 0.8261
1.000 0.8229
1.618 0.8176
2.618 0.8091
4.250 0.7953
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 0.8357 0.8321
PP 0.8350 0.8305
S1 0.8343 0.8290

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

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