CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 0.8460 0.8552 0.0092 1.1% 0.8336
High 0.8590 0.8602 0.0012 0.1% 0.8466
Low 0.8444 0.8499 0.0055 0.7% 0.8174
Close 0.8551 0.8545 -0.0006 -0.1% 0.8448
Range 0.0146 0.0103 -0.0043 -29.5% 0.0292
ATR 0.0117 0.0116 -0.0001 -0.8% 0.0000
Volume 8,032 30,339 22,307 277.7% 25,979
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8858 0.8804 0.8602
R3 0.8755 0.8701 0.8573
R2 0.8652 0.8652 0.8564
R1 0.8598 0.8598 0.8554 0.8574
PP 0.8549 0.8549 0.8549 0.8536
S1 0.8495 0.8495 0.8536 0.8471
S2 0.8446 0.8446 0.8526
S3 0.8343 0.8392 0.8517
S4 0.8240 0.8289 0.8488
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9239 0.9135 0.8609
R3 0.8947 0.8843 0.8528
R2 0.8655 0.8655 0.8502
R1 0.8551 0.8551 0.8475 0.8603
PP 0.8363 0.8363 0.8363 0.8389
S1 0.8259 0.8259 0.8421 0.8311
S2 0.8071 0.8071 0.8394
S3 0.7779 0.7967 0.8368
S4 0.7487 0.7675 0.8287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8602 0.8256 0.0346 4.0% 0.0114 1.3% 84% True False 8,823
10 0.8602 0.8174 0.0428 5.0% 0.0126 1.5% 87% True False 7,222
20 0.8602 0.8080 0.0522 6.1% 0.0119 1.4% 89% True False 3,789
40 0.8602 0.7878 0.0724 8.5% 0.0105 1.2% 92% True False 1,948
60 0.8602 0.7615 0.0987 11.6% 0.0094 1.1% 94% True False 1,309
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9040
2.618 0.8872
1.618 0.8769
1.000 0.8705
0.618 0.8666
HIGH 0.8602
0.618 0.8563
0.500 0.8551
0.382 0.8538
LOW 0.8499
0.618 0.8435
1.000 0.8396
1.618 0.8332
2.618 0.8229
4.250 0.8061
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 0.8551 0.8538
PP 0.8549 0.8530
S1 0.8547 0.8523

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

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