CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 0.8560 0.8572 0.0012 0.1% 0.8460
High 0.8583 0.8613 0.0030 0.3% 0.8613
Low 0.8481 0.8545 0.0064 0.8% 0.8444
Close 0.8566 0.8579 0.0013 0.2% 0.8579
Range 0.0102 0.0068 -0.0034 -33.3% 0.0169
ATR 0.0115 0.0111 -0.0003 -2.9% 0.0000
Volume 45,788 75,123 29,335 64.1% 160,852
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8783 0.8749 0.8616
R3 0.8715 0.8681 0.8598
R2 0.8647 0.8647 0.8591
R1 0.8613 0.8613 0.8585 0.8630
PP 0.8579 0.8579 0.8579 0.8588
S1 0.8545 0.8545 0.8573 0.8562
S2 0.8511 0.8511 0.8567
S3 0.8443 0.8477 0.8560
S4 0.8375 0.8409 0.8542
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9052 0.8985 0.8672
R3 0.8883 0.8816 0.8625
R2 0.8714 0.8714 0.8610
R1 0.8647 0.8647 0.8594 0.8681
PP 0.8545 0.8545 0.8545 0.8562
S1 0.8478 0.8478 0.8564 0.8512
S2 0.8376 0.8376 0.8548
S3 0.8207 0.8309 0.8533
S4 0.8038 0.8140 0.8486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8444 0.0169 2.0% 0.0096 1.1% 80% True False 32,170
10 0.8613 0.8174 0.0439 5.1% 0.0118 1.4% 92% True False 18,683
20 0.8613 0.8080 0.0533 6.2% 0.0113 1.3% 94% True False 9,809
40 0.8613 0.7960 0.0653 7.6% 0.0105 1.2% 95% True False 4,966
60 0.8613 0.7615 0.0998 11.6% 0.0095 1.1% 97% True False 3,323
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8902
2.618 0.8791
1.618 0.8723
1.000 0.8681
0.618 0.8655
HIGH 0.8613
0.618 0.8587
0.500 0.8579
0.382 0.8571
LOW 0.8545
0.618 0.8503
1.000 0.8477
1.618 0.8435
2.618 0.8367
4.250 0.8256
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 0.8579 0.8568
PP 0.8579 0.8558
S1 0.8579 0.8547

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

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