CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 0.8619 0.8599 -0.0020 -0.2% 0.8599
High 0.8715 0.8660 -0.0055 -0.6% 0.8734
Low 0.8565 0.8554 -0.0011 -0.1% 0.8533
Close 0.8596 0.8611 0.0015 0.2% 0.8611
Range 0.0150 0.0106 -0.0044 -29.3% 0.0201
ATR 0.0109 0.0109 0.0000 -0.2% 0.0000
Volume 63,251 91,411 28,160 44.5% 337,686
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8926 0.8875 0.8669
R3 0.8820 0.8769 0.8640
R2 0.8714 0.8714 0.8630
R1 0.8663 0.8663 0.8621 0.8689
PP 0.8608 0.8608 0.8608 0.8621
S1 0.8557 0.8557 0.8601 0.8583
S2 0.8502 0.8502 0.8592
S3 0.8396 0.8451 0.8582
S4 0.8290 0.8345 0.8553
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9229 0.9121 0.8722
R3 0.9028 0.8920 0.8666
R2 0.8827 0.8827 0.8648
R1 0.8719 0.8719 0.8629 0.8773
PP 0.8626 0.8626 0.8626 0.8653
S1 0.8518 0.8518 0.8593 0.8572
S2 0.8425 0.8425 0.8574
S3 0.8224 0.8317 0.8556
S4 0.8023 0.8116 0.8500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8734 0.8533 0.0201 2.3% 0.0116 1.4% 39% False False 67,537
10 0.8734 0.8481 0.0253 2.9% 0.0104 1.2% 51% False False 68,960
20 0.8734 0.8174 0.0560 6.5% 0.0111 1.3% 78% False False 43,821
40 0.8734 0.8080 0.0654 7.6% 0.0109 1.3% 81% False False 22,183
60 0.8734 0.7615 0.1119 13.0% 0.0102 1.2% 89% False False 14,814
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 True
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9111
2.618 0.8938
1.618 0.8832
1.000 0.8766
0.618 0.8726
HIGH 0.8660
0.618 0.8620
0.500 0.8607
0.382 0.8594
LOW 0.8554
0.618 0.8488
1.000 0.8448
1.618 0.8382
2.618 0.8276
4.250 0.8104
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 0.8610 0.8644
PP 0.8608 0.8633
S1 0.8607 0.8622

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

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