CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 0.8671 0.8657 -0.0014 -0.2% 0.8599
High 0.8709 0.8794 0.0085 1.0% 0.8734
Low 0.8622 0.8655 0.0033 0.4% 0.8533
Close 0.8668 0.8774 0.0106 1.2% 0.8611
Range 0.0087 0.0139 0.0052 59.8% 0.0201
ATR 0.0112 0.0114 0.0002 1.8% 0.0000
Volume 70,867 70,262 -605 -0.9% 337,686
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9158 0.9105 0.8850
R3 0.9019 0.8966 0.8812
R2 0.8880 0.8880 0.8799
R1 0.8827 0.8827 0.8787 0.8854
PP 0.8741 0.8741 0.8741 0.8754
S1 0.8688 0.8688 0.8761 0.8715
S2 0.8602 0.8602 0.8749
S3 0.8463 0.8549 0.8736
S4 0.8324 0.8410 0.8698
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 0.8794 0.8531 0.0263 3.0% 0.0131 1.5% 92% True False 76,815
10 0.8794 0.8531 0.0263 3.0% 0.0114 1.3% 92% True False 71,411
20 0.8794 0.8256 0.0538 6.1% 0.0109 1.2% 96% True False 54,202
40 0.8794 0.8080 0.0714 8.1% 0.0113 1.3% 97% True False 27,913
60 0.8794 0.7615 0.1179 13.4% 0.0105 1.2% 98% True False 18,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9385
2.618 0.9158
1.618 0.9019
1.000 0.8933
0.618 0.8880
HIGH 0.8794
0.618 0.8741
0.500 0.8725
0.382 0.8708
LOW 0.8655
0.618 0.8569
1.000 0.8516
1.618 0.8430
2.618 0.8291
4.250 0.8064
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 0.8758 0.8737
PP 0.8741 0.8700
S1 0.8725 0.8663

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

View Archives - Comment on this page... - Back to Index of Symbols