CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 0.8657 0.8776 0.0119 1.4% 0.8599
High 0.8794 0.8808 0.0014 0.2% 0.8734
Low 0.8655 0.8626 -0.0029 -0.3% 0.8533
Close 0.8774 0.8655 -0.0119 -1.4% 0.8611
Range 0.0139 0.0182 0.0043 30.9% 0.0201
ATR 0.0114 0.0118 0.0005 4.3% 0.0000
Volume 70,262 100,493 30,231 43.0% 337,686
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9242 0.9131 0.8755
R3 0.9060 0.8949 0.8705
R2 0.8878 0.8878 0.8688
R1 0.8767 0.8767 0.8672 0.8732
PP 0.8696 0.8696 0.8696 0.8679
S1 0.8585 0.8585 0.8638 0.8550
S2 0.8514 0.8514 0.8622
S3 0.8332 0.8403 0.8605
S4 0.8150 0.8221 0.8555
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 0.8808 0.8531 0.0277 3.2% 0.0137 1.6% 45% True False 84,263
10 0.8808 0.8531 0.0277 3.2% 0.0123 1.4% 45% True False 74,339
20 0.8808 0.8312 0.0496 5.7% 0.0113 1.3% 69% True False 59,096
40 0.8808 0.8080 0.0728 8.4% 0.0116 1.3% 79% True False 30,421
60 0.8808 0.7615 0.1193 13.8% 0.0107 1.2% 87% True False 20,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9582
2.618 0.9284
1.618 0.9102
1.000 0.8990
0.618 0.8920
HIGH 0.8808
0.618 0.8738
0.500 0.8717
0.382 0.8696
LOW 0.8626
0.618 0.8514
1.000 0.8444
1.618 0.8332
2.618 0.8150
4.250 0.7853
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 0.8717 0.8715
PP 0.8696 0.8695
S1 0.8676 0.8675

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

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