CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 0.8859 0.9014 0.0155 1.7% 0.8609
High 0.9039 0.9033 -0.0006 -0.1% 0.9039
Low 0.8850 0.8961 0.0111 1.3% 0.8597
Close 0.9009 0.8985 -0.0024 -0.3% 0.8985
Range 0.0189 0.0072 -0.0117 -61.9% 0.0442
ATR 0.0129 0.0125 -0.0004 -3.2% 0.0000
Volume 66,576 84,643 18,067 27.1% 411,396
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9209 0.9169 0.9025
R3 0.9137 0.9097 0.9005
R2 0.9065 0.9065 0.8998
R1 0.9025 0.9025 0.8992 0.9009
PP 0.8993 0.8993 0.8993 0.8985
S1 0.8953 0.8953 0.8978 0.8937
S2 0.8921 0.8921 0.8972
S3 0.8849 0.8881 0.8965
S4 0.8777 0.8809 0.8945
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0200 1.0034 0.9228
R3 0.9758 0.9592 0.9107
R2 0.9316 0.9316 0.9066
R1 0.9150 0.9150 0.9026 0.9233
PP 0.8874 0.8874 0.8874 0.8915
S1 0.8708 0.8708 0.8944 0.8791
S2 0.8432 0.8432 0.8904
S3 0.7990 0.8266 0.8863
S4 0.7548 0.7824 0.8742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9039 0.8597 0.0442 4.9% 0.0132 1.5% 88% False False 82,279
10 0.9039 0.8500 0.0539 6.0% 0.0140 1.6% 90% False False 83,693
20 0.9039 0.8481 0.0558 6.2% 0.0122 1.4% 90% False False 76,326
40 0.9039 0.8080 0.0959 10.7% 0.0118 1.3% 94% False False 43,068
60 0.9039 0.7960 0.1079 12.0% 0.0111 1.2% 95% False False 28,753
80 0.9039 0.7615 0.1424 15.8% 0.0102 1.1% 96% False False 21,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9339
2.618 0.9221
1.618 0.9149
1.000 0.9105
0.618 0.9077
HIGH 0.9033
0.618 0.9005
0.500 0.8997
0.382 0.8989
LOW 0.8961
0.618 0.8917
1.000 0.8889
1.618 0.8845
2.618 0.8773
4.250 0.8655
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 0.8997 0.8965
PP 0.8993 0.8946
S1 0.8989 0.8926

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

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