CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 0.8991 0.9019 0.0028 0.3% 0.8609
High 0.9031 0.9077 0.0046 0.5% 0.9039
Low 0.8933 0.8981 0.0048 0.5% 0.8597
Close 0.9014 0.8995 -0.0019 -0.2% 0.8985
Range 0.0098 0.0096 -0.0002 -2.0% 0.0442
ATR 0.0123 0.0121 -0.0002 -1.6% 0.0000
Volume 66,180 36,970 -29,210 -44.1% 411,396
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9306 0.9246 0.9048
R3 0.9210 0.9150 0.9021
R2 0.9114 0.9114 0.9013
R1 0.9054 0.9054 0.9004 0.9036
PP 0.9018 0.9018 0.9018 0.9009
S1 0.8958 0.8958 0.8986 0.8940
S2 0.8922 0.8922 0.8977
S3 0.8826 0.8862 0.8969
S4 0.8730 0.8766 0.8942
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 0.9077 0.8813 0.0264 2.9% 0.0108 1.2% 69% True False 66,812
10 0.9077 0.8500 0.0577 6.4% 0.0134 1.5% 86% True False 78,093
20 0.9077 0.8500 0.0577 6.4% 0.0123 1.4% 86% True False 74,714
40 0.9077 0.8102 0.0975 10.8% 0.0117 1.3% 92% True False 45,635
60 0.9077 0.8020 0.1057 11.8% 0.0111 1.2% 92% True False 30,469
80 0.9077 0.7615 0.1462 16.3% 0.0101 1.1% 94% True False 22,863
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9485
2.618 0.9328
1.618 0.9232
1.000 0.9173
0.618 0.9136
HIGH 0.9077
0.618 0.9040
0.500 0.9029
0.382 0.9018
LOW 0.8981
0.618 0.8922
1.000 0.8885
1.618 0.8826
2.618 0.8730
4.250 0.8573
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 0.9029 0.9005
PP 0.9018 0.9002
S1 0.9006 0.8998

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

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