CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 0.9040 0.9107 0.0067 0.7% 0.8609
High 0.9108 0.9178 0.0070 0.8% 0.9039
Low 0.8995 0.9097 0.0102 1.1% 0.8597
Close 0.9090 0.9148 0.0058 0.6% 0.8985
Range 0.0113 0.0081 -0.0032 -28.3% 0.0442
ATR 0.0121 0.0118 -0.0002 -1.9% 0.0000
Volume 85,631 83,322 -2,309 -2.7% 411,396
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9384 0.9347 0.9193
R3 0.9303 0.9266 0.9170
R2 0.9222 0.9222 0.9163
R1 0.9185 0.9185 0.9155 0.9204
PP 0.9141 0.9141 0.9141 0.9150
S1 0.9104 0.9104 0.9141 0.9123
S2 0.9060 0.9060 0.9133
S3 0.8979 0.9023 0.9126
S4 0.8898 0.8942 0.9103
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 0.9178 0.8933 0.0245 2.7% 0.0092 1.0% 88% True False 71,349
10 0.9178 0.8500 0.0678 7.4% 0.0121 1.3% 96% True False 77,912
20 0.9178 0.8500 0.0678 7.4% 0.0122 1.3% 96% True False 76,126
40 0.9178 0.8145 0.1033 11.3% 0.0118 1.3% 97% True False 49,841
60 0.9178 0.8046 0.1132 12.4% 0.0111 1.2% 97% True False 33,283
80 0.9178 0.7615 0.1563 17.1% 0.0102 1.1% 98% True False 24,974
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9522
2.618 0.9390
1.618 0.9309
1.000 0.9259
0.618 0.9228
HIGH 0.9178
0.618 0.9147
0.500 0.9138
0.382 0.9128
LOW 0.9097
0.618 0.9047
1.000 0.9016
1.618 0.8966
2.618 0.8885
4.250 0.8753
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 0.9145 0.9125
PP 0.9141 0.9102
S1 0.9138 0.9080

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

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