CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 0.9153 0.9104 -0.0049 -0.5% 0.8991
High 0.9221 0.9246 0.0025 0.3% 0.9221
Low 0.9072 0.9062 -0.0010 -0.1% 0.8933
Close 0.9124 0.9229 0.0105 1.2% 0.9124
Range 0.0149 0.0184 0.0035 23.5% 0.0288
ATR 0.0121 0.0125 0.0005 3.8% 0.0000
Volume 75,896 96,823 20,927 27.6% 347,999
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9731 0.9664 0.9330
R3 0.9547 0.9480 0.9280
R2 0.9363 0.9363 0.9263
R1 0.9296 0.9296 0.9246 0.9330
PP 0.9179 0.9179 0.9179 0.9196
S1 0.9112 0.9112 0.9212 0.9146
S2 0.8995 0.8995 0.9195
S3 0.8811 0.8928 0.9178
S4 0.8627 0.8744 0.9128
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9957 0.9828 0.9282
R3 0.9669 0.9540 0.9203
R2 0.9381 0.9381 0.9177
R1 0.9252 0.9252 0.9150 0.9317
PP 0.9093 0.9093 0.9093 0.9125
S1 0.8964 0.8964 0.9098 0.9029
S2 0.8805 0.8805 0.9071
S3 0.8517 0.8676 0.9045
S4 0.8229 0.8388 0.8966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9246 0.8981 0.0265 2.9% 0.0125 1.4% 94% True False 75,728
10 0.9246 0.8703 0.0543 5.9% 0.0123 1.3% 97% True False 73,717
20 0.9246 0.8500 0.0746 8.1% 0.0131 1.4% 98% True False 77,987
40 0.9246 0.8174 0.1072 11.6% 0.0120 1.3% 98% True False 54,129
60 0.9246 0.8046 0.1200 13.0% 0.0115 1.2% 99% True False 36,158
80 0.9246 0.7615 0.1631 17.7% 0.0105 1.1% 99% True False 27,133
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 0.0034
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0028
2.618 0.9728
1.618 0.9544
1.000 0.9430
0.618 0.9360
HIGH 0.9246
0.618 0.9176
0.500 0.9154
0.382 0.9132
LOW 0.9062
0.618 0.8948
1.000 0.8878
1.618 0.8764
2.618 0.8580
4.250 0.8280
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 0.9204 0.9204
PP 0.9179 0.9179
S1 0.9154 0.9154

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

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