CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 0.9239 0.9189 -0.0050 -0.5% 0.8991
High 0.9264 0.9282 0.0018 0.2% 0.9221
Low 0.9134 0.9146 0.0012 0.1% 0.8933
Close 0.9174 0.9265 0.0091 1.0% 0.9124
Range 0.0130 0.0136 0.0006 4.6% 0.0288
ATR 0.0125 0.0126 0.0001 0.6% 0.0000
Volume 65,083 79,400 14,317 22.0% 347,999
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9639 0.9588 0.9340
R3 0.9503 0.9452 0.9302
R2 0.9367 0.9367 0.9290
R1 0.9316 0.9316 0.9277 0.9342
PP 0.9231 0.9231 0.9231 0.9244
S1 0.9180 0.9180 0.9253 0.9206
S2 0.9095 0.9095 0.9240
S3 0.8959 0.9044 0.9228
S4 0.8823 0.8908 0.9190
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 0.9282 0.9062 0.0220 2.4% 0.0136 1.5% 92% True False 80,104
10 0.9282 0.8850 0.0432 4.7% 0.0125 1.3% 96% True False 74,052
20 0.9282 0.8500 0.0782 8.4% 0.0132 1.4% 98% True False 79,045
40 0.9282 0.8174 0.1108 12.0% 0.0121 1.3% 98% True False 57,724
60 0.9282 0.8080 0.1202 13.0% 0.0116 1.2% 99% True False 38,565
80 0.9282 0.7615 0.1667 18.0% 0.0107 1.2% 99% True False 28,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9860
2.618 0.9638
1.618 0.9502
1.000 0.9418
0.618 0.9366
HIGH 0.9282
0.618 0.9230
0.500 0.9214
0.382 0.9198
LOW 0.9146
0.618 0.9062
1.000 0.9010
1.618 0.8926
2.618 0.8790
4.250 0.8568
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 0.9248 0.9234
PP 0.9231 0.9203
S1 0.9214 0.9172

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

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