CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 0.8913 0.9012 0.0099 1.1% 0.9165
High 0.9087 0.9060 -0.0027 -0.3% 0.9234
Low 0.8913 0.8882 -0.0031 -0.3% 0.8904
Close 0.8979 0.8974 -0.0005 -0.1% 0.8969
Range 0.0174 0.0178 0.0004 2.3% 0.0330
ATR 0.0153 0.0155 0.0002 1.2% 0.0000
Volume 129,844 118,215 -11,629 -9.0% 540,333
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9506 0.9418 0.9072
R3 0.9328 0.9240 0.9023
R2 0.9150 0.9150 0.9007
R1 0.9062 0.9062 0.8990 0.9017
PP 0.8972 0.8972 0.8972 0.8950
S1 0.8884 0.8884 0.8958 0.8839
S2 0.8794 0.8794 0.8941
S3 0.8616 0.8706 0.8925
S4 0.8438 0.8528 0.8876
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0026 0.9827 0.9151
R3 0.9696 0.9497 0.9060
R2 0.9366 0.9366 0.9030
R1 0.9167 0.9167 0.8999 0.9102
PP 0.9036 0.9036 0.9036 0.9003
S1 0.8837 0.8837 0.8939 0.8772
S2 0.8706 0.8706 0.8909
S3 0.8376 0.8507 0.8878
S4 0.8046 0.8177 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9164 0.8882 0.0282 3.1% 0.0208 2.3% 33% False True 121,321
10 0.9382 0.8882 0.0500 5.6% 0.0177 2.0% 18% False True 104,233
20 0.9382 0.8813 0.0569 6.3% 0.0148 1.7% 28% False False 89,157
40 0.9382 0.8481 0.0901 10.0% 0.0133 1.5% 55% False False 80,750
60 0.9382 0.8080 0.1302 14.5% 0.0130 1.4% 69% False False 54,595
80 0.9382 0.7828 0.1554 17.3% 0.0119 1.3% 74% False False 40,971
100 0.9382 0.7615 0.1767 19.7% 0.0109 1.2% 77% False False 32,782
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 0.0041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9817
2.618 0.9526
1.618 0.9348
1.000 0.9238
0.618 0.9170
HIGH 0.9060
0.618 0.8992
0.500 0.8971
0.382 0.8950
LOW 0.8882
0.618 0.8772
1.000 0.8704
1.618 0.8594
2.618 0.8416
4.250 0.8126
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 0.8973 0.9014
PP 0.8972 0.9000
S1 0.8971 0.8987

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

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