CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 0.9279 0.9270 -0.0009 -0.1% 0.9176
High 0.9315 0.9277 -0.0038 -0.4% 0.9344
Low 0.9242 0.9111 -0.0131 -1.4% 0.9165
Close 0.9248 0.9169 -0.0079 -0.9% 0.9294
Range 0.0073 0.0166 0.0093 127.4% 0.0179
ATR 0.0132 0.0134 0.0002 1.8% 0.0000
Volume 93,599 75,227 -18,372 -19.6% 445,604
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9684 0.9592 0.9260
R3 0.9518 0.9426 0.9215
R2 0.9352 0.9352 0.9199
R1 0.9260 0.9260 0.9184 0.9223
PP 0.9186 0.9186 0.9186 0.9167
S1 0.9094 0.9094 0.9154 0.9057
S2 0.9020 0.9020 0.9139
S3 0.8854 0.8928 0.9123
S4 0.8688 0.8762 0.9078
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9805 0.9728 0.9392
R3 0.9626 0.9549 0.9343
R2 0.9447 0.9447 0.9327
R1 0.9370 0.9370 0.9310 0.9409
PP 0.9268 0.9268 0.9268 0.9287
S1 0.9191 0.9191 0.9278 0.9230
S2 0.9089 0.9089 0.9261
S3 0.8910 0.9012 0.9245
S4 0.8731 0.8833 0.9196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9382 0.9111 0.0271 3.0% 0.0116 1.3% 21% False True 89,884
10 0.9382 0.9062 0.0320 3.5% 0.0110 1.2% 33% False False 85,791
20 0.9382 0.8882 0.0500 5.5% 0.0146 1.6% 57% False False 97,456
40 0.9382 0.8500 0.0882 9.6% 0.0138 1.5% 76% False False 88,989
60 0.9382 0.8174 0.1208 13.2% 0.0129 1.4% 82% False False 72,469
80 0.9382 0.8080 0.1302 14.2% 0.0123 1.3% 84% False False 54,444
100 0.9382 0.7615 0.1767 19.3% 0.0116 1.3% 88% False False 43,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9983
2.618 0.9712
1.618 0.9546
1.000 0.9443
0.618 0.9380
HIGH 0.9277
0.618 0.9214
0.500 0.9194
0.382 0.9174
LOW 0.9111
0.618 0.9008
1.000 0.8945
1.618 0.8842
2.618 0.8676
4.250 0.8406
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 0.9194 0.9234
PP 0.9186 0.9212
S1 0.9177 0.9191

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

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