CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	0.9188	0.9204	0.0016	0.2%	0.9104
High	0.9309	0.9307	-0.0002	0.0%	0.9309
Low	0.9186	0.8933	-0.0253	-2.8%	0.8933
Close	0.9301	0.9052	-0.0249	-2.7%	0.9052
Range	0.0123	0.0374	0.0251	204.1%	0.0376
ATR	0.0136	0.0153	0.0017	12.5%	0.0000
Volume	87,136	83,853	-3,283	-3.8%	338,321

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0219	1.0010	0.9258
R3	0.9845	0.9636	0.9155
R2	0.9471	0.9471	0.9121
R1	0.9262	0.9262	0.9086	0.9180
PP	0.9097	0.9097	0.9097	0.9056
S1	0.8888	0.8888	0.9018	0.8806
S2	0.8723	0.8723	0.8983
S3	0.8349	0.8514	0.8949
S4	0.7975	0.8140	0.8846

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0015	0.9259
R3	0.9850	0.9639	0.9155
R2	0.9474	0.9474	0.9121
R1	0.9263	0.9263	0.9086	0.9181
PP	0.9098	0.9098	0.9098	0.9057
S1	0.8887	0.8887	0.9018	0.8805
S2	0.8722	0.8722	0.8983
S3	0.8346	0.8511	0.8949
S4	0.7970	0.8135	0.8845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9309	0.8933	0.0376	4.2%	0.0188	2.1%	32%	False	True	89,940
10	0.9382	0.8933	0.0449	5.0%	0.0152	1.7%	27%	False	True	89,912
20	0.9382	0.8882	0.0500	5.5%	0.0145	1.6%	34%	False	False	94,362
40	0.9382	0.8500	0.0882	9.7%	0.0145	1.6%	63%	False	False	89,699
60	0.9382	0.8312	0.1070	11.8%	0.0134	1.5%	69%	False	False	79,498
80	0.9382	0.8080	0.1302	14.4%	0.0130	1.4%	75%	False	False	60,060
100	0.9382	0.7615	0.1767	19.5%	0.0122	1.3%	81%	False	False	48,066

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	0.0023
Widest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	1.0897
2.618	1.0286
1.618	0.9912
1.000	0.9681
0.618	0.9538
HIGH	0.9307
0.618	0.9164
0.500	0.9120
0.382	0.9076
LOW	0.8933
0.618	0.8702
1.000	0.8559
1.618	0.8328
2.618	0.7954
4.250	0.7344

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	0.9120	0.9121
PP	0.9097	0.9098
S1	0.9075	0.9075

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols