CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 0.9252 0.9230 -0.0022 -0.2% 0.9101
High 0.9315 0.9289 -0.0026 -0.3% 0.9315
Low 0.9225 0.9100 -0.0125 -1.4% 0.9083
Close 0.9269 0.9103 -0.0166 -1.8% 0.9103
Range 0.0090 0.0189 0.0099 110.0% 0.0232
ATR 0.0142 0.0146 0.0003 2.4% 0.0000
Volume 86,708 94,195 7,487 8.6% 567,076
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9731 0.9606 0.9207
R3 0.9542 0.9417 0.9155
R2 0.9353 0.9353 0.9138
R1 0.9228 0.9228 0.9120 0.9196
PP 0.9164 0.9164 0.9164 0.9148
S1 0.9039 0.9039 0.9086 0.9007
S2 0.8975 0.8975 0.9068
S3 0.8786 0.8850 0.9051
S4 0.8597 0.8661 0.8999
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9863 0.9715 0.9231
R3 0.9631 0.9483 0.9167
R2 0.9399 0.9399 0.9146
R1 0.9251 0.9251 0.9124 0.9325
PP 0.9167 0.9167 0.9167 0.9204
S1 0.9019 0.9019 0.9082 0.9093
S2 0.8935 0.8935 0.9060
S3 0.8703 0.8787 0.9039
S4 0.8471 0.8555 0.8975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9315 0.9083 0.0232 2.5% 0.0122 1.3% 9% False False 113,415
10 0.9315 0.8933 0.0382 4.2% 0.0155 1.7% 45% False False 101,677
20 0.9382 0.8933 0.0449 4.9% 0.0133 1.5% 38% False False 93,734
40 0.9382 0.8882 0.0500 5.5% 0.0141 1.6% 44% False False 93,316
60 0.9382 0.8481 0.0901 9.9% 0.0135 1.5% 69% False False 87,494
80 0.9382 0.8080 0.1302 14.3% 0.0131 1.4% 79% False False 67,137
100 0.9382 0.7888 0.1494 16.4% 0.0123 1.4% 81% False False 53,733
120 0.9382 0.7615 0.1767 19.4% 0.0115 1.3% 84% False False 44,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0092
2.618 0.9784
1.618 0.9595
1.000 0.9478
0.618 0.9406
HIGH 0.9289
0.618 0.9217
0.500 0.9195
0.382 0.9172
LOW 0.9100
0.618 0.8983
1.000 0.8911
1.618 0.8794
2.618 0.8605
4.250 0.8297
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 0.9195 0.9208
PP 0.9164 0.9173
S1 0.9134 0.9138

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

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