CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 0.9149 0.9138 -0.0011 -0.1% 0.9101
High 0.9182 0.9160 -0.0022 -0.2% 0.9315
Low 0.9030 0.9014 -0.0016 -0.2% 0.9083
Close 0.9115 0.9018 -0.0097 -1.1% 0.9103
Range 0.0152 0.0146 -0.0006 -3.9% 0.0232
ATR 0.0146 0.0146 0.0000 0.0% 0.0000
Volume 148,041 103,313 -44,728 -30.2% 567,076
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9502 0.9406 0.9098
R3 0.9356 0.9260 0.9058
R2 0.9210 0.9210 0.9045
R1 0.9114 0.9114 0.9031 0.9089
PP 0.9064 0.9064 0.9064 0.9052
S1 0.8968 0.8968 0.9005 0.8943
S2 0.8918 0.8918 0.8991
S3 0.8772 0.8822 0.8978
S4 0.8626 0.8676 0.8938
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 0.9014 0.0301 3.3% 0.0128 1.4% 1% False True 107,265
10 0.9315 0.8933 0.0382 4.2% 0.0153 1.7% 22% False False 106,311
20 0.9382 0.8933 0.0449 5.0% 0.0137 1.5% 19% False False 96,888
40 0.9382 0.8882 0.0500 5.5% 0.0144 1.6% 27% False False 95,829
60 0.9382 0.8500 0.0882 9.8% 0.0137 1.5% 59% False False 89,272
80 0.9382 0.8102 0.1280 14.2% 0.0130 1.4% 72% False False 70,274
100 0.9382 0.8010 0.1372 15.2% 0.0124 1.4% 73% False False 56,245
120 0.9382 0.7615 0.1767 19.6% 0.0116 1.3% 79% False False 46,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9781
2.618 0.9542
1.618 0.9396
1.000 0.9306
0.618 0.9250
HIGH 0.9160
0.618 0.9104
0.500 0.9087
0.382 0.9070
LOW 0.9014
0.618 0.8924
1.000 0.8868
1.618 0.8778
2.618 0.8632
4.250 0.8394
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 0.9087 0.9152
PP 0.9064 0.9107
S1 0.9041 0.9063

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

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