CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 0.9038 0.9096 0.0058 0.6% 0.9101
High 0.9110 0.9189 0.0079 0.9% 0.9315
Low 0.9009 0.9088 0.0079 0.9% 0.9083
Close 0.9060 0.9167 0.0107 1.2% 0.9103
Range 0.0101 0.0101 0.0000 0.0% 0.0232
ATR 0.0143 0.0142 -0.0001 -0.7% 0.0000
Volume 131,692 100,762 -30,930 -23.5% 567,076
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9451 0.9410 0.9223
R3 0.9350 0.9309 0.9195
R2 0.9249 0.9249 0.9186
R1 0.9208 0.9208 0.9176 0.9229
PP 0.9148 0.9148 0.9148 0.9158
S1 0.9107 0.9107 0.9158 0.9128
S2 0.9047 0.9047 0.9148
S3 0.8946 0.9006 0.9139
S4 0.8845 0.8905 0.9111
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 0.9289 0.9009 0.0280 3.1% 0.0138 1.5% 56% False False 115,600
10 0.9315 0.8933 0.0382 4.2% 0.0149 1.6% 61% False False 113,473
20 0.9382 0.8933 0.0449 4.9% 0.0140 1.5% 52% False False 101,834
40 0.9382 0.8882 0.0500 5.5% 0.0144 1.6% 57% False False 98,576
60 0.9382 0.8500 0.0882 9.6% 0.0137 1.5% 76% False False 90,891
80 0.9382 0.8145 0.1237 13.5% 0.0130 1.4% 83% False False 73,169
100 0.9382 0.8023 0.1359 14.8% 0.0124 1.4% 84% False False 58,568
120 0.9382 0.7615 0.1767 19.3% 0.0116 1.3% 88% False False 48,814
Crabel Price Patterns
NR False
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 0.0038
Fibonacci Retracements and Extensions
4.250 0.9618
2.618 0.9453
1.618 0.9352
1.000 0.9290
0.618 0.9251
HIGH 0.9189
0.618 0.9150
0.500 0.9139
0.382 0.9127
LOW 0.9088
0.618 0.9026
1.000 0.8987
1.618 0.8925
2.618 0.8824
4.250 0.8659
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 0.9158 0.9144
PP 0.9148 0.9122
S1 0.9139 0.9099

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

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