CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 0.9096 0.9166 0.0070 0.8% 0.9149
High 0.9189 0.9197 0.0008 0.1% 0.9197
Low 0.9088 0.9090 0.0002 0.0% 0.9009
Close 0.9167 0.9108 -0.0059 -0.6% 0.9108
Range 0.0101 0.0107 0.0006 5.9% 0.0188
ATR 0.0142 0.0139 -0.0002 -1.8% 0.0000
Volume 100,762 71,948 -28,814 -28.6% 555,756
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9453 0.9387 0.9167
R3 0.9346 0.9280 0.9137
R2 0.9239 0.9239 0.9128
R1 0.9173 0.9173 0.9118 0.9153
PP 0.9132 0.9132 0.9132 0.9121
S1 0.9066 0.9066 0.9098 0.9046
S2 0.9025 0.9025 0.9088
S3 0.8918 0.8959 0.9079
S4 0.8811 0.8852 0.9049
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9669 0.9576 0.9211
R3 0.9481 0.9388 0.9160
R2 0.9293 0.9293 0.9142
R1 0.9200 0.9200 0.9125 0.9153
PP 0.9105 0.9105 0.9105 0.9081
S1 0.9012 0.9012 0.9091 0.8965
S2 0.8917 0.8917 0.9074
S3 0.8729 0.8824 0.9056
S4 0.8541 0.8636 0.9005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9197 0.9009 0.0188 2.1% 0.0121 1.3% 53% True False 111,151
10 0.9315 0.9009 0.0306 3.4% 0.0122 1.3% 32% False False 112,283
20 0.9382 0.8933 0.0449 4.9% 0.0137 1.5% 39% False False 101,097
40 0.9382 0.8882 0.0500 5.5% 0.0145 1.6% 45% False False 98,291
60 0.9382 0.8500 0.0882 9.7% 0.0137 1.5% 69% False False 90,903
80 0.9382 0.8145 0.1237 13.6% 0.0131 1.4% 78% False False 74,066
100 0.9382 0.8046 0.1336 14.7% 0.0124 1.4% 79% False False 59,286
120 0.9382 0.7615 0.1767 19.4% 0.0116 1.3% 84% False False 49,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9652
2.618 0.9477
1.618 0.9370
1.000 0.9304
0.618 0.9263
HIGH 0.9197
0.618 0.9156
0.500 0.9144
0.382 0.9131
LOW 0.9090
0.618 0.9024
1.000 0.8983
1.618 0.8917
2.618 0.8810
4.250 0.8635
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 0.9144 0.9106
PP 0.9132 0.9105
S1 0.9120 0.9103

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

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