CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 0.9166 0.9107 -0.0059 -0.6% 0.9149
High 0.9197 0.9126 -0.0071 -0.8% 0.9197
Low 0.9090 0.8951 -0.0139 -1.5% 0.9009
Close 0.9108 0.9121 0.0013 0.1% 0.9108
Range 0.0107 0.0175 0.0068 63.6% 0.0188
ATR 0.0139 0.0142 0.0003 1.8% 0.0000
Volume 71,948 23,670 -48,278 -67.1% 555,756
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9591 0.9531 0.9217
R3 0.9416 0.9356 0.9169
R2 0.9241 0.9241 0.9153
R1 0.9181 0.9181 0.9137 0.9211
PP 0.9066 0.9066 0.9066 0.9081
S1 0.9006 0.9006 0.9105 0.9036
S2 0.8891 0.8891 0.9089
S3 0.8716 0.8831 0.9073
S4 0.8541 0.8656 0.9025
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 0.8951 0.0246 2.7% 0.0126 1.4% 69% False True 86,277
10 0.9315 0.8951 0.0364 4.0% 0.0129 1.4% 47% False True 97,213
20 0.9382 0.8933 0.0449 4.9% 0.0140 1.5% 42% False False 96,443
40 0.9382 0.8882 0.0500 5.5% 0.0145 1.6% 48% False False 96,986
60 0.9382 0.8500 0.0882 9.7% 0.0139 1.5% 70% False False 90,034
80 0.9382 0.8174 0.1208 13.2% 0.0131 1.4% 78% False False 74,360
100 0.9382 0.8046 0.1336 14.6% 0.0126 1.4% 80% False False 59,522
120 0.9382 0.7615 0.1767 19.4% 0.0117 1.3% 85% False False 49,610
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 0.0031
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9870
2.618 0.9584
1.618 0.9409
1.000 0.9301
0.618 0.9234
HIGH 0.9126
0.618 0.9059
0.500 0.9039
0.382 0.9018
LOW 0.8951
0.618 0.8843
1.000 0.8776
1.618 0.8668
2.618 0.8493
4.250 0.8207
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 0.9094 0.9105
PP 0.9066 0.9090
S1 0.9039 0.9074

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

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