CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 0.7298 0.7459 0.0161 2.2% 0.7080
High 0.7419 0.7536 0.0117 1.6% 0.7289
Low 0.7298 0.7459 0.0161 2.2% 0.6947
Close 0.7429 0.7460 0.0031 0.4% 0.7247
Range 0.0121 0.0077 -0.0044 -36.4% 0.0342
ATR 0.0097 0.0098 0.0001 0.7% 0.0000
Volume 122 110 -12 -9.8% 263
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 0.7716 0.7665 0.7502
R3 0.7639 0.7588 0.7481
R2 0.7562 0.7562 0.7474
R1 0.7511 0.7511 0.7467 0.7537
PP 0.7485 0.7485 0.7485 0.7498
S1 0.7434 0.7434 0.7453 0.7460
S2 0.7408 0.7408 0.7446
S3 0.7331 0.7357 0.7439
S4 0.7254 0.7280 0.7418
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.8187 0.8059 0.7435
R3 0.7845 0.7717 0.7341
R2 0.7503 0.7503 0.7310
R1 0.7375 0.7375 0.7278 0.7439
PP 0.7161 0.7161 0.7161 0.7193
S1 0.7033 0.7033 0.7216 0.7097
S2 0.6819 0.6819 0.7184
S3 0.6477 0.6691 0.7153
S4 0.6135 0.6349 0.7059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7536 0.7210 0.0326 4.4% 0.0078 1.0% 77% True False 53
10 0.7536 0.6947 0.0589 7.9% 0.0083 1.1% 87% True False 61
20 0.7536 0.6904 0.0632 8.5% 0.0080 1.1% 88% True False 44
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7738
1.618 0.7661
1.000 0.7613
0.618 0.7584
HIGH 0.7536
0.618 0.7507
0.500 0.7498
0.382 0.7488
LOW 0.7459
0.618 0.7411
1.000 0.7382
1.618 0.7334
2.618 0.7257
4.250 0.7132
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 0.7498 0.7446
PP 0.7485 0.7431
S1 0.7473 0.7417

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

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