CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 0.7459 0.7520 0.0061 0.8% 0.7270
High 0.7536 0.7580 0.0044 0.6% 0.7580
Low 0.7459 0.7508 0.0049 0.7% 0.7262
Close 0.7460 0.7629 0.0169 2.3% 0.7629
Range 0.0077 0.0072 -0.0005 -6.5% 0.0318
ATR 0.0098 0.0099 0.0002 1.6% 0.0000
Volume 110 45 -65 -59.1% 301
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.7788 0.7781 0.7669
R3 0.7716 0.7709 0.7649
R2 0.7644 0.7644 0.7642
R1 0.7637 0.7637 0.7636 0.7641
PP 0.7572 0.7572 0.7572 0.7574
S1 0.7565 0.7565 0.7622 0.7569
S2 0.7500 0.7500 0.7616
S3 0.7428 0.7493 0.7609
S4 0.7356 0.7421 0.7589
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.8444 0.8355 0.7804
R3 0.8126 0.8037 0.7716
R2 0.7808 0.7808 0.7687
R1 0.7719 0.7719 0.7658 0.7764
PP 0.7490 0.7490 0.7490 0.7513
S1 0.7401 0.7401 0.7600 0.7446
S2 0.7172 0.7172 0.7571
S3 0.6854 0.7083 0.7542
S4 0.6536 0.6765 0.7454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7580 0.7262 0.0318 4.2% 0.0082 1.1% 115% True False 60
10 0.7580 0.6947 0.0633 8.3% 0.0084 1.1% 108% True False 56
20 0.7580 0.6904 0.0676 8.9% 0.0081 1.1% 107% True False 46
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7768
1.618 0.7696
1.000 0.7652
0.618 0.7624
HIGH 0.7580
0.618 0.7552
0.500 0.7544
0.382 0.7536
LOW 0.7508
0.618 0.7464
1.000 0.7436
1.618 0.7392
2.618 0.7320
4.250 0.7202
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 0.7601 0.7566
PP 0.7572 0.7502
S1 0.7544 0.7439

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

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