CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 0.7445 0.7513 0.0068 0.9% 0.7600
High 0.7531 0.7514 -0.0017 -0.2% 0.7649
Low 0.7409 0.7436 0.0027 0.4% 0.7409
Close 0.7548 0.7425 -0.0123 -1.6% 0.7425
Range 0.0122 0.0078 -0.0044 -36.1% 0.0240
ATR 0.0106 0.0107 0.0000 0.4% 0.0000
Volume 54 129 75 138.9% 411
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.7692 0.7637 0.7468
R3 0.7614 0.7559 0.7446
R2 0.7536 0.7536 0.7439
R1 0.7481 0.7481 0.7432 0.7470
PP 0.7458 0.7458 0.7458 0.7453
S1 0.7403 0.7403 0.7418 0.7392
S2 0.7380 0.7380 0.7411
S3 0.7302 0.7325 0.7404
S4 0.7224 0.7247 0.7382
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.8214 0.8060 0.7557
R3 0.7974 0.7820 0.7491
R2 0.7734 0.7734 0.7469
R1 0.7580 0.7580 0.7447 0.7537
PP 0.7494 0.7494 0.7494 0.7473
S1 0.7340 0.7340 0.7403 0.7297
S2 0.7254 0.7254 0.7381
S3 0.7014 0.7100 0.7359
S4 0.6774 0.6860 0.7293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7649 0.7409 0.0240 3.2% 0.0110 1.5% 7% False False 82
10 0.7649 0.7262 0.0387 5.2% 0.0096 1.3% 42% False False 71
20 0.7649 0.6904 0.0745 10.0% 0.0089 1.2% 70% False False 58
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7846
2.618 0.7718
1.618 0.7640
1.000 0.7592
0.618 0.7562
HIGH 0.7514
0.618 0.7484
0.500 0.7475
0.382 0.7466
LOW 0.7436
0.618 0.7388
1.000 0.7358
1.618 0.7310
2.618 0.7232
4.250 0.7105
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 0.7475 0.7529
PP 0.7458 0.7494
S1 0.7442 0.7460

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

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