CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 0.7418 0.7610 0.0192 2.6% 0.7600
High 0.7550 0.7721 0.0171 2.3% 0.7649
Low 0.7395 0.7610 0.0215 2.9% 0.7409
Close 0.7579 0.7716 0.0137 1.8% 0.7425
Range 0.0155 0.0111 -0.0044 -28.4% 0.0240
ATR 0.0110 0.0112 0.0002 2.1% 0.0000
Volume 268 295 27 10.1% 411
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 0.8015 0.7977 0.7777
R3 0.7904 0.7866 0.7747
R2 0.7793 0.7793 0.7736
R1 0.7755 0.7755 0.7726 0.7774
PP 0.7682 0.7682 0.7682 0.7692
S1 0.7644 0.7644 0.7706 0.7663
S2 0.7571 0.7571 0.7696
S3 0.7460 0.7533 0.7685
S4 0.7349 0.7422 0.7655
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 0.7721 0.7395 0.0326 4.2% 0.0133 1.7% 98% True False 188
10 0.7721 0.7298 0.0423 5.5% 0.0108 1.4% 99% True False 125
20 0.7721 0.6947 0.0774 10.0% 0.0088 1.1% 99% True False 83
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8012
1.618 0.7901
1.000 0.7832
0.618 0.7790
HIGH 0.7721
0.618 0.7679
0.500 0.7666
0.382 0.7652
LOW 0.7610
0.618 0.7541
1.000 0.7499
1.618 0.7430
2.618 0.7319
4.250 0.7138
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 0.7699 0.7663
PP 0.7682 0.7611
S1 0.7666 0.7558

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

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