CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 0.7699 0.7674 -0.0025 -0.3% 0.7600
High 0.7745 0.7727 -0.0018 -0.2% 0.7649
Low 0.7630 0.7618 -0.0012 -0.2% 0.7409
Close 0.7734 0.7689 -0.0045 -0.6% 0.7425
Range 0.0115 0.0109 -0.0006 -5.2% 0.0240
ATR 0.0113 0.0113 0.0000 0.2% 0.0000
Volume 733 223 -510 -69.6% 411
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 0.8005 0.7956 0.7749
R3 0.7896 0.7847 0.7719
R2 0.7787 0.7787 0.7709
R1 0.7738 0.7738 0.7699 0.7763
PP 0.7678 0.7678 0.7678 0.7690
S1 0.7629 0.7629 0.7679 0.7654
S2 0.7569 0.7569 0.7669
S3 0.7460 0.7520 0.7659
S4 0.7351 0.7411 0.7629
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 0.7745 0.7395 0.0350 4.6% 0.0114 1.5% 84% False False 329
10 0.7745 0.7395 0.0350 4.6% 0.0111 1.4% 84% False False 197
20 0.7745 0.6947 0.0798 10.4% 0.0097 1.3% 93% False False 129
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8190
2.618 0.8012
1.618 0.7903
1.000 0.7836
0.618 0.7794
HIGH 0.7727
0.618 0.7685
0.500 0.7673
0.382 0.7660
LOW 0.7618
0.618 0.7551
1.000 0.7509
1.618 0.7442
2.618 0.7333
4.250 0.7155
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 0.7684 0.7685
PP 0.7678 0.7681
S1 0.7673 0.7678

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

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