CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 0.8141 0.7930 -0.0211 -2.6% 0.7779
High 0.8204 0.8029 -0.0175 -2.1% 0.7956
Low 0.7876 0.7818 -0.0058 -0.7% 0.7666
Close 0.7895 0.7965 0.0070 0.9% 0.7930
Range 0.0328 0.0211 -0.0117 -35.7% 0.0290
ATR 0.0140 0.0145 0.0005 3.6% 0.0000
Volume 3,427 2,161 -1,266 -36.9% 1,012
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8570 0.8479 0.8081
R3 0.8359 0.8268 0.8023
R2 0.8148 0.8148 0.8004
R1 0.8057 0.8057 0.7984 0.8103
PP 0.7937 0.7937 0.7937 0.7960
S1 0.7846 0.7846 0.7946 0.7892
S2 0.7726 0.7726 0.7926
S3 0.7515 0.7635 0.7907
S4 0.7304 0.7424 0.7849
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 0.8721 0.8615 0.8090
R3 0.8431 0.8325 0.8010
R2 0.8141 0.8141 0.7983
R1 0.8035 0.8035 0.7957 0.8088
PP 0.7851 0.7851 0.7851 0.7877
S1 0.7745 0.7745 0.7903 0.7798
S2 0.7561 0.7561 0.7877
S3 0.7271 0.7455 0.7850
S4 0.6981 0.7165 0.7771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8204 0.7780 0.0424 5.3% 0.0209 2.6% 44% False False 1,568
10 0.8204 0.7618 0.0586 7.4% 0.0161 2.0% 59% False False 884
20 0.8204 0.7395 0.0809 10.2% 0.0134 1.7% 70% False False 535
40 0.8204 0.6904 0.1300 16.3% 0.0105 1.3% 82% False False 288
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8926
2.618 0.8581
1.618 0.8370
1.000 0.8240
0.618 0.8159
HIGH 0.8029
0.618 0.7948
0.500 0.7924
0.382 0.7899
LOW 0.7818
0.618 0.7688
1.000 0.7607
1.618 0.7477
2.618 0.7266
4.250 0.6921
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 0.7951 0.8011
PP 0.7937 0.7996
S1 0.7924 0.7980

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

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