CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 0.7930 0.7954 0.0024 0.3% 0.7978
High 0.8029 0.8066 0.0037 0.5% 0.8204
Low 0.7818 0.7864 0.0046 0.6% 0.7818
Close 0.7965 0.7893 -0.0072 -0.9% 0.7893
Range 0.0211 0.0202 -0.0009 -4.3% 0.0386
ATR 0.0145 0.0149 0.0004 2.8% 0.0000
Volume 2,161 5,576 3,415 158.0% 13,092
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8547 0.8422 0.8004
R3 0.8345 0.8220 0.7949
R2 0.8143 0.8143 0.7930
R1 0.8018 0.8018 0.7912 0.7980
PP 0.7941 0.7941 0.7941 0.7922
S1 0.7816 0.7816 0.7874 0.7778
S2 0.7739 0.7739 0.7856
S3 0.7537 0.7614 0.7837
S4 0.7335 0.7412 0.7782
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9130 0.8897 0.8105
R3 0.8744 0.8511 0.7999
R2 0.8358 0.8358 0.7964
R1 0.8125 0.8125 0.7928 0.8049
PP 0.7972 0.7972 0.7972 0.7933
S1 0.7739 0.7739 0.7858 0.7663
S2 0.7586 0.7586 0.7822
S3 0.7200 0.7353 0.7787
S4 0.6814 0.6967 0.7681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8204 0.7818 0.0386 4.9% 0.0214 2.7% 19% False False 2,618
10 0.8204 0.7666 0.0538 6.8% 0.0170 2.2% 42% False False 1,419
20 0.8204 0.7395 0.0809 10.2% 0.0140 1.8% 62% False False 808
40 0.8204 0.6904 0.1300 16.5% 0.0110 1.4% 76% False False 426
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 0.0037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8925
2.618 0.8595
1.618 0.8393
1.000 0.8268
0.618 0.8191
HIGH 0.8066
0.618 0.7989
0.500 0.7965
0.382 0.7941
LOW 0.7864
0.618 0.7739
1.000 0.7662
1.618 0.7537
2.618 0.7335
4.250 0.7006
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 0.7965 0.8011
PP 0.7941 0.7972
S1 0.7917 0.7932

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

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