CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 0.7954 0.7876 -0.0078 -1.0% 0.7978
High 0.8066 0.7932 -0.0134 -1.7% 0.8204
Low 0.7864 0.7774 -0.0090 -1.1% 0.7818
Close 0.7893 0.7814 -0.0079 -1.0% 0.7893
Range 0.0202 0.0158 -0.0044 -21.8% 0.0386
ATR 0.0149 0.0150 0.0001 0.4% 0.0000
Volume 5,576 10,507 4,931 88.4% 13,092
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8314 0.8222 0.7901
R3 0.8156 0.8064 0.7857
R2 0.7998 0.7998 0.7843
R1 0.7906 0.7906 0.7828 0.7873
PP 0.7840 0.7840 0.7840 0.7824
S1 0.7748 0.7748 0.7800 0.7715
S2 0.7682 0.7682 0.7785
S3 0.7524 0.7590 0.7771
S4 0.7366 0.7432 0.7727
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 0.7774 0.0430 5.5% 0.0215 2.7% 9% False True 4,586
10 0.8204 0.7666 0.0538 6.9% 0.0177 2.3% 28% False False 2,461
20 0.8204 0.7395 0.0809 10.4% 0.0145 1.9% 52% False False 1,331
40 0.8204 0.6904 0.1300 16.6% 0.0113 1.4% 70% False False 689
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8604
2.618 0.8346
1.618 0.8188
1.000 0.8090
0.618 0.8030
HIGH 0.7932
0.618 0.7872
0.500 0.7853
0.382 0.7834
LOW 0.7774
0.618 0.7676
1.000 0.7616
1.618 0.7518
2.618 0.7360
4.250 0.7103
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 0.7853 0.7920
PP 0.7840 0.7885
S1 0.7827 0.7849

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

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