CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 0.7876 0.7839 -0.0037 -0.5% 0.7978
High 0.7932 0.7987 0.0055 0.7% 0.8204
Low 0.7774 0.7800 0.0026 0.3% 0.7818
Close 0.7814 0.7965 0.0151 1.9% 0.7893
Range 0.0158 0.0187 0.0029 18.4% 0.0386
ATR 0.0150 0.0152 0.0003 1.8% 0.0000
Volume 10,507 15,059 4,552 43.3% 13,092
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8478 0.8409 0.8068
R3 0.8291 0.8222 0.8016
R2 0.8104 0.8104 0.7999
R1 0.8035 0.8035 0.7982 0.8070
PP 0.7917 0.7917 0.7917 0.7935
S1 0.7848 0.7848 0.7948 0.7883
S2 0.7730 0.7730 0.7931
S3 0.7543 0.7661 0.7914
S4 0.7356 0.7474 0.7862
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 5.4% 0.0217 2.7% 44% False False 7,346
10 0.8204 0.7701 0.0503 6.3% 0.0182 2.3% 52% False False 3,947
20 0.8204 0.7395 0.0809 10.2% 0.0150 1.9% 70% False False 2,083
40 0.8204 0.6904 0.1300 16.3% 0.0116 1.5% 82% False False 1,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8782
2.618 0.8477
1.618 0.8290
1.000 0.8174
0.618 0.8103
HIGH 0.7987
0.618 0.7916
0.500 0.7894
0.382 0.7871
LOW 0.7800
0.618 0.7684
1.000 0.7613
1.618 0.7497
2.618 0.7310
4.250 0.7005
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 0.7941 0.7950
PP 0.7917 0.7935
S1 0.7894 0.7920

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

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