CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 0.7839 0.7957 0.0118 1.5% 0.7978
High 0.7987 0.8079 0.0092 1.2% 0.8204
Low 0.7800 0.7912 0.0112 1.4% 0.7818
Close 0.7965 0.7953 -0.0012 -0.2% 0.7893
Range 0.0187 0.0167 -0.0020 -10.7% 0.0386
ATR 0.0152 0.0153 0.0001 0.7% 0.0000
Volume 15,059 21,018 5,959 39.6% 13,092
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8482 0.8385 0.8045
R3 0.8315 0.8218 0.7999
R2 0.8148 0.8148 0.7984
R1 0.8051 0.8051 0.7968 0.8016
PP 0.7981 0.7981 0.7981 0.7964
S1 0.7884 0.7884 0.7938 0.7849
S2 0.7814 0.7814 0.7922
S3 0.7647 0.7717 0.7907
S4 0.7480 0.7550 0.7861
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 0.8079 0.7774 0.0305 3.8% 0.0185 2.3% 59% True False 10,864
10 0.8204 0.7701 0.0503 6.3% 0.0187 2.3% 50% False False 6,020
20 0.8204 0.7395 0.0809 10.2% 0.0155 1.9% 69% False False 3,133
40 0.8204 0.6904 0.1300 16.3% 0.0118 1.5% 81% False False 1,590
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 0.0046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8789
2.618 0.8516
1.618 0.8349
1.000 0.8246
0.618 0.8182
HIGH 0.8079
0.618 0.8015
0.500 0.7996
0.382 0.7976
LOW 0.7912
0.618 0.7809
1.000 0.7745
1.618 0.7642
2.618 0.7475
4.250 0.7202
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 0.7996 0.7944
PP 0.7981 0.7935
S1 0.7967 0.7927

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

View Archives - Comment on this page... - Back to Index of Symbols