CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 0.7964 0.8136 0.0172 2.2% 0.7876
High 0.8182 0.8158 -0.0024 -0.3% 0.8182
Low 0.7964 0.8003 0.0039 0.5% 0.7774
Close 0.8166 0.8074 -0.0092 -1.1% 0.8074
Range 0.0218 0.0155 -0.0063 -28.9% 0.0408
ATR 0.0159 0.0159 0.0000 0.2% 0.0000
Volume 38,708 62,629 23,921 61.8% 147,921
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8543 0.8464 0.8159
R3 0.8388 0.8309 0.8117
R2 0.8233 0.8233 0.8102
R1 0.8154 0.8154 0.8088 0.8116
PP 0.8078 0.8078 0.8078 0.8060
S1 0.7999 0.7999 0.8060 0.7961
S2 0.7923 0.7923 0.8046
S3 0.7768 0.7844 0.8031
S4 0.7613 0.7689 0.7989
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9234 0.9062 0.8298
R3 0.8826 0.8654 0.8186
R2 0.8418 0.8418 0.8149
R1 0.8246 0.8246 0.8111 0.8332
PP 0.8010 0.8010 0.8010 0.8053
S1 0.7838 0.7838 0.8037 0.7924
S2 0.7602 0.7602 0.7999
S3 0.7194 0.7430 0.7962
S4 0.6786 0.7022 0.7850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8182 0.7774 0.0408 5.1% 0.0177 2.2% 74% False False 29,584
10 0.8204 0.7774 0.0430 5.3% 0.0196 2.4% 70% False False 16,101
20 0.8204 0.7395 0.0809 10.0% 0.0158 2.0% 84% False False 8,188
40 0.8204 0.6904 0.1300 16.1% 0.0122 1.5% 90% False False 4,120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0048
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8817
2.618 0.8564
1.618 0.8409
1.000 0.8313
0.618 0.8254
HIGH 0.8158
0.618 0.8099
0.500 0.8081
0.382 0.8062
LOW 0.8003
0.618 0.7907
1.000 0.7848
1.618 0.7752
2.618 0.7597
4.250 0.7344
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 0.8081 0.8065
PP 0.8078 0.8056
S1 0.8076 0.8047

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

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