CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 0.8035 0.7895 -0.0140 -1.7% 0.7876
High 0.8047 0.8016 -0.0031 -0.4% 0.8182
Low 0.7849 0.7805 -0.0044 -0.6% 0.7774
Close 0.7865 0.7908 0.0043 0.5% 0.8074
Range 0.0198 0.0211 0.0013 6.6% 0.0408
ATR 0.0164 0.0167 0.0003 2.1% 0.0000
Volume 59,205 67,923 8,718 14.7% 147,921
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8543 0.8436 0.8024
R3 0.8332 0.8225 0.7966
R2 0.8121 0.8121 0.7947
R1 0.8014 0.8014 0.7927 0.8068
PP 0.7910 0.7910 0.7910 0.7936
S1 0.7803 0.7803 0.7889 0.7857
S2 0.7699 0.7699 0.7869
S3 0.7488 0.7592 0.7850
S4 0.7277 0.7381 0.7792
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 0.7805 0.0377 4.8% 0.0190 2.4% 27% False True 49,896
10 0.8204 0.7774 0.0430 5.4% 0.0204 2.6% 31% False False 28,621
20 0.8204 0.7610 0.0594 7.5% 0.0166 2.1% 50% False False 14,524
40 0.8204 0.6933 0.1271 16.1% 0.0128 1.6% 77% False False 7,298
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 0.0052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8913
2.618 0.8568
1.618 0.8357
1.000 0.8227
0.618 0.8146
HIGH 0.8016
0.618 0.7935
0.500 0.7911
0.382 0.7886
LOW 0.7805
0.618 0.7675
1.000 0.7594
1.618 0.7464
2.618 0.7253
4.250 0.6908
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 0.7911 0.7982
PP 0.7910 0.7957
S1 0.7909 0.7933

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

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