CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 0.7872 0.7883 0.0011 0.1% 0.7876
High 0.7944 0.8005 0.0061 0.8% 0.8182
Low 0.7797 0.7861 0.0064 0.8% 0.7774
Close 0.7900 0.7954 0.0054 0.7% 0.8074
Range 0.0147 0.0144 -0.0003 -2.0% 0.0408
ATR 0.0166 0.0164 -0.0002 -0.9% 0.0000
Volume 60,336 75,842 15,506 25.7% 147,921
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8372 0.8307 0.8033
R3 0.8228 0.8163 0.7994
R2 0.8084 0.8084 0.7980
R1 0.8019 0.8019 0.7967 0.8052
PP 0.7940 0.7940 0.7940 0.7956
S1 0.7875 0.7875 0.7941 0.7908
S2 0.7796 0.7796 0.7928
S3 0.7652 0.7731 0.7914
S4 0.7508 0.7587 0.7875
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 0.8158 0.7797 0.0361 4.5% 0.0171 2.1% 43% False False 65,187
10 0.8182 0.7774 0.0408 5.1% 0.0179 2.2% 44% False False 41,680
20 0.8204 0.7618 0.0586 7.4% 0.0170 2.1% 57% False False 21,282
40 0.8204 0.6947 0.1257 15.8% 0.0131 1.6% 80% False False 10,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0045
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8617
2.618 0.8382
1.618 0.8238
1.000 0.8149
0.618 0.8094
HIGH 0.8005
0.618 0.7950
0.500 0.7933
0.382 0.7916
LOW 0.7861
0.618 0.7772
1.000 0.7717
1.618 0.7628
2.618 0.7484
4.250 0.7249
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 0.7947 0.7938
PP 0.7940 0.7922
S1 0.7933 0.7907

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

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