CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 0.8000 0.7820 -0.0180 -2.3% 0.8035
High 0.8005 0.7933 -0.0072 -0.9% 0.8068
Low 0.7750 0.7740 -0.0010 -0.1% 0.7797
Close 0.7836 0.7902 0.0066 0.8% 0.8010
Range 0.0255 0.0193 -0.0062 -24.3% 0.0271
ATR 0.0169 0.0171 0.0002 1.0% 0.0000
Volume 56,354 71,413 15,059 26.7% 328,563
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8437 0.8363 0.8008
R3 0.8244 0.8170 0.7955
R2 0.8051 0.8051 0.7937
R1 0.7977 0.7977 0.7920 0.8014
PP 0.7858 0.7858 0.7858 0.7877
S1 0.7784 0.7784 0.7884 0.7821
S2 0.7665 0.7665 0.7867
S3 0.7472 0.7591 0.7849
S4 0.7279 0.7398 0.7796
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8771 0.8662 0.8159
R3 0.8500 0.8391 0.8085
R2 0.8229 0.8229 0.8060
R1 0.8120 0.8120 0.8035 0.8039
PP 0.7958 0.7958 0.7958 0.7918
S1 0.7849 0.7849 0.7985 0.7768
S2 0.7687 0.7687 0.7960
S3 0.7416 0.7578 0.7935
S4 0.7145 0.7307 0.7861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8068 0.7740 0.0328 4.2% 0.0175 2.2% 49% False True 65,840
10 0.8182 0.7740 0.0442 5.6% 0.0182 2.3% 37% False True 57,868
20 0.8204 0.7701 0.0503 6.4% 0.0182 2.3% 40% False False 30,907
40 0.8204 0.6947 0.1257 15.9% 0.0143 1.8% 76% False False 15,518
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 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8753
2.618 0.8438
1.618 0.8245
1.000 0.8126
0.618 0.8052
HIGH 0.7933
0.618 0.7859
0.500 0.7837
0.382 0.7814
LOW 0.7740
0.618 0.7621
1.000 0.7547
1.618 0.7428
2.618 0.7235
4.250 0.6920
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 0.7880 0.7904
PP 0.7858 0.7903
S1 0.7837 0.7903

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

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