CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 0.7797 0.7757 -0.0040 -0.5% 0.7915
High 0.7812 0.7799 -0.0013 -0.2% 0.7999
Low 0.7702 0.7663 -0.0039 -0.5% 0.7685
Close 0.7738 0.7776 0.0038 0.5% 0.7738
Range 0.0110 0.0136 0.0026 23.6% 0.0314
ATR 0.0142 0.0142 0.0000 -0.3% 0.0000
Volume 64,039 56,422 -7,617 -11.9% 381,764
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8154 0.8101 0.7851
R3 0.8018 0.7965 0.7813
R2 0.7882 0.7882 0.7801
R1 0.7829 0.7829 0.7788 0.7856
PP 0.7746 0.7746 0.7746 0.7759
S1 0.7693 0.7693 0.7764 0.7720
S2 0.7610 0.7610 0.7751
S3 0.7474 0.7557 0.7739
S4 0.7338 0.7421 0.7701
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8749 0.8558 0.7911
R3 0.8435 0.8244 0.7824
R2 0.8121 0.8121 0.7796
R1 0.7930 0.7930 0.7767 0.7869
PP 0.7807 0.7807 0.7807 0.7777
S1 0.7616 0.7616 0.7709 0.7555
S2 0.7493 0.7493 0.7680
S3 0.7179 0.7302 0.7652
S4 0.6865 0.6988 0.7565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7999 0.7663 0.0336 4.3% 0.0137 1.8% 34% False True 72,376
10 0.8110 0.7663 0.0447 5.7% 0.0124 1.6% 25% False True 69,047
20 0.8110 0.7663 0.0447 5.7% 0.0137 1.8% 25% False True 68,822
40 0.8204 0.7395 0.0809 10.4% 0.0151 1.9% 47% False False 39,982
60 0.8204 0.6904 0.1300 16.7% 0.0130 1.7% 67% False False 26,674
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 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8377
2.618 0.8155
1.618 0.8019
1.000 0.7935
0.618 0.7883
HIGH 0.7799
0.618 0.7747
0.500 0.7731
0.382 0.7715
LOW 0.7663
0.618 0.7579
1.000 0.7527
1.618 0.7443
2.618 0.7307
4.250 0.7085
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 0.7761 0.7766
PP 0.7746 0.7756
S1 0.7731 0.7746

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

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