CME Australian Dollar Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 0.8381 0.8410 0.0029 0.3% 0.8364
High 0.8463 0.8453 -0.0010 -0.1% 0.8463
Low 0.8370 0.8330 -0.0040 -0.5% 0.8229
Close 0.8400 0.8424 0.0024 0.3% 0.8400
Range 0.0093 0.0123 0.0030 32.3% 0.0234
ATR 0.0126 0.0126 0.0000 -0.2% 0.0000
Volume 93,279 82,325 -10,954 -11.7% 395,219
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8771 0.8721 0.8492
R3 0.8648 0.8598 0.8458
R2 0.8525 0.8525 0.8447
R1 0.8475 0.8475 0.8435 0.8500
PP 0.8402 0.8402 0.8402 0.8415
S1 0.8352 0.8352 0.8413 0.8377
S2 0.8279 0.8279 0.8401
S3 0.8156 0.8229 0.8390
S4 0.8033 0.8106 0.8356
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9066 0.8967 0.8529
R3 0.8832 0.8733 0.8464
R2 0.8598 0.8598 0.8443
R1 0.8499 0.8499 0.8421 0.8549
PP 0.8364 0.8364 0.8364 0.8389
S1 0.8265 0.8265 0.8379 0.8315
S2 0.8130 0.8130 0.8357
S3 0.7896 0.8031 0.8336
S4 0.7662 0.7797 0.8271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8463 0.8229 0.0234 2.8% 0.0126 1.5% 83% False False 79,574
10 0.8463 0.8159 0.0304 3.6% 0.0118 1.4% 87% False False 77,563
20 0.8463 0.8136 0.0327 3.9% 0.0123 1.5% 88% False False 78,068
40 0.8463 0.7663 0.0800 9.5% 0.0124 1.5% 95% False False 74,880
60 0.8463 0.7663 0.0800 9.5% 0.0132 1.6% 95% False False 70,106
80 0.8463 0.7395 0.1068 12.7% 0.0136 1.6% 96% False False 52,912
100 0.8463 0.6904 0.1559 18.5% 0.0125 1.5% 97% False False 42,339
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8976
2.618 0.8775
1.618 0.8652
1.000 0.8576
0.618 0.8529
HIGH 0.8453
0.618 0.8406
0.500 0.8392
0.382 0.8377
LOW 0.8330
0.618 0.8254
1.000 0.8207
1.618 0.8131
2.618 0.8008
4.250 0.7807
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 0.8413 0.8398
PP 0.8402 0.8372
S1 0.8392 0.8346

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

View Archives - Comment on this page... - Back to Index of Symbols