CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 0.7986 0.7860 -0.0126 -1.6% 0.7875
High 0.8000 0.7860 -0.0140 -1.8% 0.7978
Low 0.7928 0.7860 -0.0068 -0.9% 0.7738
Close 0.7995 0.7859 -0.0136 -1.7% 0.7980
Range 0.0072 0.0000 -0.0072 -100.0% 0.0240
ATR
Volume 2 41 39 1,950.0% 96
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.7860 0.7859 0.7859
R3 0.7860 0.7859 0.7859
R2 0.7860 0.7860 0.7859
R1 0.7859 0.7859 0.7859 0.7860
PP 0.7860 0.7860 0.7860 0.7860
S1 0.7859 0.7859 0.7859 0.7860
S2 0.7860 0.7860 0.7859
S3 0.7860 0.7859 0.7859
S4 0.7860 0.7859 0.7859
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8619 0.8539 0.8112
R3 0.8379 0.8299 0.8046
R2 0.8139 0.8139 0.8024
R1 0.8059 0.8059 0.8002 0.8099
PP 0.7899 0.7899 0.7899 0.7919
S1 0.7819 0.7819 0.7958 0.7859
S2 0.7659 0.7659 0.7936
S3 0.7419 0.7579 0.7914
S4 0.7179 0.7339 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7860 0.0140 1.8% 0.0041 0.5% -1% False True 17
10 0.8000 0.7738 0.0262 3.3% 0.0063 0.8% 46% False False 20
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 0.0007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7860
1.618 0.7860
1.000 0.7860
0.618 0.7860
HIGH 0.7860
0.618 0.7860
0.500 0.7860
0.382 0.7860
LOW 0.7860
0.618 0.7860
1.000 0.7860
1.618 0.7860
2.618 0.7860
4.250 0.7860
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 0.7860 0.7930
PP 0.7860 0.7906
S1 0.7859 0.7883

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

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