CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 0.7860 0.7873 0.0013 0.2% 0.7913
High 0.7860 0.7900 0.0040 0.5% 0.8000
Low 0.7860 0.7873 0.0013 0.2% 0.7860
Close 0.7859 0.7859 0.0000 0.0% 0.7859
Range 0.0000 0.0027 0.0027 0.0140
ATR 0.0000 0.0083 0.0083 0.0000
Volume 41 3 -38 -92.7% 59
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.7958 0.7936 0.7874
R3 0.7931 0.7909 0.7866
R2 0.7904 0.7904 0.7864
R1 0.7882 0.7882 0.7861 0.7880
PP 0.7877 0.7877 0.7877 0.7876
S1 0.7855 0.7855 0.7857 0.7853
S2 0.7850 0.7850 0.7854
S3 0.7823 0.7828 0.7852
S4 0.7796 0.7801 0.7844
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8326 0.8233 0.7936
R3 0.8186 0.8093 0.7898
R2 0.8046 0.8046 0.7885
R1 0.7953 0.7953 0.7872 0.7930
PP 0.7906 0.7906 0.7906 0.7895
S1 0.7813 0.7813 0.7846 0.7790
S2 0.7766 0.7766 0.7833
S3 0.7626 0.7673 0.7821
S4 0.7486 0.7533 0.7782
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 False 11
10 0.8000 0.7738 0.0262 3.3% 0.0061 0.8% 46% False False 15
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8015
2.618 0.7971
1.618 0.7944
1.000 0.7927
0.618 0.7917
HIGH 0.7900
0.618 0.7890
0.500 0.7887
0.382 0.7883
LOW 0.7873
0.618 0.7856
1.000 0.7846
1.618 0.7829
2.618 0.7802
4.250 0.7758
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 0.7887 0.7930
PP 0.7877 0.7906
S1 0.7868 0.7883

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

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