CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 0.8051 0.8078 0.0027 0.3% 0.7688
High 0.8110 0.8134 0.0024 0.3% 0.7957
Low 0.8020 0.8023 0.0003 0.0% 0.7615
Close 0.8092 0.8081 -0.0011 -0.1% 0.7947
Range 0.0090 0.0111 0.0021 23.3% 0.0342
ATR 0.0098 0.0099 0.0001 1.0% 0.0000
Volume 67 85 18 26.9% 503
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8412 0.8358 0.8142
R3 0.8301 0.8247 0.8112
R2 0.8190 0.8190 0.8101
R1 0.8136 0.8136 0.8091 0.8163
PP 0.8079 0.8079 0.8079 0.8093
S1 0.8025 0.8025 0.8071 0.8052
S2 0.7968 0.7968 0.8061
S3 0.7857 0.7914 0.8050
S4 0.7746 0.7803 0.8020
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8866 0.8748 0.8135
R3 0.8524 0.8406 0.8041
R2 0.8182 0.8182 0.8010
R1 0.8064 0.8064 0.7978 0.8123
PP 0.7840 0.7840 0.7840 0.7869
S1 0.7722 0.7722 0.7916 0.7781
S2 0.7498 0.7498 0.7884
S3 0.7156 0.7380 0.7853
S4 0.6814 0.7038 0.7759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8134 0.7888 0.0246 3.0% 0.0093 1.1% 78% True False 83
10 0.8134 0.7615 0.0519 6.4% 0.0097 1.2% 90% True False 82
20 0.8134 0.7615 0.0519 6.4% 0.0075 0.9% 90% True False 49
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8606
2.618 0.8425
1.618 0.8314
1.000 0.8245
0.618 0.8203
HIGH 0.8134
0.618 0.8092
0.500 0.8079
0.382 0.8065
LOW 0.8023
0.618 0.7954
1.000 0.7912
1.618 0.7843
2.618 0.7732
4.250 0.7551
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 0.8080 0.8078
PP 0.8079 0.8075
S1 0.8079 0.8072

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

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