CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 0.8295 0.8290 -0.0005 -0.1% 0.8280
High 0.8365 0.8341 -0.0024 -0.3% 0.8374
Low 0.8273 0.8250 -0.0023 -0.3% 0.8273
Close 0.8282 0.8271 -0.0011 -0.1% 0.8282
Range 0.0092 0.0091 -0.0001 -1.1% 0.0101
ATR 0.0094 0.0094 0.0000 -0.3% 0.0000
Volume 87 183 96 110.3% 488
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8560 0.8507 0.8321
R3 0.8469 0.8416 0.8296
R2 0.8378 0.8378 0.8288
R1 0.8325 0.8325 0.8279 0.8306
PP 0.8287 0.8287 0.8287 0.8278
S1 0.8234 0.8234 0.8263 0.8215
S2 0.8196 0.8196 0.8254
S3 0.8105 0.8143 0.8246
S4 0.8014 0.8052 0.8221
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8613 0.8548 0.8338
R3 0.8512 0.8447 0.8310
R2 0.8411 0.8411 0.8301
R1 0.8346 0.8346 0.8291 0.8379
PP 0.8310 0.8310 0.8310 0.8326
S1 0.8245 0.8245 0.8273 0.8278
S2 0.8209 0.8209 0.8263
S3 0.8108 0.8144 0.8254
S4 0.8007 0.8043 0.8226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8374 0.8250 0.0124 1.5% 0.0083 1.0% 17% False True 125
10 0.8374 0.8046 0.0328 4.0% 0.0090 1.1% 69% False False 108
20 0.8374 0.7757 0.0617 7.5% 0.0088 1.1% 83% False False 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8728
2.618 0.8579
1.618 0.8488
1.000 0.8432
0.618 0.8397
HIGH 0.8341
0.618 0.8306
0.500 0.8296
0.382 0.8285
LOW 0.8250
0.618 0.8194
1.000 0.8159
1.618 0.8103
2.618 0.8012
4.250 0.7863
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 0.8296 0.8308
PP 0.8287 0.8295
S1 0.8279 0.8283

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

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