CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 0.8180 0.8280 0.0100 1.2% 0.8280
High 0.8280 0.8356 0.0076 0.9% 0.8374
Low 0.8105 0.8275 0.0170 2.1% 0.8273
Close 0.8280 0.8323 0.0043 0.5% 0.8282
Range 0.0175 0.0081 -0.0094 -53.7% 0.0101
ATR 0.0101 0.0099 -0.0001 -1.4% 0.0000
Volume 258 280 22 8.5% 488
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8561 0.8523 0.8368
R3 0.8480 0.8442 0.8345
R2 0.8399 0.8399 0.8338
R1 0.8361 0.8361 0.8330 0.8380
PP 0.8318 0.8318 0.8318 0.8328
S1 0.8280 0.8280 0.8316 0.8299
S2 0.8237 0.8237 0.8308
S3 0.8156 0.8199 0.8301
S4 0.8075 0.8118 0.8278
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 0.8365 0.8105 0.0260 3.1% 0.0109 1.3% 84% False False 186
10 0.8374 0.8105 0.0269 3.2% 0.0093 1.1% 81% False False 138
20 0.8374 0.7888 0.0486 5.8% 0.0091 1.1% 90% False False 117
40 0.8374 0.7615 0.0759 9.1% 0.0082 1.0% 93% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8700
2.618 0.8568
1.618 0.8487
1.000 0.8437
0.618 0.8406
HIGH 0.8356
0.618 0.8325
0.500 0.8316
0.382 0.8306
LOW 0.8275
0.618 0.8225
1.000 0.8194
1.618 0.8144
2.618 0.8063
4.250 0.7931
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 0.8321 0.8292
PP 0.8318 0.8261
S1 0.8316 0.8231

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

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