CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 0.8208 0.8225 0.0017 0.2% 0.8290
High 0.8230 0.8255 0.0025 0.3% 0.8398
Low 0.8102 0.8215 0.0113 1.4% 0.8105
Close 0.8211 0.8236 0.0025 0.3% 0.8203
Range 0.0128 0.0040 -0.0088 -68.8% 0.0293
ATR 0.0108 0.0103 -0.0005 -4.2% 0.0000
Volume 545 186 -359 -65.9% 1,069
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8355 0.8336 0.8258
R3 0.8315 0.8296 0.8247
R2 0.8275 0.8275 0.8243
R1 0.8256 0.8256 0.8240 0.8266
PP 0.8235 0.8235 0.8235 0.8240
S1 0.8216 0.8216 0.8232 0.8226
S2 0.8195 0.8195 0.8229
S3 0.8155 0.8176 0.8225
S4 0.8115 0.8136 0.8214
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9114 0.8952 0.8364
R3 0.8821 0.8659 0.8284
R2 0.8528 0.8528 0.8257
R1 0.8366 0.8366 0.8230 0.8301
PP 0.8235 0.8235 0.8235 0.8203
S1 0.8073 0.8073 0.8176 0.8008
S2 0.7942 0.7942 0.8149
S3 0.7649 0.7780 0.8122
S4 0.7356 0.7487 0.8042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8398 0.8080 0.0318 3.9% 0.0116 1.4% 49% False False 282
10 0.8398 0.8080 0.0318 3.9% 0.0112 1.4% 49% False False 234
20 0.8398 0.8046 0.0352 4.3% 0.0097 1.2% 54% False False 166
40 0.8398 0.7615 0.0783 9.5% 0.0086 1.0% 79% False False 108
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 0.0025
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8425
2.618 0.8360
1.618 0.8320
1.000 0.8295
0.618 0.8280
HIGH 0.8255
0.618 0.8240
0.500 0.8235
0.382 0.8230
LOW 0.8215
0.618 0.8190
1.000 0.8175
1.618 0.8150
2.618 0.8110
4.250 0.8045
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 0.8236 0.8217
PP 0.8235 0.8198
S1 0.8235 0.8179

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

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