CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 0.8327 0.8336 0.0009 0.1% 0.8310
High 0.8399 0.8383 -0.0016 -0.2% 0.8399
Low 0.8314 0.8268 -0.0046 -0.6% 0.8180
Close 0.8336 0.8359 0.0023 0.3% 0.8336
Range 0.0085 0.0115 0.0030 35.3% 0.0219
ATR 0.0109 0.0109 0.0000 0.4% 0.0000
Volume 3,546 5,278 1,732 48.8% 8,054
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8682 0.8635 0.8422
R3 0.8567 0.8520 0.8391
R2 0.8452 0.8452 0.8380
R1 0.8405 0.8405 0.8370 0.8429
PP 0.8337 0.8337 0.8337 0.8348
S1 0.8290 0.8290 0.8348 0.8314
S2 0.8222 0.8222 0.8338
S3 0.8107 0.8175 0.8327
S4 0.7992 0.8060 0.8296
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.8962 0.8868 0.8456
R3 0.8743 0.8649 0.8396
R2 0.8524 0.8524 0.8376
R1 0.8430 0.8430 0.8356 0.8477
PP 0.8305 0.8305 0.8305 0.8329
S1 0.8211 0.8211 0.8316 0.8258
S2 0.8086 0.8086 0.8296
S3 0.7867 0.7992 0.8276
S4 0.7648 0.7773 0.8216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8399 0.8180 0.0219 2.6% 0.0115 1.4% 82% False False 2,456
10 0.8399 0.8102 0.0297 3.6% 0.0106 1.3% 87% False False 1,445
20 0.8399 0.8080 0.0319 3.8% 0.0108 1.3% 87% False False 807
40 0.8399 0.7615 0.0784 9.4% 0.0101 1.2% 95% False False 442
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8872
2.618 0.8684
1.618 0.8569
1.000 0.8498
0.618 0.8454
HIGH 0.8383
0.618 0.8339
0.500 0.8326
0.382 0.8312
LOW 0.8268
0.618 0.8197
1.000 0.8153
1.618 0.8082
2.618 0.7967
4.250 0.7779
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 0.8348 0.8336
PP 0.8337 0.8313
S1 0.8326 0.8290

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

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