CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 0.8336 0.8364 0.0028 0.3% 0.8310
High 0.8383 0.8375 -0.0008 -0.1% 0.8399
Low 0.8268 0.8177 -0.0091 -1.1% 0.8180
Close 0.8359 0.8200 -0.0159 -1.9% 0.8336
Range 0.0115 0.0198 0.0083 72.2% 0.0219
ATR 0.0109 0.0116 0.0006 5.8% 0.0000
Volume 5,278 10,932 5,654 107.1% 8,054
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8845 0.8720 0.8309
R3 0.8647 0.8522 0.8254
R2 0.8449 0.8449 0.8236
R1 0.8324 0.8324 0.8218 0.8288
PP 0.8251 0.8251 0.8251 0.8232
S1 0.8126 0.8126 0.8182 0.8090
S2 0.8053 0.8053 0.8164
S3 0.7855 0.7928 0.8146
S4 0.7657 0.7730 0.8091
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 0.8177 0.0222 2.7% 0.0138 1.7% 10% False True 4,607
10 0.8399 0.8102 0.0297 3.6% 0.0118 1.4% 33% False False 2,512
20 0.8399 0.8080 0.0319 3.9% 0.0115 1.4% 38% False False 1,348
40 0.8399 0.7615 0.0784 9.6% 0.0104 1.3% 75% False False 714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.9217
2.618 0.8893
1.618 0.8695
1.000 0.8573
0.618 0.8497
HIGH 0.8375
0.618 0.8299
0.500 0.8276
0.382 0.8253
LOW 0.8177
0.618 0.8055
1.000 0.7979
1.618 0.7857
2.618 0.7659
4.250 0.7336
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 0.8276 0.8288
PP 0.8251 0.8259
S1 0.8225 0.8229

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

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