CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 0.8195 0.8280 0.0085 1.0% 0.8310
High 0.8303 0.8360 0.0057 0.7% 0.8399
Low 0.8174 0.8256 0.0082 1.0% 0.8180
Close 0.8290 0.8319 0.0029 0.3% 0.8336
Range 0.0129 0.0104 -0.0025 -19.4% 0.0219
ATR 0.0117 0.0116 -0.0001 -0.8% 0.0000
Volume 5,591 2,608 -2,983 -53.4% 8,054
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8624 0.8575 0.8376
R3 0.8520 0.8471 0.8348
R2 0.8416 0.8416 0.8338
R1 0.8367 0.8367 0.8329 0.8392
PP 0.8312 0.8312 0.8312 0.8324
S1 0.8263 0.8263 0.8309 0.8288
S2 0.8208 0.8208 0.8300
S3 0.8104 0.8159 0.8290
S4 0.8000 0.8055 0.8262
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 0.8174 0.0225 2.7% 0.0126 1.5% 64% False False 5,591
10 0.8399 0.8145 0.0254 3.1% 0.0125 1.5% 69% False False 3,258
20 0.8399 0.8080 0.0319 3.8% 0.0118 1.4% 75% False False 1,746
40 0.8399 0.7615 0.0784 9.4% 0.0104 1.2% 90% False False 918
Crabel Price Patterns
NR True
NR4 True
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 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8802
2.618 0.8632
1.618 0.8528
1.000 0.8464
0.618 0.8424
HIGH 0.8360
0.618 0.8320
0.500 0.8308
0.382 0.8296
LOW 0.8256
0.618 0.8192
1.000 0.8152
1.618 0.8088
2.618 0.7984
4.250 0.7814
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 0.8315 0.8304
PP 0.8312 0.8289
S1 0.8308 0.8275

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

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