CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 0.8280 0.8330 0.0050 0.6% 0.8336
High 0.8360 0.8466 0.0106 1.3% 0.8466
Low 0.8256 0.8312 0.0056 0.7% 0.8174
Close 0.8319 0.8448 0.0129 1.6% 0.8448
Range 0.0104 0.0154 0.0050 48.1% 0.0292
ATR 0.0116 0.0118 0.0003 2.4% 0.0000
Volume 2,608 1,570 -1,038 -39.8% 25,979
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8871 0.8813 0.8533
R3 0.8717 0.8659 0.8490
R2 0.8563 0.8563 0.8476
R1 0.8505 0.8505 0.8462 0.8534
PP 0.8409 0.8409 0.8409 0.8423
S1 0.8351 0.8351 0.8434 0.8380
S2 0.8255 0.8255 0.8420
S3 0.8101 0.8197 0.8406
S4 0.7947 0.8043 0.8363
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9239 0.9135 0.8609
R3 0.8947 0.8843 0.8528
R2 0.8655 0.8655 0.8502
R1 0.8551 0.8551 0.8475 0.8603
PP 0.8363 0.8363 0.8363 0.8389
S1 0.8259 0.8259 0.8421 0.8311
S2 0.8071 0.8071 0.8394
S3 0.7779 0.7967 0.8368
S4 0.7487 0.7675 0.8287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8466 0.8174 0.0292 3.5% 0.0140 1.7% 94% True False 5,195
10 0.8466 0.8174 0.0292 3.5% 0.0122 1.4% 94% True False 3,403
20 0.8466 0.8080 0.0386 4.6% 0.0122 1.4% 95% True False 1,820
40 0.8466 0.7615 0.0851 10.1% 0.0106 1.3% 98% True False 957
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9121
2.618 0.8869
1.618 0.8715
1.000 0.8620
0.618 0.8561
HIGH 0.8466
0.618 0.8407
0.500 0.8389
0.382 0.8371
LOW 0.8312
0.618 0.8217
1.000 0.8158
1.618 0.8063
2.618 0.7909
4.250 0.7658
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 0.8428 0.8405
PP 0.8409 0.8363
S1 0.8389 0.8320

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

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