CME Australian Dollar Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 0.8993 0.9066 0.0073 0.8% 0.9165
High 0.9111 0.9105 -0.0006 -0.1% 0.9234
Low 0.8922 0.8993 0.0071 0.8% 0.8904
Close 0.9105 0.9071 -0.0034 -0.4% 0.8969
Range 0.0189 0.0112 -0.0077 -40.7% 0.0330
ATR 0.0157 0.0154 -0.0003 -2.1% 0.0000
Volume 120,181 100,910 -19,271 -16.0% 540,333
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9392 0.9344 0.9133
R3 0.9280 0.9232 0.9102
R2 0.9168 0.9168 0.9092
R1 0.9120 0.9120 0.9081 0.9144
PP 0.9056 0.9056 0.9056 0.9069
S1 0.9008 0.9008 0.9061 0.9032
S2 0.8944 0.8944 0.9050
S3 0.8832 0.8896 0.9040
S4 0.8720 0.8784 0.9009
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0026 0.9827 0.9151
R3 0.9696 0.9497 0.9060
R2 0.9366 0.9366 0.9030
R1 0.9167 0.9167 0.8999 0.9102
PP 0.9036 0.9036 0.9036 0.9003
S1 0.8837 0.8837 0.8939 0.8772
S2 0.8706 0.8706 0.8909
S3 0.8376 0.8507 0.8878
S4 0.8046 0.8177 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9145 0.8882 0.0263 2.9% 0.0171 1.9% 72% False False 115,925
10 0.9382 0.8882 0.0500 5.5% 0.0182 2.0% 38% False False 109,121
20 0.9382 0.8882 0.0500 5.5% 0.0150 1.6% 38% False False 92,898
40 0.9382 0.8481 0.0901 9.9% 0.0136 1.5% 65% False False 84,374
60 0.9382 0.8080 0.1302 14.4% 0.0130 1.4% 76% False False 58,271
80 0.9382 0.7888 0.1494 16.5% 0.0121 1.3% 79% False False 43,732
100 0.9382 0.7615 0.1767 19.5% 0.0111 1.2% 82% False False 34,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9581
2.618 0.9398
1.618 0.9286
1.000 0.9217
0.618 0.9174
HIGH 0.9105
0.618 0.9062
0.500 0.9049
0.382 0.9036
LOW 0.8993
0.618 0.8924
1.000 0.8881
1.618 0.8812
2.618 0.8700
4.250 0.8517
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 0.9064 0.9046
PP 0.9056 0.9021
S1 0.9049 0.8997

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

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