CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8023 |
0.8031 |
0.0008 |
0.1% |
0.8000 |
| High |
0.8053 |
0.8110 |
0.0057 |
0.7% |
0.8042 |
| Low |
0.7938 |
0.7993 |
0.0055 |
0.7% |
0.7740 |
| Close |
0.8035 |
0.8029 |
-0.0006 |
-0.1% |
0.8034 |
| Range |
0.0115 |
0.0117 |
0.0002 |
1.7% |
0.0302 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
59,348 |
50,498 |
-8,850 |
-14.9% |
357,276 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8395 |
0.8329 |
0.8093 |
|
| R3 |
0.8278 |
0.8212 |
0.8061 |
|
| R2 |
0.8161 |
0.8161 |
0.8050 |
|
| R1 |
0.8095 |
0.8095 |
0.8040 |
0.8070 |
| PP |
0.8044 |
0.8044 |
0.8044 |
0.8031 |
| S1 |
0.7978 |
0.7978 |
0.8018 |
0.7953 |
| S2 |
0.7927 |
0.7927 |
0.8008 |
|
| S3 |
0.7810 |
0.7861 |
0.7997 |
|
| S4 |
0.7693 |
0.7744 |
0.7965 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8845 |
0.8741 |
0.8200 |
|
| R3 |
0.8543 |
0.8439 |
0.8117 |
|
| R2 |
0.8241 |
0.8241 |
0.8089 |
|
| R1 |
0.8137 |
0.8137 |
0.8062 |
0.8189 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7965 |
| S1 |
0.7835 |
0.7835 |
0.8006 |
0.7887 |
| S2 |
0.7637 |
0.7637 |
0.7979 |
|
| S3 |
0.7335 |
0.7533 |
0.7951 |
|
| S4 |
0.7033 |
0.7231 |
0.7868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8110 |
0.7870 |
0.0240 |
3.0% |
0.0107 |
1.3% |
66% |
True |
False |
67,871 |
| 10 |
0.8110 |
0.7740 |
0.0370 |
4.6% |
0.0141 |
1.8% |
78% |
True |
False |
66,855 |
| 20 |
0.8204 |
0.7740 |
0.0464 |
5.8% |
0.0172 |
2.1% |
62% |
False |
False |
47,738 |
| 40 |
0.8204 |
0.7298 |
0.0906 |
11.3% |
0.0144 |
1.8% |
81% |
False |
False |
24,000 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.2% |
0.0120 |
1.5% |
87% |
False |
False |
16,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8607 |
|
2.618 |
0.8416 |
|
1.618 |
0.8299 |
|
1.000 |
0.8227 |
|
0.618 |
0.8182 |
|
HIGH |
0.8110 |
|
0.618 |
0.8065 |
|
0.500 |
0.8052 |
|
0.382 |
0.8038 |
|
LOW |
0.7993 |
|
0.618 |
0.7921 |
|
1.000 |
0.7876 |
|
1.618 |
0.7804 |
|
2.618 |
0.7687 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8052 |
0.8027 |
| PP |
0.8044 |
0.8026 |
| S1 |
0.8037 |
0.8024 |
|