CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7915 |
0.7920 |
0.0005 |
0.1% |
0.8023 |
| High |
0.7941 |
0.7999 |
0.0058 |
0.7% |
0.8110 |
| Low |
0.7838 |
0.7844 |
0.0006 |
0.1% |
0.7871 |
| Close |
0.7891 |
0.7878 |
-0.0013 |
-0.2% |
0.7912 |
| Range |
0.0103 |
0.0155 |
0.0052 |
50.5% |
0.0239 |
| ATR |
0.0141 |
0.0142 |
0.0001 |
0.7% |
0.0000 |
| Volume |
76,306 |
69,687 |
-6,619 |
-8.7% |
311,639 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8280 |
0.7963 |
|
| R3 |
0.8217 |
0.8125 |
0.7921 |
|
| R2 |
0.8062 |
0.8062 |
0.7906 |
|
| R1 |
0.7970 |
0.7970 |
0.7892 |
0.7939 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7891 |
| S1 |
0.7815 |
0.7815 |
0.7864 |
0.7784 |
| S2 |
0.7752 |
0.7752 |
0.7850 |
|
| S3 |
0.7597 |
0.7660 |
0.7835 |
|
| S4 |
0.7442 |
0.7505 |
0.7793 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8681 |
0.8536 |
0.8043 |
|
| R3 |
0.8442 |
0.8297 |
0.7978 |
|
| R2 |
0.8203 |
0.8203 |
0.7956 |
|
| R1 |
0.8058 |
0.8058 |
0.7934 |
0.8011 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7941 |
| S1 |
0.7819 |
0.7819 |
0.7890 |
0.7772 |
| S2 |
0.7725 |
0.7725 |
0.7868 |
|
| S3 |
0.7486 |
0.7580 |
0.7846 |
|
| S4 |
0.7247 |
0.7341 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8066 |
0.7838 |
0.0228 |
2.9% |
0.0120 |
1.5% |
18% |
False |
False |
69,557 |
| 10 |
0.8110 |
0.7838 |
0.0272 |
3.5% |
0.0114 |
1.4% |
15% |
False |
False |
68,714 |
| 20 |
0.8182 |
0.7740 |
0.0442 |
5.6% |
0.0148 |
1.9% |
31% |
False |
False |
63,291 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.3% |
0.0149 |
1.9% |
60% |
False |
False |
32,687 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.5% |
0.0126 |
1.6% |
75% |
False |
False |
21,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8658 |
|
2.618 |
0.8405 |
|
1.618 |
0.8250 |
|
1.000 |
0.8154 |
|
0.618 |
0.8095 |
|
HIGH |
0.7999 |
|
0.618 |
0.7940 |
|
0.500 |
0.7922 |
|
0.382 |
0.7903 |
|
LOW |
0.7844 |
|
0.618 |
0.7748 |
|
1.000 |
0.7689 |
|
1.618 |
0.7593 |
|
2.618 |
0.7438 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7922 |
0.7919 |
| PP |
0.7907 |
0.7905 |
| S1 |
0.7893 |
0.7892 |
|