CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7857 |
0.7762 |
-0.0095 |
-1.2% |
0.8023 |
| High |
0.7857 |
0.7829 |
-0.0028 |
-0.4% |
0.8110 |
| Low |
0.7685 |
0.7719 |
0.0034 |
0.4% |
0.7871 |
| Close |
0.7699 |
0.7808 |
0.0109 |
1.4% |
0.7912 |
| Range |
0.0172 |
0.0110 |
-0.0062 |
-36.0% |
0.0239 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
65,914 |
105,818 |
39,904 |
60.5% |
311,639 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.8072 |
0.7869 |
|
| R3 |
0.8005 |
0.7962 |
0.7838 |
|
| R2 |
0.7895 |
0.7895 |
0.7828 |
|
| R1 |
0.7852 |
0.7852 |
0.7818 |
0.7874 |
| PP |
0.7785 |
0.7785 |
0.7785 |
0.7796 |
| S1 |
0.7742 |
0.7742 |
0.7798 |
0.7764 |
| S2 |
0.7675 |
0.7675 |
0.7788 |
|
| S3 |
0.7565 |
0.7632 |
0.7778 |
|
| S4 |
0.7455 |
0.7522 |
0.7748 |
|
|
| 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 |
0.7999 |
0.7685 |
0.0314 |
4.0% |
0.0127 |
1.6% |
39% |
False |
False |
78,806 |
| 10 |
0.8110 |
0.7685 |
0.0425 |
5.4% |
0.0117 |
1.5% |
29% |
False |
False |
69,972 |
| 20 |
0.8158 |
0.7685 |
0.0473 |
6.1% |
0.0143 |
1.8% |
26% |
False |
False |
68,891 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.4% |
0.0149 |
1.9% |
51% |
False |
False |
36,975 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.6% |
0.0128 |
1.6% |
70% |
False |
False |
24,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8297 |
|
2.618 |
0.8117 |
|
1.618 |
0.8007 |
|
1.000 |
0.7939 |
|
0.618 |
0.7897 |
|
HIGH |
0.7829 |
|
0.618 |
0.7787 |
|
0.500 |
0.7774 |
|
0.382 |
0.7761 |
|
LOW |
0.7719 |
|
0.618 |
0.7651 |
|
1.000 |
0.7609 |
|
1.618 |
0.7541 |
|
2.618 |
0.7431 |
|
4.250 |
0.7252 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7797 |
0.7842 |
| PP |
0.7785 |
0.7831 |
| S1 |
0.7774 |
0.7819 |
|