CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7762 |
0.7797 |
0.0035 |
0.5% |
0.7915 |
| High |
0.7829 |
0.7812 |
-0.0017 |
-0.2% |
0.7999 |
| Low |
0.7719 |
0.7702 |
-0.0017 |
-0.2% |
0.7685 |
| Close |
0.7808 |
0.7738 |
-0.0070 |
-0.9% |
0.7738 |
| Range |
0.0110 |
0.0110 |
0.0000 |
0.0% |
0.0314 |
| ATR |
0.0145 |
0.0142 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
105,818 |
64,039 |
-41,779 |
-39.5% |
381,764 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8019 |
0.7799 |
|
| R3 |
0.7971 |
0.7909 |
0.7768 |
|
| R2 |
0.7861 |
0.7861 |
0.7758 |
|
| R1 |
0.7799 |
0.7799 |
0.7748 |
0.7775 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7739 |
| S1 |
0.7689 |
0.7689 |
0.7728 |
0.7665 |
| S2 |
0.7641 |
0.7641 |
0.7718 |
|
| S3 |
0.7531 |
0.7579 |
0.7708 |
|
| S4 |
0.7421 |
0.7469 |
0.7678 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8749 |
0.8558 |
0.7911 |
|
| R3 |
0.8435 |
0.8244 |
0.7824 |
|
| R2 |
0.8121 |
0.8121 |
0.7796 |
|
| R1 |
0.7930 |
0.7930 |
0.7767 |
0.7869 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7777 |
| S1 |
0.7616 |
0.7616 |
0.7709 |
0.7555 |
| S2 |
0.7493 |
0.7493 |
0.7680 |
|
| S3 |
0.7179 |
0.7302 |
0.7652 |
|
| S4 |
0.6865 |
0.6988 |
0.7565 |
|
|
| 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 |
4.1% |
0.0130 |
1.7% |
17% |
False |
False |
76,352 |
| 10 |
0.8110 |
0.7685 |
0.0425 |
5.5% |
0.0122 |
1.6% |
12% |
False |
False |
69,340 |
| 20 |
0.8110 |
0.7685 |
0.0425 |
5.5% |
0.0141 |
1.8% |
12% |
False |
False |
68,962 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.5% |
0.0149 |
1.9% |
42% |
False |
False |
38,575 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.8% |
0.0128 |
1.7% |
64% |
False |
False |
25,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8100 |
|
1.618 |
0.7990 |
|
1.000 |
0.7922 |
|
0.618 |
0.7880 |
|
HIGH |
0.7812 |
|
0.618 |
0.7770 |
|
0.500 |
0.7757 |
|
0.382 |
0.7744 |
|
LOW |
0.7702 |
|
0.618 |
0.7634 |
|
1.000 |
0.7592 |
|
1.618 |
0.7524 |
|
2.618 |
0.7414 |
|
4.250 |
0.7235 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7771 |
| PP |
0.7751 |
0.7760 |
| S1 |
0.7744 |
0.7749 |
|