CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7757 |
0.7804 |
0.0047 |
0.6% |
0.7915 |
| High |
0.7799 |
0.7925 |
0.0126 |
1.6% |
0.7999 |
| Low |
0.7663 |
0.7779 |
0.0116 |
1.5% |
0.7685 |
| Close |
0.7776 |
0.7851 |
0.0075 |
1.0% |
0.7738 |
| Range |
0.0136 |
0.0146 |
0.0010 |
7.4% |
0.0314 |
| ATR |
0.0142 |
0.0142 |
0.0001 |
0.4% |
0.0000 |
| Volume |
56,422 |
62,444 |
6,022 |
10.7% |
381,764 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8216 |
0.7931 |
|
| R3 |
0.8144 |
0.8070 |
0.7891 |
|
| R2 |
0.7998 |
0.7998 |
0.7878 |
|
| R1 |
0.7924 |
0.7924 |
0.7864 |
0.7961 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7870 |
| S1 |
0.7778 |
0.7778 |
0.7838 |
0.7815 |
| S2 |
0.7706 |
0.7706 |
0.7824 |
|
| S3 |
0.7560 |
0.7632 |
0.7811 |
|
| S4 |
0.7414 |
0.7486 |
0.7771 |
|
|
| 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 |
0.7925 |
0.7663 |
0.0262 |
3.3% |
0.0135 |
1.7% |
72% |
True |
False |
70,927 |
| 10 |
0.8066 |
0.7663 |
0.0403 |
5.1% |
0.0127 |
1.6% |
47% |
False |
False |
70,242 |
| 20 |
0.8110 |
0.7663 |
0.0447 |
5.7% |
0.0134 |
1.7% |
42% |
False |
False |
68,549 |
| 40 |
0.8204 |
0.7610 |
0.0594 |
7.6% |
0.0150 |
1.9% |
41% |
False |
False |
41,536 |
| 60 |
0.8204 |
0.6933 |
0.1271 |
16.2% |
0.0130 |
1.7% |
72% |
False |
False |
27,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8546 |
|
2.618 |
0.8307 |
|
1.618 |
0.8161 |
|
1.000 |
0.8071 |
|
0.618 |
0.8015 |
|
HIGH |
0.7925 |
|
0.618 |
0.7869 |
|
0.500 |
0.7852 |
|
0.382 |
0.7835 |
|
LOW |
0.7779 |
|
0.618 |
0.7689 |
|
1.000 |
0.7633 |
|
1.618 |
0.7543 |
|
2.618 |
0.7397 |
|
4.250 |
0.7159 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7852 |
0.7832 |
| PP |
0.7852 |
0.7813 |
| S1 |
0.7851 |
0.7794 |
|