CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7995 |
0.8019 |
0.0024 |
0.3% |
0.7757 |
| High |
0.8037 |
0.8019 |
-0.0018 |
-0.2% |
0.8037 |
| Low |
0.7926 |
0.7935 |
0.0009 |
0.1% |
0.7663 |
| Close |
0.8021 |
0.8001 |
-0.0020 |
-0.2% |
0.8001 |
| Range |
0.0111 |
0.0084 |
-0.0027 |
-24.3% |
0.0374 |
| ATR |
0.0142 |
0.0138 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
78,017 |
66,221 |
-11,796 |
-15.1% |
339,517 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8237 |
0.8203 |
0.8047 |
|
| R3 |
0.8153 |
0.8119 |
0.8024 |
|
| R2 |
0.8069 |
0.8069 |
0.8016 |
|
| R1 |
0.8035 |
0.8035 |
0.8009 |
0.8010 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7973 |
| S1 |
0.7951 |
0.7951 |
0.7993 |
0.7926 |
| S2 |
0.7901 |
0.7901 |
0.7986 |
|
| S3 |
0.7817 |
0.7867 |
0.7978 |
|
| S4 |
0.7733 |
0.7783 |
0.7955 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9022 |
0.8886 |
0.8207 |
|
| R3 |
0.8648 |
0.8512 |
0.8104 |
|
| R2 |
0.8274 |
0.8274 |
0.8070 |
|
| R1 |
0.8138 |
0.8138 |
0.8035 |
0.8206 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7935 |
| S1 |
0.7764 |
0.7764 |
0.7967 |
0.7832 |
| S2 |
0.7526 |
0.7526 |
0.7932 |
|
| S3 |
0.7152 |
0.7390 |
0.7898 |
|
| S4 |
0.6778 |
0.7016 |
0.7795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8037 |
0.7663 |
0.0374 |
4.7% |
0.0122 |
1.5% |
90% |
False |
False |
67,903 |
| 10 |
0.8037 |
0.7663 |
0.0374 |
4.7% |
0.0126 |
1.6% |
90% |
False |
False |
72,128 |
| 20 |
0.8110 |
0.7663 |
0.0447 |
5.6% |
0.0129 |
1.6% |
76% |
False |
False |
69,509 |
| 40 |
0.8204 |
0.7663 |
0.0541 |
6.8% |
0.0150 |
1.9% |
62% |
False |
False |
47,021 |
| 60 |
0.8204 |
0.6947 |
0.1257 |
15.7% |
0.0132 |
1.7% |
84% |
False |
False |
31,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8376 |
|
2.618 |
0.8239 |
|
1.618 |
0.8155 |
|
1.000 |
0.8103 |
|
0.618 |
0.8071 |
|
HIGH |
0.8019 |
|
0.618 |
0.7987 |
|
0.500 |
0.7977 |
|
0.382 |
0.7967 |
|
LOW |
0.7935 |
|
0.618 |
0.7883 |
|
1.000 |
0.7851 |
|
1.618 |
0.7799 |
|
2.618 |
0.7715 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7993 |
0.7989 |
| PP |
0.7985 |
0.7976 |
| S1 |
0.7977 |
0.7964 |
|