CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8019 |
0.7997 |
-0.0022 |
-0.3% |
0.7757 |
| High |
0.8019 |
0.8143 |
0.0124 |
1.5% |
0.8037 |
| Low |
0.7935 |
0.7990 |
0.0055 |
0.7% |
0.7663 |
| Close |
0.8001 |
0.8120 |
0.0119 |
1.5% |
0.8001 |
| Range |
0.0084 |
0.0153 |
0.0069 |
82.1% |
0.0374 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
0.8% |
0.0000 |
| Volume |
66,221 |
47,908 |
-18,313 |
-27.7% |
339,517 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8543 |
0.8485 |
0.8204 |
|
| R3 |
0.8390 |
0.8332 |
0.8162 |
|
| R2 |
0.8237 |
0.8237 |
0.8148 |
|
| R1 |
0.8179 |
0.8179 |
0.8134 |
0.8208 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8099 |
| S1 |
0.8026 |
0.8026 |
0.8106 |
0.8055 |
| S2 |
0.7931 |
0.7931 |
0.8092 |
|
| S3 |
0.7778 |
0.7873 |
0.8078 |
|
| S4 |
0.7625 |
0.7720 |
0.8036 |
|
|
| 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 |
0.8143 |
0.7779 |
0.0364 |
4.5% |
0.0125 |
1.5% |
94% |
True |
False |
66,200 |
| 10 |
0.8143 |
0.7663 |
0.0480 |
5.9% |
0.0131 |
1.6% |
95% |
True |
False |
69,288 |
| 20 |
0.8143 |
0.7663 |
0.0480 |
5.9% |
0.0124 |
1.5% |
95% |
True |
False |
69,087 |
| 40 |
0.8204 |
0.7663 |
0.0541 |
6.7% |
0.0152 |
1.9% |
84% |
False |
False |
48,217 |
| 60 |
0.8204 |
0.6947 |
0.1257 |
15.5% |
0.0134 |
1.6% |
93% |
False |
False |
32,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8793 |
|
2.618 |
0.8544 |
|
1.618 |
0.8391 |
|
1.000 |
0.8296 |
|
0.618 |
0.8238 |
|
HIGH |
0.8143 |
|
0.618 |
0.8085 |
|
0.500 |
0.8067 |
|
0.382 |
0.8048 |
|
LOW |
0.7990 |
|
0.618 |
0.7895 |
|
1.000 |
0.7837 |
|
1.618 |
0.7742 |
|
2.618 |
0.7589 |
|
4.250 |
0.7340 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8102 |
0.8092 |
| PP |
0.8084 |
0.8063 |
| S1 |
0.8067 |
0.8035 |
|