CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7997 |
0.8121 |
0.0124 |
1.6% |
0.7757 |
| High |
0.8143 |
0.8160 |
0.0017 |
0.2% |
0.8037 |
| Low |
0.7990 |
0.8055 |
0.0065 |
0.8% |
0.7663 |
| Close |
0.8120 |
0.8108 |
-0.0012 |
-0.1% |
0.8001 |
| Range |
0.0153 |
0.0105 |
-0.0048 |
-31.4% |
0.0374 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
47,908 |
59,871 |
11,963 |
25.0% |
339,517 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8423 |
0.8370 |
0.8166 |
|
| R3 |
0.8318 |
0.8265 |
0.8137 |
|
| R2 |
0.8213 |
0.8213 |
0.8127 |
|
| R1 |
0.8160 |
0.8160 |
0.8118 |
0.8134 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8095 |
| S1 |
0.8055 |
0.8055 |
0.8098 |
0.8029 |
| S2 |
0.8003 |
0.8003 |
0.8089 |
|
| S3 |
0.7898 |
0.7950 |
0.8079 |
|
| S4 |
0.7793 |
0.7845 |
0.8050 |
|
|
| 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 |
0.8160 |
0.7890 |
0.0270 |
3.3% |
0.0117 |
1.4% |
81% |
True |
False |
65,686 |
| 10 |
0.8160 |
0.7663 |
0.0497 |
6.1% |
0.0126 |
1.6% |
90% |
True |
False |
68,306 |
| 20 |
0.8160 |
0.7663 |
0.0497 |
6.1% |
0.0120 |
1.5% |
90% |
True |
False |
68,510 |
| 40 |
0.8204 |
0.7663 |
0.0541 |
6.7% |
0.0151 |
1.9% |
82% |
False |
False |
49,709 |
| 60 |
0.8204 |
0.6947 |
0.1257 |
15.5% |
0.0135 |
1.7% |
92% |
False |
False |
33,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8606 |
|
2.618 |
0.8435 |
|
1.618 |
0.8330 |
|
1.000 |
0.8265 |
|
0.618 |
0.8225 |
|
HIGH |
0.8160 |
|
0.618 |
0.8120 |
|
0.500 |
0.8108 |
|
0.382 |
0.8095 |
|
LOW |
0.8055 |
|
0.618 |
0.7990 |
|
1.000 |
0.7950 |
|
1.618 |
0.7885 |
|
2.618 |
0.7780 |
|
4.250 |
0.7609 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8108 |
0.8088 |
| PP |
0.8108 |
0.8068 |
| S1 |
0.8108 |
0.8048 |
|