CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8121 |
0.8141 |
0.0020 |
0.2% |
0.7757 |
| High |
0.8160 |
0.8182 |
0.0022 |
0.3% |
0.8037 |
| Low |
0.8055 |
0.8066 |
0.0011 |
0.1% |
0.7663 |
| Close |
0.8108 |
0.8148 |
0.0040 |
0.5% |
0.8001 |
| Range |
0.0105 |
0.0116 |
0.0011 |
10.5% |
0.0374 |
| ATR |
0.0137 |
0.0135 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
59,871 |
67,537 |
7,666 |
12.8% |
339,517 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8480 |
0.8430 |
0.8212 |
|
| R3 |
0.8364 |
0.8314 |
0.8180 |
|
| R2 |
0.8248 |
0.8248 |
0.8169 |
|
| R1 |
0.8198 |
0.8198 |
0.8159 |
0.8223 |
| PP |
0.8132 |
0.8132 |
0.8132 |
0.8145 |
| S1 |
0.8082 |
0.8082 |
0.8137 |
0.8107 |
| S2 |
0.8016 |
0.8016 |
0.8127 |
|
| S3 |
0.7900 |
0.7966 |
0.8116 |
|
| S4 |
0.7784 |
0.7850 |
0.8084 |
|
|
| 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 |
0.8182 |
0.7926 |
0.0256 |
3.1% |
0.0114 |
1.4% |
87% |
True |
False |
63,910 |
| 10 |
0.8182 |
0.7663 |
0.0519 |
6.4% |
0.0120 |
1.5% |
93% |
True |
False |
68,469 |
| 20 |
0.8182 |
0.7663 |
0.0519 |
6.4% |
0.0119 |
1.5% |
93% |
True |
False |
67,484 |
| 40 |
0.8204 |
0.7663 |
0.0541 |
6.6% |
0.0151 |
1.9% |
90% |
False |
False |
51,390 |
| 60 |
0.8204 |
0.7070 |
0.1134 |
13.9% |
0.0136 |
1.7% |
95% |
False |
False |
34,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8675 |
|
2.618 |
0.8486 |
|
1.618 |
0.8370 |
|
1.000 |
0.8298 |
|
0.618 |
0.8254 |
|
HIGH |
0.8182 |
|
0.618 |
0.8138 |
|
0.500 |
0.8124 |
|
0.382 |
0.8110 |
|
LOW |
0.8066 |
|
0.618 |
0.7994 |
|
1.000 |
0.7950 |
|
1.618 |
0.7878 |
|
2.618 |
0.7762 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8140 |
0.8127 |
| PP |
0.8132 |
0.8107 |
| S1 |
0.8124 |
0.8086 |
|