CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8141 |
0.8127 |
-0.0014 |
-0.2% |
0.7757 |
| High |
0.8182 |
0.8192 |
0.0010 |
0.1% |
0.8037 |
| Low |
0.8066 |
0.8078 |
0.0012 |
0.1% |
0.7663 |
| Close |
0.8148 |
0.8137 |
-0.0011 |
-0.1% |
0.8001 |
| Range |
0.0116 |
0.0114 |
-0.0002 |
-1.7% |
0.0374 |
| ATR |
0.0135 |
0.0134 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
67,537 |
69,967 |
2,430 |
3.6% |
339,517 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8478 |
0.8421 |
0.8200 |
|
| R3 |
0.8364 |
0.8307 |
0.8168 |
|
| R2 |
0.8250 |
0.8250 |
0.8158 |
|
| R1 |
0.8193 |
0.8193 |
0.8147 |
0.8222 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8150 |
| S1 |
0.8079 |
0.8079 |
0.8127 |
0.8108 |
| S2 |
0.8022 |
0.8022 |
0.8116 |
|
| S3 |
0.7908 |
0.7965 |
0.8106 |
|
| S4 |
0.7794 |
0.7851 |
0.8074 |
|
|
| 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 |
0.8192 |
0.7935 |
0.0257 |
3.2% |
0.0114 |
1.4% |
79% |
True |
False |
62,300 |
| 10 |
0.8192 |
0.7663 |
0.0529 |
6.5% |
0.0121 |
1.5% |
90% |
True |
False |
64,883 |
| 20 |
0.8192 |
0.7663 |
0.0529 |
6.5% |
0.0119 |
1.5% |
90% |
True |
False |
67,427 |
| 40 |
0.8204 |
0.7663 |
0.0541 |
6.6% |
0.0151 |
1.9% |
88% |
False |
False |
53,134 |
| 60 |
0.8204 |
0.7204 |
0.1000 |
12.3% |
0.0135 |
1.7% |
93% |
False |
False |
35,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8677 |
|
2.618 |
0.8490 |
|
1.618 |
0.8376 |
|
1.000 |
0.8306 |
|
0.618 |
0.8262 |
|
HIGH |
0.8192 |
|
0.618 |
0.8148 |
|
0.500 |
0.8135 |
|
0.382 |
0.8122 |
|
LOW |
0.8078 |
|
0.618 |
0.8008 |
|
1.000 |
0.7964 |
|
1.618 |
0.7894 |
|
2.618 |
0.7780 |
|
4.250 |
0.7594 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8136 |
0.8133 |
| PP |
0.8136 |
0.8128 |
| S1 |
0.8135 |
0.8124 |
|