CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8127 |
0.8101 |
-0.0026 |
-0.3% |
0.7997 |
| High |
0.8192 |
0.8159 |
-0.0033 |
-0.4% |
0.8192 |
| Low |
0.8078 |
0.8094 |
0.0016 |
0.2% |
0.7990 |
| Close |
0.8137 |
0.8138 |
0.0001 |
0.0% |
0.8138 |
| Range |
0.0114 |
0.0065 |
-0.0049 |
-43.0% |
0.0202 |
| ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
69,967 |
74,022 |
4,055 |
5.8% |
319,305 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8297 |
0.8174 |
|
| R3 |
0.8260 |
0.8232 |
0.8156 |
|
| R2 |
0.8195 |
0.8195 |
0.8150 |
|
| R1 |
0.8167 |
0.8167 |
0.8144 |
0.8181 |
| PP |
0.8130 |
0.8130 |
0.8130 |
0.8138 |
| S1 |
0.8102 |
0.8102 |
0.8132 |
0.8116 |
| S2 |
0.8065 |
0.8065 |
0.8126 |
|
| S3 |
0.8000 |
0.8037 |
0.8120 |
|
| S4 |
0.7935 |
0.7972 |
0.8102 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8713 |
0.8627 |
0.8249 |
|
| R3 |
0.8511 |
0.8425 |
0.8194 |
|
| R2 |
0.8309 |
0.8309 |
0.8175 |
|
| R1 |
0.8223 |
0.8223 |
0.8157 |
0.8266 |
| PP |
0.8107 |
0.8107 |
0.8107 |
0.8128 |
| S1 |
0.8021 |
0.8021 |
0.8119 |
0.8064 |
| S2 |
0.7905 |
0.7905 |
0.8101 |
|
| S3 |
0.7703 |
0.7819 |
0.8082 |
|
| S4 |
0.7501 |
0.7617 |
0.8027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8192 |
0.7990 |
0.0202 |
2.5% |
0.0111 |
1.4% |
73% |
False |
False |
63,861 |
| 10 |
0.8192 |
0.7663 |
0.0529 |
6.5% |
0.0116 |
1.4% |
90% |
False |
False |
65,882 |
| 20 |
0.8192 |
0.7663 |
0.0529 |
6.5% |
0.0119 |
1.5% |
90% |
False |
False |
67,611 |
| 40 |
0.8204 |
0.7663 |
0.0541 |
6.6% |
0.0148 |
1.8% |
88% |
False |
False |
54,976 |
| 60 |
0.8204 |
0.7210 |
0.0994 |
12.2% |
0.0134 |
1.6% |
93% |
False |
False |
36,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8435 |
|
2.618 |
0.8329 |
|
1.618 |
0.8264 |
|
1.000 |
0.8224 |
|
0.618 |
0.8199 |
|
HIGH |
0.8159 |
|
0.618 |
0.8134 |
|
0.500 |
0.8127 |
|
0.382 |
0.8119 |
|
LOW |
0.8094 |
|
0.618 |
0.8054 |
|
1.000 |
0.8029 |
|
1.618 |
0.7989 |
|
2.618 |
0.7924 |
|
4.250 |
0.7818 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8134 |
0.8135 |
| PP |
0.8130 |
0.8132 |
| S1 |
0.8127 |
0.8129 |
|