CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8147 |
0.8198 |
0.0051 |
0.6% |
0.7997 |
| High |
0.8231 |
0.8309 |
0.0078 |
0.9% |
0.8192 |
| Low |
0.8117 |
0.8171 |
0.0054 |
0.7% |
0.7990 |
| Close |
0.8199 |
0.8245 |
0.0046 |
0.6% |
0.8138 |
| Range |
0.0114 |
0.0138 |
0.0024 |
21.1% |
0.0202 |
| ATR |
0.0128 |
0.0128 |
0.0001 |
0.6% |
0.0000 |
| Volume |
51,299 |
67,249 |
15,950 |
31.1% |
319,305 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8656 |
0.8588 |
0.8321 |
|
| R3 |
0.8518 |
0.8450 |
0.8283 |
|
| R2 |
0.8380 |
0.8380 |
0.8270 |
|
| R1 |
0.8312 |
0.8312 |
0.8258 |
0.8346 |
| PP |
0.8242 |
0.8242 |
0.8242 |
0.8259 |
| S1 |
0.8174 |
0.8174 |
0.8232 |
0.8208 |
| S2 |
0.8104 |
0.8104 |
0.8220 |
|
| S3 |
0.7966 |
0.8036 |
0.8207 |
|
| S4 |
0.7828 |
0.7898 |
0.8169 |
|
|
| 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 |
0.8309 |
0.8066 |
0.0243 |
2.9% |
0.0109 |
1.3% |
74% |
True |
False |
66,014 |
| 10 |
0.8309 |
0.7890 |
0.0419 |
5.1% |
0.0113 |
1.4% |
85% |
True |
False |
65,850 |
| 20 |
0.8309 |
0.7663 |
0.0646 |
7.8% |
0.0120 |
1.5% |
90% |
True |
False |
68,046 |
| 40 |
0.8309 |
0.7663 |
0.0646 |
7.8% |
0.0146 |
1.8% |
90% |
True |
False |
57,892 |
| 60 |
0.8309 |
0.7298 |
0.1011 |
12.3% |
0.0136 |
1.7% |
94% |
True |
False |
38,682 |
| 80 |
0.8309 |
0.6904 |
0.1405 |
17.0% |
0.0120 |
1.5% |
95% |
True |
False |
29,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8896 |
|
2.618 |
0.8670 |
|
1.618 |
0.8532 |
|
1.000 |
0.8447 |
|
0.618 |
0.8394 |
|
HIGH |
0.8309 |
|
0.618 |
0.8256 |
|
0.500 |
0.8240 |
|
0.382 |
0.8224 |
|
LOW |
0.8171 |
|
0.618 |
0.8086 |
|
1.000 |
0.8033 |
|
1.618 |
0.7948 |
|
2.618 |
0.7810 |
|
4.250 |
0.7585 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8243 |
0.8231 |
| PP |
0.8242 |
0.8216 |
| S1 |
0.8240 |
0.8202 |
|