CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8198 |
0.8239 |
0.0041 |
0.5% |
0.7997 |
| High |
0.8309 |
0.8252 |
-0.0057 |
-0.7% |
0.8192 |
| Low |
0.8171 |
0.8097 |
-0.0074 |
-0.9% |
0.7990 |
| Close |
0.8245 |
0.8099 |
-0.0146 |
-1.8% |
0.8138 |
| Range |
0.0138 |
0.0155 |
0.0017 |
12.3% |
0.0202 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.5% |
0.0000 |
| Volume |
67,249 |
84,741 |
17,492 |
26.0% |
319,305 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8614 |
0.8512 |
0.8184 |
|
| R3 |
0.8459 |
0.8357 |
0.8142 |
|
| R2 |
0.8304 |
0.8304 |
0.8127 |
|
| R1 |
0.8202 |
0.8202 |
0.8113 |
0.8176 |
| PP |
0.8149 |
0.8149 |
0.8149 |
0.8136 |
| S1 |
0.8047 |
0.8047 |
0.8085 |
0.8021 |
| S2 |
0.7994 |
0.7994 |
0.8071 |
|
| S3 |
0.7839 |
0.7892 |
0.8056 |
|
| S4 |
0.7684 |
0.7737 |
0.8014 |
|
|
| 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 |
0.8078 |
0.0231 |
2.9% |
0.0117 |
1.4% |
9% |
False |
False |
69,455 |
| 10 |
0.8309 |
0.7926 |
0.0383 |
4.7% |
0.0116 |
1.4% |
45% |
False |
False |
66,683 |
| 20 |
0.8309 |
0.7663 |
0.0646 |
8.0% |
0.0124 |
1.5% |
67% |
False |
False |
68,928 |
| 40 |
0.8309 |
0.7663 |
0.0646 |
8.0% |
0.0142 |
1.8% |
67% |
False |
False |
59,925 |
| 60 |
0.8309 |
0.7298 |
0.1011 |
12.5% |
0.0138 |
1.7% |
79% |
False |
False |
40,094 |
| 80 |
0.8309 |
0.6904 |
0.1405 |
17.3% |
0.0122 |
1.5% |
85% |
False |
False |
30,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8911 |
|
2.618 |
0.8658 |
|
1.618 |
0.8503 |
|
1.000 |
0.8407 |
|
0.618 |
0.8348 |
|
HIGH |
0.8252 |
|
0.618 |
0.8193 |
|
0.500 |
0.8175 |
|
0.382 |
0.8156 |
|
LOW |
0.8097 |
|
0.618 |
0.8001 |
|
1.000 |
0.7942 |
|
1.618 |
0.7846 |
|
2.618 |
0.7691 |
|
4.250 |
0.7438 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8175 |
0.8203 |
| PP |
0.8149 |
0.8168 |
| S1 |
0.8124 |
0.8134 |
|