CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8239 |
0.8149 |
-0.0090 |
-1.1% |
0.7997 |
| High |
0.8252 |
0.8264 |
0.0012 |
0.1% |
0.8192 |
| Low |
0.8097 |
0.8120 |
0.0023 |
0.3% |
0.7990 |
| Close |
0.8099 |
0.8246 |
0.0147 |
1.8% |
0.8138 |
| Range |
0.0155 |
0.0144 |
-0.0011 |
-7.1% |
0.0202 |
| ATR |
0.0130 |
0.0133 |
0.0002 |
1.9% |
0.0000 |
| Volume |
84,741 |
96,400 |
11,659 |
13.8% |
319,305 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8642 |
0.8588 |
0.8325 |
|
| R3 |
0.8498 |
0.8444 |
0.8286 |
|
| R2 |
0.8354 |
0.8354 |
0.8272 |
|
| R1 |
0.8300 |
0.8300 |
0.8259 |
0.8327 |
| PP |
0.8210 |
0.8210 |
0.8210 |
0.8224 |
| S1 |
0.8156 |
0.8156 |
0.8233 |
0.8183 |
| S2 |
0.8066 |
0.8066 |
0.8220 |
|
| S3 |
0.7922 |
0.8012 |
0.8206 |
|
| S4 |
0.7778 |
0.7868 |
0.8167 |
|
|
| 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 |
0.8094 |
0.0215 |
2.6% |
0.0123 |
1.5% |
71% |
False |
False |
74,742 |
| 10 |
0.8309 |
0.7935 |
0.0374 |
4.5% |
0.0119 |
1.4% |
83% |
False |
False |
68,521 |
| 20 |
0.8309 |
0.7663 |
0.0646 |
7.8% |
0.0123 |
1.5% |
90% |
False |
False |
70,829 |
| 40 |
0.8309 |
0.7663 |
0.0646 |
7.8% |
0.0140 |
1.7% |
90% |
False |
False |
62,281 |
| 60 |
0.8309 |
0.7395 |
0.0914 |
11.1% |
0.0138 |
1.7% |
93% |
False |
False |
41,699 |
| 80 |
0.8309 |
0.6904 |
0.1405 |
17.0% |
0.0123 |
1.5% |
96% |
False |
False |
31,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8876 |
|
2.618 |
0.8641 |
|
1.618 |
0.8497 |
|
1.000 |
0.8408 |
|
0.618 |
0.8353 |
|
HIGH |
0.8264 |
|
0.618 |
0.8209 |
|
0.500 |
0.8192 |
|
0.382 |
0.8175 |
|
LOW |
0.8120 |
|
0.618 |
0.8031 |
|
1.000 |
0.7976 |
|
1.618 |
0.7887 |
|
2.618 |
0.7743 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8228 |
0.8232 |
| PP |
0.8210 |
0.8217 |
| S1 |
0.8192 |
0.8203 |
|