CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8149 |
0.8229 |
0.0080 |
1.0% |
0.8147 |
| High |
0.8264 |
0.8343 |
0.0079 |
1.0% |
0.8343 |
| Low |
0.8120 |
0.8213 |
0.0093 |
1.1% |
0.8097 |
| Close |
0.8246 |
0.8321 |
0.0075 |
0.9% |
0.8321 |
| Range |
0.0144 |
0.0130 |
-0.0014 |
-9.7% |
0.0246 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
96,400 |
78,269 |
-18,131 |
-18.8% |
377,958 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8682 |
0.8632 |
0.8393 |
|
| R3 |
0.8552 |
0.8502 |
0.8357 |
|
| R2 |
0.8422 |
0.8422 |
0.8345 |
|
| R1 |
0.8372 |
0.8372 |
0.8333 |
0.8397 |
| PP |
0.8292 |
0.8292 |
0.8292 |
0.8305 |
| S1 |
0.8242 |
0.8242 |
0.8309 |
0.8267 |
| S2 |
0.8162 |
0.8162 |
0.8297 |
|
| S3 |
0.8032 |
0.8112 |
0.8285 |
|
| S4 |
0.7902 |
0.7982 |
0.8250 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8902 |
0.8456 |
|
| R3 |
0.8746 |
0.8656 |
0.8389 |
|
| R2 |
0.8500 |
0.8500 |
0.8366 |
|
| R1 |
0.8410 |
0.8410 |
0.8344 |
0.8455 |
| PP |
0.8254 |
0.8254 |
0.8254 |
0.8276 |
| S1 |
0.8164 |
0.8164 |
0.8298 |
0.8209 |
| S2 |
0.8008 |
0.8008 |
0.8276 |
|
| S3 |
0.7762 |
0.7918 |
0.8253 |
|
| S4 |
0.7516 |
0.7672 |
0.8186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8343 |
0.8097 |
0.0246 |
3.0% |
0.0136 |
1.6% |
91% |
True |
False |
75,591 |
| 10 |
0.8343 |
0.7990 |
0.0353 |
4.2% |
0.0123 |
1.5% |
94% |
True |
False |
69,726 |
| 20 |
0.8343 |
0.7663 |
0.0680 |
8.2% |
0.0125 |
1.5% |
97% |
True |
False |
70,927 |
| 40 |
0.8343 |
0.7663 |
0.0680 |
8.2% |
0.0138 |
1.7% |
97% |
True |
False |
64,098 |
| 60 |
0.8343 |
0.7395 |
0.0948 |
11.4% |
0.0139 |
1.7% |
98% |
True |
False |
43,001 |
| 80 |
0.8343 |
0.6904 |
0.1439 |
17.3% |
0.0124 |
1.5% |
98% |
True |
False |
32,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8896 |
|
2.618 |
0.8683 |
|
1.618 |
0.8553 |
|
1.000 |
0.8473 |
|
0.618 |
0.8423 |
|
HIGH |
0.8343 |
|
0.618 |
0.8293 |
|
0.500 |
0.8278 |
|
0.382 |
0.8263 |
|
LOW |
0.8213 |
|
0.618 |
0.8133 |
|
1.000 |
0.8083 |
|
1.618 |
0.8003 |
|
2.618 |
0.7873 |
|
4.250 |
0.7661 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8307 |
0.8287 |
| PP |
0.8292 |
0.8254 |
| S1 |
0.8278 |
0.8220 |
|