CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8388 |
0.8377 |
-0.0011 |
-0.1% |
0.8327 |
| High |
0.8445 |
0.8433 |
-0.0012 |
-0.1% |
0.8446 |
| Low |
0.8345 |
0.8323 |
-0.0022 |
-0.3% |
0.8315 |
| Close |
0.8358 |
0.8344 |
-0.0014 |
-0.2% |
0.8344 |
| Range |
0.0100 |
0.0110 |
0.0010 |
10.0% |
0.0131 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
70,890 |
70,275 |
-615 |
-0.9% |
375,163 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8697 |
0.8630 |
0.8405 |
|
| R3 |
0.8587 |
0.8520 |
0.8374 |
|
| R2 |
0.8477 |
0.8477 |
0.8364 |
|
| R1 |
0.8410 |
0.8410 |
0.8354 |
0.8389 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8356 |
| S1 |
0.8300 |
0.8300 |
0.8334 |
0.8279 |
| S2 |
0.8257 |
0.8257 |
0.8324 |
|
| S3 |
0.8147 |
0.8190 |
0.8314 |
|
| S4 |
0.8037 |
0.8080 |
0.8284 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8761 |
0.8684 |
0.8416 |
|
| R3 |
0.8630 |
0.8553 |
0.8380 |
|
| R2 |
0.8499 |
0.8499 |
0.8368 |
|
| R1 |
0.8422 |
0.8422 |
0.8356 |
0.8461 |
| PP |
0.8368 |
0.8368 |
0.8368 |
0.8388 |
| S1 |
0.8291 |
0.8291 |
0.8332 |
0.8330 |
| S2 |
0.8237 |
0.8237 |
0.8320 |
|
| S3 |
0.8106 |
0.8160 |
0.8308 |
|
| S4 |
0.7975 |
0.8029 |
0.8272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8446 |
0.8315 |
0.0131 |
1.6% |
0.0098 |
1.2% |
22% |
False |
False |
75,032 |
| 10 |
0.8446 |
0.8097 |
0.0349 |
4.2% |
0.0117 |
1.4% |
71% |
False |
False |
75,312 |
| 20 |
0.8446 |
0.7663 |
0.0783 |
9.4% |
0.0117 |
1.4% |
87% |
False |
False |
70,597 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.4% |
0.0129 |
1.5% |
87% |
False |
False |
69,779 |
| 60 |
0.8446 |
0.7395 |
0.1051 |
12.6% |
0.0138 |
1.7% |
90% |
False |
False |
49,249 |
| 80 |
0.8446 |
0.6904 |
0.1542 |
18.5% |
0.0125 |
1.5% |
93% |
False |
False |
36,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8901 |
|
2.618 |
0.8721 |
|
1.618 |
0.8611 |
|
1.000 |
0.8543 |
|
0.618 |
0.8501 |
|
HIGH |
0.8433 |
|
0.618 |
0.8391 |
|
0.500 |
0.8378 |
|
0.382 |
0.8365 |
|
LOW |
0.8323 |
|
0.618 |
0.8255 |
|
1.000 |
0.8213 |
|
1.618 |
0.8145 |
|
2.618 |
0.8035 |
|
4.250 |
0.7856 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8378 |
0.8384 |
| PP |
0.8367 |
0.8371 |
| S1 |
0.8355 |
0.8357 |
|