CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8377 |
0.8323 |
-0.0054 |
-0.6% |
0.8327 |
| High |
0.8433 |
0.8410 |
-0.0023 |
-0.3% |
0.8446 |
| Low |
0.8323 |
0.8308 |
-0.0015 |
-0.2% |
0.8315 |
| Close |
0.8344 |
0.8333 |
-0.0011 |
-0.1% |
0.8344 |
| Range |
0.0110 |
0.0102 |
-0.0008 |
-7.3% |
0.0131 |
| ATR |
0.0122 |
0.0120 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
70,275 |
93,440 |
23,165 |
33.0% |
375,163 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8656 |
0.8597 |
0.8389 |
|
| R3 |
0.8554 |
0.8495 |
0.8361 |
|
| R2 |
0.8452 |
0.8452 |
0.8352 |
|
| R1 |
0.8393 |
0.8393 |
0.8342 |
0.8423 |
| PP |
0.8350 |
0.8350 |
0.8350 |
0.8365 |
| S1 |
0.8291 |
0.8291 |
0.8324 |
0.8321 |
| S2 |
0.8248 |
0.8248 |
0.8314 |
|
| S3 |
0.8146 |
0.8189 |
0.8305 |
|
| S4 |
0.8044 |
0.8087 |
0.8277 |
|
|
| 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 |
0.8308 |
0.0138 |
1.7% |
0.0098 |
1.2% |
18% |
False |
True |
75,400 |
| 10 |
0.8446 |
0.8097 |
0.0349 |
4.2% |
0.0116 |
1.4% |
68% |
False |
False |
79,526 |
| 20 |
0.8446 |
0.7779 |
0.0667 |
8.0% |
0.0115 |
1.4% |
83% |
False |
False |
72,448 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.4% |
0.0126 |
1.5% |
86% |
False |
False |
70,635 |
| 60 |
0.8446 |
0.7395 |
0.1051 |
12.6% |
0.0139 |
1.7% |
89% |
False |
False |
50,804 |
| 80 |
0.8446 |
0.6904 |
0.1542 |
18.5% |
0.0126 |
1.5% |
93% |
False |
False |
38,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8844 |
|
2.618 |
0.8677 |
|
1.618 |
0.8575 |
|
1.000 |
0.8512 |
|
0.618 |
0.8473 |
|
HIGH |
0.8410 |
|
0.618 |
0.8371 |
|
0.500 |
0.8359 |
|
0.382 |
0.8347 |
|
LOW |
0.8308 |
|
0.618 |
0.8245 |
|
1.000 |
0.8206 |
|
1.618 |
0.8143 |
|
2.618 |
0.8041 |
|
4.250 |
0.7875 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8359 |
0.8377 |
| PP |
0.8350 |
0.8362 |
| S1 |
0.8342 |
0.8348 |
|