CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8323 |
0.8355 |
0.0032 |
0.4% |
0.8327 |
| High |
0.8410 |
0.8368 |
-0.0042 |
-0.5% |
0.8446 |
| Low |
0.8308 |
0.8254 |
-0.0054 |
-0.6% |
0.8315 |
| Close |
0.8333 |
0.8280 |
-0.0053 |
-0.6% |
0.8344 |
| Range |
0.0102 |
0.0114 |
0.0012 |
11.8% |
0.0131 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
93,440 |
61,453 |
-31,987 |
-34.2% |
375,163 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8643 |
0.8575 |
0.8343 |
|
| R3 |
0.8529 |
0.8461 |
0.8311 |
|
| R2 |
0.8415 |
0.8415 |
0.8301 |
|
| R1 |
0.8347 |
0.8347 |
0.8290 |
0.8324 |
| PP |
0.8301 |
0.8301 |
0.8301 |
0.8289 |
| S1 |
0.8233 |
0.8233 |
0.8270 |
0.8210 |
| S2 |
0.8187 |
0.8187 |
0.8259 |
|
| S3 |
0.8073 |
0.8119 |
0.8249 |
|
| S4 |
0.7959 |
0.8005 |
0.8217 |
|
|
| 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 |
0.8445 |
0.8254 |
0.0191 |
2.3% |
0.0104 |
1.3% |
14% |
False |
True |
72,785 |
| 10 |
0.8446 |
0.8097 |
0.0349 |
4.2% |
0.0113 |
1.4% |
52% |
False |
False |
78,946 |
| 20 |
0.8446 |
0.7890 |
0.0556 |
6.7% |
0.0113 |
1.4% |
70% |
False |
False |
72,398 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.5% |
0.0124 |
1.5% |
79% |
False |
False |
70,473 |
| 60 |
0.8446 |
0.7610 |
0.0836 |
10.1% |
0.0138 |
1.7% |
80% |
False |
False |
51,824 |
| 80 |
0.8446 |
0.6933 |
0.1513 |
18.3% |
0.0126 |
1.5% |
89% |
False |
False |
38,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8853 |
|
2.618 |
0.8666 |
|
1.618 |
0.8552 |
|
1.000 |
0.8482 |
|
0.618 |
0.8438 |
|
HIGH |
0.8368 |
|
0.618 |
0.8324 |
|
0.500 |
0.8311 |
|
0.382 |
0.8298 |
|
LOW |
0.8254 |
|
0.618 |
0.8184 |
|
1.000 |
0.8140 |
|
1.618 |
0.8070 |
|
2.618 |
0.7956 |
|
4.250 |
0.7770 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8311 |
0.8344 |
| PP |
0.8301 |
0.8322 |
| S1 |
0.8290 |
0.8301 |
|