CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8355 |
0.8274 |
-0.0081 |
-1.0% |
0.8327 |
| High |
0.8368 |
0.8353 |
-0.0015 |
-0.2% |
0.8446 |
| Low |
0.8254 |
0.8160 |
-0.0094 |
-1.1% |
0.8315 |
| Close |
0.8280 |
0.8341 |
0.0061 |
0.7% |
0.8344 |
| Range |
0.0114 |
0.0193 |
0.0079 |
69.3% |
0.0131 |
| ATR |
0.0120 |
0.0125 |
0.0005 |
4.3% |
0.0000 |
| Volume |
61,453 |
79,845 |
18,392 |
29.9% |
375,163 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8864 |
0.8795 |
0.8447 |
|
| R3 |
0.8671 |
0.8602 |
0.8394 |
|
| R2 |
0.8478 |
0.8478 |
0.8376 |
|
| R1 |
0.8409 |
0.8409 |
0.8359 |
0.8444 |
| PP |
0.8285 |
0.8285 |
0.8285 |
0.8302 |
| S1 |
0.8216 |
0.8216 |
0.8323 |
0.8251 |
| S2 |
0.8092 |
0.8092 |
0.8306 |
|
| S3 |
0.7899 |
0.8023 |
0.8288 |
|
| S4 |
0.7706 |
0.7830 |
0.8235 |
|
|
| 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 |
0.8160 |
0.0285 |
3.4% |
0.0124 |
1.5% |
64% |
False |
True |
75,180 |
| 10 |
0.8446 |
0.8120 |
0.0326 |
3.9% |
0.0117 |
1.4% |
68% |
False |
False |
78,457 |
| 20 |
0.8446 |
0.7926 |
0.0520 |
6.2% |
0.0116 |
1.4% |
80% |
False |
False |
72,570 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.4% |
0.0125 |
1.5% |
87% |
False |
False |
70,961 |
| 60 |
0.8446 |
0.7618 |
0.0828 |
9.9% |
0.0139 |
1.7% |
87% |
False |
False |
53,149 |
| 80 |
0.8446 |
0.6947 |
0.1499 |
18.0% |
0.0127 |
1.5% |
93% |
False |
False |
39,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9173 |
|
2.618 |
0.8858 |
|
1.618 |
0.8665 |
|
1.000 |
0.8546 |
|
0.618 |
0.8472 |
|
HIGH |
0.8353 |
|
0.618 |
0.8279 |
|
0.500 |
0.8257 |
|
0.382 |
0.8234 |
|
LOW |
0.8160 |
|
0.618 |
0.8041 |
|
1.000 |
0.7967 |
|
1.618 |
0.7848 |
|
2.618 |
0.7655 |
|
4.250 |
0.7340 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8313 |
0.8322 |
| PP |
0.8285 |
0.8304 |
| S1 |
0.8257 |
0.8285 |
|