CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8274 |
0.8325 |
0.0051 |
0.6% |
0.8327 |
| High |
0.8353 |
0.8436 |
0.0083 |
1.0% |
0.8446 |
| Low |
0.8160 |
0.8311 |
0.0151 |
1.9% |
0.8315 |
| Close |
0.8341 |
0.8385 |
0.0044 |
0.5% |
0.8344 |
| Range |
0.0193 |
0.0125 |
-0.0068 |
-35.2% |
0.0131 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.0% |
0.0000 |
| Volume |
79,845 |
106,832 |
26,987 |
33.8% |
375,163 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8752 |
0.8694 |
0.8454 |
|
| R3 |
0.8627 |
0.8569 |
0.8419 |
|
| R2 |
0.8502 |
0.8502 |
0.8408 |
|
| R1 |
0.8444 |
0.8444 |
0.8396 |
0.8473 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8392 |
| S1 |
0.8319 |
0.8319 |
0.8374 |
0.8348 |
| S2 |
0.8252 |
0.8252 |
0.8362 |
|
| S3 |
0.8127 |
0.8194 |
0.8351 |
|
| S4 |
0.8002 |
0.8069 |
0.8316 |
|
|
| 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 |
0.8436 |
0.8160 |
0.0276 |
3.3% |
0.0129 |
1.5% |
82% |
True |
False |
82,369 |
| 10 |
0.8446 |
0.8160 |
0.0286 |
3.4% |
0.0115 |
1.4% |
79% |
False |
False |
79,500 |
| 20 |
0.8446 |
0.7935 |
0.0511 |
6.1% |
0.0117 |
1.4% |
88% |
False |
False |
74,010 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.3% |
0.0124 |
1.5% |
92% |
False |
False |
71,736 |
| 60 |
0.8446 |
0.7618 |
0.0828 |
9.9% |
0.0139 |
1.7% |
93% |
False |
False |
54,918 |
| 80 |
0.8446 |
0.6947 |
0.1499 |
17.9% |
0.0128 |
1.5% |
96% |
False |
False |
41,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8967 |
|
2.618 |
0.8763 |
|
1.618 |
0.8638 |
|
1.000 |
0.8561 |
|
0.618 |
0.8513 |
|
HIGH |
0.8436 |
|
0.618 |
0.8388 |
|
0.500 |
0.8374 |
|
0.382 |
0.8359 |
|
LOW |
0.8311 |
|
0.618 |
0.8234 |
|
1.000 |
0.8186 |
|
1.618 |
0.8109 |
|
2.618 |
0.7984 |
|
4.250 |
0.7780 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8381 |
0.8356 |
| PP |
0.8377 |
0.8327 |
| S1 |
0.8374 |
0.8298 |
|