CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8325 |
0.8401 |
0.0076 |
0.9% |
0.8323 |
| High |
0.8436 |
0.8460 |
0.0024 |
0.3% |
0.8460 |
| Low |
0.8311 |
0.8256 |
-0.0055 |
-0.7% |
0.8160 |
| Close |
0.8385 |
0.8265 |
-0.0120 |
-1.4% |
0.8265 |
| Range |
0.0125 |
0.0204 |
0.0079 |
63.2% |
0.0300 |
| ATR |
0.0125 |
0.0131 |
0.0006 |
4.5% |
0.0000 |
| Volume |
106,832 |
81,586 |
-25,246 |
-23.6% |
423,156 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8939 |
0.8806 |
0.8377 |
|
| R3 |
0.8735 |
0.8602 |
0.8321 |
|
| R2 |
0.8531 |
0.8531 |
0.8302 |
|
| R1 |
0.8398 |
0.8398 |
0.8284 |
0.8363 |
| PP |
0.8327 |
0.8327 |
0.8327 |
0.8309 |
| S1 |
0.8194 |
0.8194 |
0.8246 |
0.8159 |
| S2 |
0.8123 |
0.8123 |
0.8228 |
|
| S3 |
0.7919 |
0.7990 |
0.8209 |
|
| S4 |
0.7715 |
0.7786 |
0.8153 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9195 |
0.9030 |
0.8430 |
|
| R3 |
0.8895 |
0.8730 |
0.8348 |
|
| R2 |
0.8595 |
0.8595 |
0.8320 |
|
| R1 |
0.8430 |
0.8430 |
0.8293 |
0.8363 |
| PP |
0.8295 |
0.8295 |
0.8295 |
0.8261 |
| S1 |
0.8130 |
0.8130 |
0.8238 |
0.8063 |
| S2 |
0.7995 |
0.7995 |
0.8210 |
|
| S3 |
0.7695 |
0.7830 |
0.8183 |
|
| S4 |
0.7395 |
0.7530 |
0.8100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8460 |
0.8160 |
0.0300 |
3.6% |
0.0148 |
1.8% |
35% |
True |
False |
84,631 |
| 10 |
0.8460 |
0.8160 |
0.0300 |
3.6% |
0.0123 |
1.5% |
35% |
True |
False |
79,831 |
| 20 |
0.8460 |
0.7990 |
0.0470 |
5.7% |
0.0123 |
1.5% |
59% |
True |
False |
74,779 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0126 |
1.5% |
76% |
True |
False |
72,144 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0141 |
1.7% |
76% |
True |
False |
56,274 |
| 80 |
0.8460 |
0.6947 |
0.1513 |
18.3% |
0.0130 |
1.6% |
87% |
True |
False |
42,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.8994 |
|
1.618 |
0.8790 |
|
1.000 |
0.8664 |
|
0.618 |
0.8586 |
|
HIGH |
0.8460 |
|
0.618 |
0.8382 |
|
0.500 |
0.8358 |
|
0.382 |
0.8334 |
|
LOW |
0.8256 |
|
0.618 |
0.8130 |
|
1.000 |
0.8052 |
|
1.618 |
0.7926 |
|
2.618 |
0.7722 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8358 |
0.8310 |
| PP |
0.8327 |
0.8295 |
| S1 |
0.8296 |
0.8280 |
|