CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8401 |
0.8283 |
-0.0118 |
-1.4% |
0.8323 |
| High |
0.8460 |
0.8297 |
-0.0163 |
-1.9% |
0.8460 |
| Low |
0.8256 |
0.8136 |
-0.0120 |
-1.5% |
0.8160 |
| Close |
0.8265 |
0.8205 |
-0.0060 |
-0.7% |
0.8265 |
| Range |
0.0204 |
0.0161 |
-0.0043 |
-21.1% |
0.0300 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.6% |
0.0000 |
| Volume |
81,586 |
79,019 |
-2,567 |
-3.1% |
423,156 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8696 |
0.8611 |
0.8294 |
|
| R3 |
0.8535 |
0.8450 |
0.8249 |
|
| R2 |
0.8374 |
0.8374 |
0.8235 |
|
| R1 |
0.8289 |
0.8289 |
0.8220 |
0.8251 |
| PP |
0.8213 |
0.8213 |
0.8213 |
0.8194 |
| S1 |
0.8128 |
0.8128 |
0.8190 |
0.8090 |
| S2 |
0.8052 |
0.8052 |
0.8175 |
|
| S3 |
0.7891 |
0.7967 |
0.8161 |
|
| S4 |
0.7730 |
0.7806 |
0.8116 |
|
|
| 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 |
0.8136 |
0.0324 |
3.9% |
0.0159 |
1.9% |
21% |
False |
True |
81,747 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0129 |
1.6% |
21% |
False |
True |
78,573 |
| 20 |
0.8460 |
0.8055 |
0.0405 |
4.9% |
0.0123 |
1.5% |
37% |
False |
False |
76,334 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.7% |
0.0124 |
1.5% |
68% |
False |
False |
72,711 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.7% |
0.0142 |
1.7% |
68% |
False |
False |
57,589 |
| 80 |
0.8460 |
0.6947 |
0.1513 |
18.4% |
0.0131 |
1.6% |
83% |
False |
False |
43,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8981 |
|
2.618 |
0.8718 |
|
1.618 |
0.8557 |
|
1.000 |
0.8458 |
|
0.618 |
0.8396 |
|
HIGH |
0.8297 |
|
0.618 |
0.8235 |
|
0.500 |
0.8217 |
|
0.382 |
0.8198 |
|
LOW |
0.8136 |
|
0.618 |
0.8037 |
|
1.000 |
0.7975 |
|
1.618 |
0.7876 |
|
2.618 |
0.7715 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8217 |
0.8298 |
| PP |
0.8213 |
0.8267 |
| S1 |
0.8209 |
0.8236 |
|