CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8283 |
0.8193 |
-0.0090 |
-1.1% |
0.8323 |
| High |
0.8297 |
0.8259 |
-0.0038 |
-0.5% |
0.8460 |
| Low |
0.8136 |
0.8178 |
0.0042 |
0.5% |
0.8160 |
| Close |
0.8205 |
0.8246 |
0.0041 |
0.5% |
0.8265 |
| Range |
0.0161 |
0.0081 |
-0.0080 |
-49.7% |
0.0300 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
79,019 |
89,565 |
10,546 |
13.3% |
423,156 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8471 |
0.8439 |
0.8291 |
|
| R3 |
0.8390 |
0.8358 |
0.8268 |
|
| R2 |
0.8309 |
0.8309 |
0.8261 |
|
| R1 |
0.8277 |
0.8277 |
0.8253 |
0.8293 |
| PP |
0.8228 |
0.8228 |
0.8228 |
0.8236 |
| S1 |
0.8196 |
0.8196 |
0.8239 |
0.8212 |
| S2 |
0.8147 |
0.8147 |
0.8231 |
|
| S3 |
0.8066 |
0.8115 |
0.8224 |
|
| S4 |
0.7985 |
0.8034 |
0.8201 |
|
|
| 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% |
0.0153 |
1.9% |
34% |
False |
False |
87,369 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0128 |
1.6% |
34% |
False |
False |
80,077 |
| 20 |
0.8460 |
0.8066 |
0.0394 |
4.8% |
0.0122 |
1.5% |
46% |
False |
False |
77,819 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.7% |
0.0121 |
1.5% |
73% |
False |
False |
73,164 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.7% |
0.0141 |
1.7% |
73% |
False |
False |
59,079 |
| 80 |
0.8460 |
0.6947 |
0.1513 |
18.3% |
0.0132 |
1.6% |
86% |
False |
False |
44,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8603 |
|
2.618 |
0.8471 |
|
1.618 |
0.8390 |
|
1.000 |
0.8340 |
|
0.618 |
0.8309 |
|
HIGH |
0.8259 |
|
0.618 |
0.8228 |
|
0.500 |
0.8219 |
|
0.382 |
0.8209 |
|
LOW |
0.8178 |
|
0.618 |
0.8128 |
|
1.000 |
0.8097 |
|
1.618 |
0.8047 |
|
2.618 |
0.7966 |
|
4.250 |
0.7834 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8237 |
0.8298 |
| PP |
0.8228 |
0.8281 |
| S1 |
0.8219 |
0.8263 |
|