CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8193 |
0.8248 |
0.0055 |
0.7% |
0.8323 |
| High |
0.8259 |
0.8298 |
0.0039 |
0.5% |
0.8460 |
| Low |
0.8178 |
0.8159 |
-0.0019 |
-0.2% |
0.8160 |
| Close |
0.8246 |
0.8270 |
0.0024 |
0.3% |
0.8265 |
| Range |
0.0081 |
0.0139 |
0.0058 |
71.6% |
0.0300 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.5% |
0.0000 |
| Volume |
89,565 |
65,171 |
-24,394 |
-27.2% |
423,156 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8659 |
0.8604 |
0.8346 |
|
| R3 |
0.8520 |
0.8465 |
0.8308 |
|
| R2 |
0.8381 |
0.8381 |
0.8295 |
|
| R1 |
0.8326 |
0.8326 |
0.8283 |
0.8354 |
| PP |
0.8242 |
0.8242 |
0.8242 |
0.8256 |
| S1 |
0.8187 |
0.8187 |
0.8257 |
0.8215 |
| S2 |
0.8103 |
0.8103 |
0.8245 |
|
| S3 |
0.7964 |
0.8048 |
0.8232 |
|
| S4 |
0.7825 |
0.7909 |
0.8194 |
|
|
| 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% |
0.0142 |
1.7% |
41% |
False |
False |
84,434 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0133 |
1.6% |
41% |
False |
False |
79,807 |
| 20 |
0.8460 |
0.8078 |
0.0382 |
4.6% |
0.0123 |
1.5% |
50% |
False |
False |
77,701 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0121 |
1.5% |
76% |
False |
False |
72,592 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0142 |
1.7% |
76% |
False |
False |
60,160 |
| 80 |
0.8460 |
0.7070 |
0.1390 |
16.8% |
0.0133 |
1.6% |
86% |
False |
False |
45,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8889 |
|
2.618 |
0.8662 |
|
1.618 |
0.8523 |
|
1.000 |
0.8437 |
|
0.618 |
0.8384 |
|
HIGH |
0.8298 |
|
0.618 |
0.8245 |
|
0.500 |
0.8229 |
|
0.382 |
0.8212 |
|
LOW |
0.8159 |
|
0.618 |
0.8073 |
|
1.000 |
0.8020 |
|
1.618 |
0.7934 |
|
2.618 |
0.7795 |
|
4.250 |
0.7568 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8256 |
0.8252 |
| PP |
0.8242 |
0.8235 |
| S1 |
0.8229 |
0.8217 |
|