CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8248 |
0.8284 |
0.0036 |
0.4% |
0.8323 |
| High |
0.8298 |
0.8319 |
0.0021 |
0.3% |
0.8460 |
| Low |
0.8159 |
0.8256 |
0.0097 |
1.2% |
0.8160 |
| Close |
0.8270 |
0.8295 |
0.0025 |
0.3% |
0.8265 |
| Range |
0.0139 |
0.0063 |
-0.0076 |
-54.7% |
0.0300 |
| ATR |
0.0130 |
0.0125 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
65,171 |
85,511 |
20,340 |
31.2% |
423,156 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8479 |
0.8450 |
0.8330 |
|
| R3 |
0.8416 |
0.8387 |
0.8312 |
|
| R2 |
0.8353 |
0.8353 |
0.8307 |
|
| R1 |
0.8324 |
0.8324 |
0.8301 |
0.8339 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8297 |
| S1 |
0.8261 |
0.8261 |
0.8289 |
0.8276 |
| S2 |
0.8227 |
0.8227 |
0.8283 |
|
| S3 |
0.8164 |
0.8198 |
0.8278 |
|
| S4 |
0.8101 |
0.8135 |
0.8260 |
|
|
| 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% |
0.0130 |
1.6% |
49% |
False |
False |
80,170 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0129 |
1.6% |
49% |
False |
False |
81,269 |
| 20 |
0.8460 |
0.8094 |
0.0366 |
4.4% |
0.0121 |
1.5% |
55% |
False |
False |
78,478 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0120 |
1.4% |
79% |
False |
False |
72,953 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0141 |
1.7% |
79% |
False |
False |
61,582 |
| 80 |
0.8460 |
0.7204 |
0.1256 |
15.1% |
0.0131 |
1.6% |
87% |
False |
False |
46,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8587 |
|
2.618 |
0.8484 |
|
1.618 |
0.8421 |
|
1.000 |
0.8382 |
|
0.618 |
0.8358 |
|
HIGH |
0.8319 |
|
0.618 |
0.8295 |
|
0.500 |
0.8288 |
|
0.382 |
0.8280 |
|
LOW |
0.8256 |
|
0.618 |
0.8217 |
|
1.000 |
0.8193 |
|
1.618 |
0.8154 |
|
2.618 |
0.8091 |
|
4.250 |
0.7988 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8293 |
0.8276 |
| PP |
0.8290 |
0.8258 |
| S1 |
0.8288 |
0.8239 |
|