CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8284 |
0.8300 |
0.0016 |
0.2% |
0.8283 |
| High |
0.8319 |
0.8383 |
0.0064 |
0.8% |
0.8383 |
| Low |
0.8256 |
0.8201 |
-0.0055 |
-0.7% |
0.8136 |
| Close |
0.8295 |
0.8328 |
0.0033 |
0.4% |
0.8328 |
| Range |
0.0063 |
0.0182 |
0.0119 |
188.9% |
0.0247 |
| ATR |
0.0125 |
0.0129 |
0.0004 |
3.2% |
0.0000 |
| Volume |
85,511 |
57,839 |
-27,672 |
-32.4% |
377,105 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8850 |
0.8771 |
0.8428 |
|
| R3 |
0.8668 |
0.8589 |
0.8378 |
|
| R2 |
0.8486 |
0.8486 |
0.8361 |
|
| R1 |
0.8407 |
0.8407 |
0.8345 |
0.8447 |
| PP |
0.8304 |
0.8304 |
0.8304 |
0.8324 |
| S1 |
0.8225 |
0.8225 |
0.8311 |
0.8265 |
| S2 |
0.8122 |
0.8122 |
0.8295 |
|
| S3 |
0.7940 |
0.8043 |
0.8278 |
|
| S4 |
0.7758 |
0.7861 |
0.8228 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8923 |
0.8464 |
|
| R3 |
0.8776 |
0.8676 |
0.8396 |
|
| R2 |
0.8529 |
0.8529 |
0.8373 |
|
| R1 |
0.8429 |
0.8429 |
0.8351 |
0.8479 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8308 |
| S1 |
0.8182 |
0.8182 |
0.8305 |
0.8232 |
| S2 |
0.8035 |
0.8035 |
0.8283 |
|
| S3 |
0.7788 |
0.7935 |
0.8260 |
|
| S4 |
0.7541 |
0.7688 |
0.8192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8383 |
0.8136 |
0.0247 |
3.0% |
0.0125 |
1.5% |
78% |
True |
False |
75,421 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0136 |
1.6% |
59% |
False |
False |
80,026 |
| 20 |
0.8460 |
0.8097 |
0.0363 |
4.4% |
0.0127 |
1.5% |
64% |
False |
False |
77,669 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0123 |
1.5% |
83% |
False |
False |
72,640 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0141 |
1.7% |
83% |
False |
False |
62,540 |
| 80 |
0.8460 |
0.7210 |
0.1250 |
15.0% |
0.0132 |
1.6% |
89% |
False |
False |
46,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.8859 |
|
1.618 |
0.8677 |
|
1.000 |
0.8565 |
|
0.618 |
0.8495 |
|
HIGH |
0.8383 |
|
0.618 |
0.8313 |
|
0.500 |
0.8292 |
|
0.382 |
0.8271 |
|
LOW |
0.8201 |
|
0.618 |
0.8089 |
|
1.000 |
0.8019 |
|
1.618 |
0.7907 |
|
2.618 |
0.7725 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8316 |
0.8309 |
| PP |
0.8304 |
0.8290 |
| S1 |
0.8292 |
0.8271 |
|