CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8300 |
0.8364 |
0.0064 |
0.8% |
0.8283 |
| High |
0.8383 |
0.8416 |
0.0033 |
0.4% |
0.8383 |
| Low |
0.8201 |
0.8328 |
0.0127 |
1.5% |
0.8136 |
| Close |
0.8328 |
0.8370 |
0.0042 |
0.5% |
0.8328 |
| Range |
0.0182 |
0.0088 |
-0.0094 |
-51.6% |
0.0247 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
57,839 |
79,670 |
21,831 |
37.7% |
377,105 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8635 |
0.8591 |
0.8418 |
|
| R3 |
0.8547 |
0.8503 |
0.8394 |
|
| R2 |
0.8459 |
0.8459 |
0.8386 |
|
| R1 |
0.8415 |
0.8415 |
0.8378 |
0.8437 |
| PP |
0.8371 |
0.8371 |
0.8371 |
0.8383 |
| S1 |
0.8327 |
0.8327 |
0.8362 |
0.8349 |
| S2 |
0.8283 |
0.8283 |
0.8354 |
|
| S3 |
0.8195 |
0.8239 |
0.8346 |
|
| S4 |
0.8107 |
0.8151 |
0.8322 |
|
|
| 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 |
0.8416 |
0.8159 |
0.0257 |
3.1% |
0.0111 |
1.3% |
82% |
True |
False |
75,551 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0135 |
1.6% |
72% |
False |
False |
78,649 |
| 20 |
0.8460 |
0.8097 |
0.0363 |
4.3% |
0.0125 |
1.5% |
75% |
False |
False |
79,087 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.5% |
0.0122 |
1.5% |
89% |
False |
False |
73,148 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.5% |
0.0140 |
1.7% |
89% |
False |
False |
63,857 |
| 80 |
0.8460 |
0.7262 |
0.1198 |
14.3% |
0.0133 |
1.6% |
92% |
False |
False |
47,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8790 |
|
2.618 |
0.8646 |
|
1.618 |
0.8558 |
|
1.000 |
0.8504 |
|
0.618 |
0.8470 |
|
HIGH |
0.8416 |
|
0.618 |
0.8382 |
|
0.500 |
0.8372 |
|
0.382 |
0.8362 |
|
LOW |
0.8328 |
|
0.618 |
0.8274 |
|
1.000 |
0.8240 |
|
1.618 |
0.8186 |
|
2.618 |
0.8098 |
|
4.250 |
0.7954 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8372 |
0.8350 |
| PP |
0.8371 |
0.8329 |
| S1 |
0.8371 |
0.8309 |
|