CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8365 |
0.8334 |
-0.0031 |
-0.4% |
0.8283 |
| High |
0.8422 |
0.8376 |
-0.0046 |
-0.5% |
0.8383 |
| Low |
0.8325 |
0.8240 |
-0.0085 |
-1.0% |
0.8136 |
| Close |
0.8349 |
0.8266 |
-0.0083 |
-1.0% |
0.8328 |
| Range |
0.0097 |
0.0136 |
0.0039 |
40.2% |
0.0247 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.7% |
0.0000 |
| Volume |
64,049 |
70,935 |
6,886 |
10.8% |
377,105 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8702 |
0.8620 |
0.8341 |
|
| R3 |
0.8566 |
0.8484 |
0.8303 |
|
| R2 |
0.8430 |
0.8430 |
0.8291 |
|
| R1 |
0.8348 |
0.8348 |
0.8278 |
0.8321 |
| PP |
0.8294 |
0.8294 |
0.8294 |
0.8281 |
| S1 |
0.8212 |
0.8212 |
0.8254 |
0.8185 |
| S2 |
0.8158 |
0.8158 |
0.8241 |
|
| S3 |
0.8022 |
0.8076 |
0.8229 |
|
| S4 |
0.7886 |
0.7940 |
0.8191 |
|
|
| 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 |
0.8422 |
0.8201 |
0.0221 |
2.7% |
0.0113 |
1.4% |
29% |
False |
False |
71,600 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0128 |
1.5% |
40% |
False |
False |
78,017 |
| 20 |
0.8460 |
0.8120 |
0.0340 |
4.1% |
0.0122 |
1.5% |
43% |
False |
False |
78,237 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0123 |
1.5% |
76% |
False |
False |
73,582 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.6% |
0.0135 |
1.6% |
76% |
False |
False |
66,029 |
| 80 |
0.8460 |
0.7298 |
0.1162 |
14.1% |
0.0134 |
1.6% |
83% |
False |
False |
49,630 |
| 100 |
0.8460 |
0.6904 |
0.1556 |
18.8% |
0.0122 |
1.5% |
88% |
False |
False |
39,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8954 |
|
2.618 |
0.8732 |
|
1.618 |
0.8596 |
|
1.000 |
0.8512 |
|
0.618 |
0.8460 |
|
HIGH |
0.8376 |
|
0.618 |
0.8324 |
|
0.500 |
0.8308 |
|
0.382 |
0.8292 |
|
LOW |
0.8240 |
|
0.618 |
0.8156 |
|
1.000 |
0.8104 |
|
1.618 |
0.8020 |
|
2.618 |
0.7884 |
|
4.250 |
0.7662 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8308 |
0.8331 |
| PP |
0.8294 |
0.8309 |
| S1 |
0.8280 |
0.8288 |
|