CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8334 |
0.8263 |
-0.0071 |
-0.9% |
0.8283 |
| High |
0.8376 |
0.8409 |
0.0033 |
0.4% |
0.8383 |
| Low |
0.8240 |
0.8229 |
-0.0011 |
-0.1% |
0.8136 |
| Close |
0.8266 |
0.8394 |
0.0128 |
1.5% |
0.8328 |
| Range |
0.0136 |
0.0180 |
0.0044 |
32.4% |
0.0247 |
| ATR |
0.0125 |
0.0129 |
0.0004 |
3.1% |
0.0000 |
| Volume |
70,935 |
87,286 |
16,351 |
23.1% |
377,105 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8884 |
0.8819 |
0.8493 |
|
| R3 |
0.8704 |
0.8639 |
0.8444 |
|
| R2 |
0.8524 |
0.8524 |
0.8427 |
|
| R1 |
0.8459 |
0.8459 |
0.8411 |
0.8492 |
| PP |
0.8344 |
0.8344 |
0.8344 |
0.8360 |
| S1 |
0.8279 |
0.8279 |
0.8378 |
0.8312 |
| S2 |
0.8164 |
0.8164 |
0.8361 |
|
| S3 |
0.7984 |
0.8099 |
0.8345 |
|
| S4 |
0.7804 |
0.7919 |
0.8295 |
|
|
| 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 |
2.6% |
0.0137 |
1.6% |
87% |
False |
False |
71,955 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0133 |
1.6% |
80% |
False |
False |
76,063 |
| 20 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0124 |
1.5% |
80% |
False |
False |
77,781 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.5% |
0.0124 |
1.5% |
92% |
False |
False |
74,305 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.5% |
0.0135 |
1.6% |
92% |
False |
False |
67,448 |
| 80 |
0.8460 |
0.7395 |
0.1065 |
12.7% |
0.0135 |
1.6% |
94% |
False |
False |
50,719 |
| 100 |
0.8460 |
0.6904 |
0.1556 |
18.5% |
0.0123 |
1.5% |
96% |
False |
False |
40,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.8880 |
|
1.618 |
0.8700 |
|
1.000 |
0.8589 |
|
0.618 |
0.8520 |
|
HIGH |
0.8409 |
|
0.618 |
0.8340 |
|
0.500 |
0.8319 |
|
0.382 |
0.8298 |
|
LOW |
0.8229 |
|
0.618 |
0.8118 |
|
1.000 |
0.8049 |
|
1.618 |
0.7938 |
|
2.618 |
0.7758 |
|
4.250 |
0.7464 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8369 |
0.8371 |
| PP |
0.8344 |
0.8348 |
| S1 |
0.8319 |
0.8326 |
|