CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8410 |
0.8433 |
0.0023 |
0.3% |
0.8364 |
| High |
0.8453 |
0.8442 |
-0.0011 |
-0.1% |
0.8463 |
| Low |
0.8330 |
0.8235 |
-0.0095 |
-1.1% |
0.8229 |
| Close |
0.8424 |
0.8260 |
-0.0164 |
-1.9% |
0.8400 |
| Range |
0.0123 |
0.0207 |
0.0084 |
68.3% |
0.0234 |
| ATR |
0.0126 |
0.0132 |
0.0006 |
4.6% |
0.0000 |
| Volume |
82,325 |
77,150 |
-5,175 |
-6.3% |
395,219 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8933 |
0.8804 |
0.8374 |
|
| R3 |
0.8726 |
0.8597 |
0.8317 |
|
| R2 |
0.8519 |
0.8519 |
0.8298 |
|
| R1 |
0.8390 |
0.8390 |
0.8279 |
0.8351 |
| PP |
0.8312 |
0.8312 |
0.8312 |
0.8293 |
| S1 |
0.8183 |
0.8183 |
0.8241 |
0.8144 |
| S2 |
0.8105 |
0.8105 |
0.8222 |
|
| S3 |
0.7898 |
0.7976 |
0.8203 |
|
| S4 |
0.7691 |
0.7769 |
0.8146 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.8967 |
0.8529 |
|
| R3 |
0.8832 |
0.8733 |
0.8464 |
|
| R2 |
0.8598 |
0.8598 |
0.8443 |
|
| R1 |
0.8499 |
0.8499 |
0.8421 |
0.8549 |
| PP |
0.8364 |
0.8364 |
0.8364 |
0.8389 |
| S1 |
0.8265 |
0.8265 |
0.8379 |
0.8315 |
| S2 |
0.8130 |
0.8130 |
0.8357 |
|
| S3 |
0.7896 |
0.8031 |
0.8336 |
|
| S4 |
0.7662 |
0.7797 |
0.8271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8463 |
0.8229 |
0.0234 |
2.8% |
0.0148 |
1.8% |
13% |
False |
False |
82,195 |
| 10 |
0.8463 |
0.8159 |
0.0304 |
3.7% |
0.0131 |
1.6% |
33% |
False |
False |
76,321 |
| 20 |
0.8463 |
0.8136 |
0.0327 |
4.0% |
0.0130 |
1.6% |
38% |
False |
False |
78,199 |
| 40 |
0.8463 |
0.7663 |
0.0800 |
9.7% |
0.0125 |
1.5% |
75% |
False |
False |
75,066 |
| 60 |
0.8463 |
0.7663 |
0.0800 |
9.7% |
0.0133 |
1.6% |
75% |
False |
False |
71,141 |
| 80 |
0.8463 |
0.7395 |
0.1068 |
12.9% |
0.0137 |
1.7% |
81% |
False |
False |
53,877 |
| 100 |
0.8463 |
0.6904 |
0.1559 |
18.9% |
0.0126 |
1.5% |
87% |
False |
False |
43,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9322 |
|
2.618 |
0.8984 |
|
1.618 |
0.8777 |
|
1.000 |
0.8649 |
|
0.618 |
0.8570 |
|
HIGH |
0.8442 |
|
0.618 |
0.8363 |
|
0.500 |
0.8339 |
|
0.382 |
0.8314 |
|
LOW |
0.8235 |
|
0.618 |
0.8107 |
|
1.000 |
0.8028 |
|
1.618 |
0.7900 |
|
2.618 |
0.7693 |
|
4.250 |
0.7355 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8339 |
0.8349 |
| PP |
0.8312 |
0.8319 |
| S1 |
0.8286 |
0.8290 |
|