CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8433 |
0.8265 |
-0.0168 |
-2.0% |
0.8364 |
| High |
0.8442 |
0.8367 |
-0.0075 |
-0.9% |
0.8463 |
| Low |
0.8235 |
0.8232 |
-0.0003 |
0.0% |
0.8229 |
| Close |
0.8260 |
0.8352 |
0.0092 |
1.1% |
0.8400 |
| Range |
0.0207 |
0.0135 |
-0.0072 |
-34.8% |
0.0234 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
0.2% |
0.0000 |
| Volume |
77,150 |
126,706 |
49,556 |
64.2% |
395,219 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8722 |
0.8672 |
0.8426 |
|
| R3 |
0.8587 |
0.8537 |
0.8389 |
|
| R2 |
0.8452 |
0.8452 |
0.8377 |
|
| R1 |
0.8402 |
0.8402 |
0.8364 |
0.8427 |
| PP |
0.8317 |
0.8317 |
0.8317 |
0.8330 |
| S1 |
0.8267 |
0.8267 |
0.8340 |
0.8292 |
| S2 |
0.8182 |
0.8182 |
0.8327 |
|
| S3 |
0.8047 |
0.8132 |
0.8315 |
|
| S4 |
0.7912 |
0.7997 |
0.8278 |
|
|
| 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% |
53% |
False |
False |
93,349 |
| 10 |
0.8463 |
0.8201 |
0.0262 |
3.1% |
0.0130 |
1.6% |
58% |
False |
False |
82,475 |
| 20 |
0.8463 |
0.8136 |
0.0327 |
3.9% |
0.0132 |
1.6% |
66% |
False |
False |
81,141 |
| 40 |
0.8463 |
0.7663 |
0.0800 |
9.6% |
0.0124 |
1.5% |
86% |
False |
False |
76,586 |
| 60 |
0.8463 |
0.7663 |
0.0800 |
9.6% |
0.0132 |
1.6% |
86% |
False |
False |
72,903 |
| 80 |
0.8463 |
0.7395 |
0.1068 |
12.8% |
0.0138 |
1.7% |
90% |
False |
False |
55,460 |
| 100 |
0.8463 |
0.6904 |
0.1559 |
18.7% |
0.0127 |
1.5% |
93% |
False |
False |
44,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8941 |
|
2.618 |
0.8720 |
|
1.618 |
0.8585 |
|
1.000 |
0.8502 |
|
0.618 |
0.8450 |
|
HIGH |
0.8367 |
|
0.618 |
0.8315 |
|
0.500 |
0.8300 |
|
0.382 |
0.8284 |
|
LOW |
0.8232 |
|
0.618 |
0.8149 |
|
1.000 |
0.8097 |
|
1.618 |
0.8014 |
|
2.618 |
0.7879 |
|
4.250 |
0.7658 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8335 |
0.8349 |
| PP |
0.8317 |
0.8346 |
| S1 |
0.8300 |
0.8343 |
|