CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8265 |
0.8332 |
0.0067 |
0.8% |
0.8364 |
| High |
0.8367 |
0.8423 |
0.0056 |
0.7% |
0.8463 |
| Low |
0.8232 |
0.8312 |
0.0080 |
1.0% |
0.8229 |
| Close |
0.8352 |
0.8382 |
0.0030 |
0.4% |
0.8400 |
| Range |
0.0135 |
0.0111 |
-0.0024 |
-17.8% |
0.0234 |
| ATR |
0.0132 |
0.0131 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
126,706 |
108,727 |
-17,979 |
-14.2% |
395,219 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8705 |
0.8655 |
0.8443 |
|
| R3 |
0.8594 |
0.8544 |
0.8413 |
|
| R2 |
0.8483 |
0.8483 |
0.8402 |
|
| R1 |
0.8433 |
0.8433 |
0.8392 |
0.8458 |
| PP |
0.8372 |
0.8372 |
0.8372 |
0.8385 |
| S1 |
0.8322 |
0.8322 |
0.8372 |
0.8347 |
| S2 |
0.8261 |
0.8261 |
0.8362 |
|
| S3 |
0.8150 |
0.8211 |
0.8351 |
|
| S4 |
0.8039 |
0.8100 |
0.8321 |
|
|
| 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 |
0.8232 |
0.0231 |
2.8% |
0.0134 |
1.6% |
65% |
False |
False |
97,637 |
| 10 |
0.8463 |
0.8201 |
0.0262 |
3.1% |
0.0135 |
1.6% |
69% |
False |
False |
84,796 |
| 20 |
0.8463 |
0.8136 |
0.0327 |
3.9% |
0.0132 |
1.6% |
75% |
False |
False |
83,033 |
| 40 |
0.8463 |
0.7663 |
0.0800 |
9.5% |
0.0124 |
1.5% |
90% |
False |
False |
76,659 |
| 60 |
0.8463 |
0.7663 |
0.0800 |
9.5% |
0.0131 |
1.6% |
90% |
False |
False |
74,070 |
| 80 |
0.8463 |
0.7395 |
0.1068 |
12.7% |
0.0137 |
1.6% |
92% |
False |
False |
56,817 |
| 100 |
0.8463 |
0.6904 |
0.1559 |
18.6% |
0.0127 |
1.5% |
95% |
False |
False |
45,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8895 |
|
2.618 |
0.8714 |
|
1.618 |
0.8603 |
|
1.000 |
0.8534 |
|
0.618 |
0.8492 |
|
HIGH |
0.8423 |
|
0.618 |
0.8381 |
|
0.500 |
0.8368 |
|
0.382 |
0.8354 |
|
LOW |
0.8312 |
|
0.618 |
0.8243 |
|
1.000 |
0.8201 |
|
1.618 |
0.8132 |
|
2.618 |
0.8021 |
|
4.250 |
0.7840 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8377 |
0.8367 |
| PP |
0.8372 |
0.8352 |
| S1 |
0.8368 |
0.8337 |
|