CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8332 |
0.8392 |
0.0060 |
0.7% |
0.8410 |
| High |
0.8423 |
0.8532 |
0.0109 |
1.3% |
0.8532 |
| Low |
0.8312 |
0.8374 |
0.0062 |
0.7% |
0.8232 |
| Close |
0.8382 |
0.8512 |
0.0130 |
1.6% |
0.8512 |
| Range |
0.0111 |
0.0158 |
0.0047 |
42.3% |
0.0300 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.5% |
0.0000 |
| Volume |
108,727 |
79,396 |
-29,331 |
-27.0% |
474,304 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8947 |
0.8887 |
0.8599 |
|
| R3 |
0.8789 |
0.8729 |
0.8555 |
|
| R2 |
0.8631 |
0.8631 |
0.8541 |
|
| R1 |
0.8571 |
0.8571 |
0.8526 |
0.8601 |
| PP |
0.8473 |
0.8473 |
0.8473 |
0.8488 |
| S1 |
0.8413 |
0.8413 |
0.8498 |
0.8443 |
| S2 |
0.8315 |
0.8315 |
0.8483 |
|
| S3 |
0.8157 |
0.8255 |
0.8469 |
|
| S4 |
0.7999 |
0.8097 |
0.8425 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9219 |
0.8677 |
|
| R3 |
0.9025 |
0.8919 |
0.8595 |
|
| R2 |
0.8725 |
0.8725 |
0.8567 |
|
| R1 |
0.8619 |
0.8619 |
0.8540 |
0.8672 |
| PP |
0.8425 |
0.8425 |
0.8425 |
0.8452 |
| S1 |
0.8319 |
0.8319 |
0.8485 |
0.8372 |
| S2 |
0.8125 |
0.8125 |
0.8457 |
|
| S3 |
0.7825 |
0.8019 |
0.8430 |
|
| S4 |
0.7525 |
0.7719 |
0.8347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8532 |
0.8232 |
0.0300 |
3.5% |
0.0147 |
1.7% |
93% |
True |
False |
94,860 |
| 10 |
0.8532 |
0.8229 |
0.0303 |
3.6% |
0.0133 |
1.6% |
93% |
True |
False |
86,952 |
| 20 |
0.8532 |
0.8136 |
0.0396 |
4.7% |
0.0135 |
1.6% |
95% |
True |
False |
83,489 |
| 40 |
0.8532 |
0.7663 |
0.0869 |
10.2% |
0.0126 |
1.5% |
98% |
True |
False |
77,043 |
| 60 |
0.8532 |
0.7663 |
0.0869 |
10.2% |
0.0131 |
1.5% |
98% |
True |
False |
74,349 |
| 80 |
0.8532 |
0.7395 |
0.1137 |
13.4% |
0.0137 |
1.6% |
98% |
True |
False |
57,809 |
| 100 |
0.8532 |
0.6904 |
0.1628 |
19.1% |
0.0127 |
1.5% |
99% |
True |
False |
46,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.8946 |
|
1.618 |
0.8788 |
|
1.000 |
0.8690 |
|
0.618 |
0.8630 |
|
HIGH |
0.8532 |
|
0.618 |
0.8472 |
|
0.500 |
0.8453 |
|
0.382 |
0.8434 |
|
LOW |
0.8374 |
|
0.618 |
0.8276 |
|
1.000 |
0.8216 |
|
1.618 |
0.8118 |
|
2.618 |
0.7960 |
|
4.250 |
0.7703 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8492 |
0.8469 |
| PP |
0.8473 |
0.8425 |
| S1 |
0.8453 |
0.8382 |
|