CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8392 |
0.8511 |
0.0119 |
1.4% |
0.8410 |
| High |
0.8532 |
0.8656 |
0.0124 |
1.5% |
0.8532 |
| Low |
0.8374 |
0.8507 |
0.0133 |
1.6% |
0.8232 |
| Close |
0.8512 |
0.8615 |
0.0103 |
1.2% |
0.8512 |
| Range |
0.0158 |
0.0149 |
-0.0009 |
-5.7% |
0.0300 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.9% |
0.0000 |
| Volume |
79,396 |
93,656 |
14,260 |
18.0% |
474,304 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9040 |
0.8976 |
0.8697 |
|
| R3 |
0.8891 |
0.8827 |
0.8656 |
|
| R2 |
0.8742 |
0.8742 |
0.8642 |
|
| R1 |
0.8678 |
0.8678 |
0.8629 |
0.8710 |
| PP |
0.8593 |
0.8593 |
0.8593 |
0.8609 |
| S1 |
0.8529 |
0.8529 |
0.8601 |
0.8561 |
| S2 |
0.8444 |
0.8444 |
0.8588 |
|
| S3 |
0.8295 |
0.8380 |
0.8574 |
|
| S4 |
0.8146 |
0.8231 |
0.8533 |
|
|
| 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 |
0.8656 |
0.8232 |
0.0424 |
4.9% |
0.0152 |
1.8% |
90% |
True |
False |
97,127 |
| 10 |
0.8656 |
0.8229 |
0.0427 |
5.0% |
0.0139 |
1.6% |
90% |
True |
False |
88,350 |
| 20 |
0.8656 |
0.8136 |
0.0520 |
6.0% |
0.0137 |
1.6% |
92% |
True |
False |
83,500 |
| 40 |
0.8656 |
0.7779 |
0.0877 |
10.2% |
0.0126 |
1.5% |
95% |
True |
False |
77,974 |
| 60 |
0.8656 |
0.7663 |
0.0993 |
11.5% |
0.0130 |
1.5% |
96% |
True |
False |
74,923 |
| 80 |
0.8656 |
0.7395 |
0.1261 |
14.6% |
0.0138 |
1.6% |
97% |
True |
False |
58,978 |
| 100 |
0.8656 |
0.6904 |
0.1752 |
20.3% |
0.0128 |
1.5% |
98% |
True |
False |
47,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9289 |
|
2.618 |
0.9046 |
|
1.618 |
0.8897 |
|
1.000 |
0.8805 |
|
0.618 |
0.8748 |
|
HIGH |
0.8656 |
|
0.618 |
0.8599 |
|
0.500 |
0.8582 |
|
0.382 |
0.8564 |
|
LOW |
0.8507 |
|
0.618 |
0.8415 |
|
1.000 |
0.8358 |
|
1.618 |
0.8266 |
|
2.618 |
0.8117 |
|
4.250 |
0.7874 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8604 |
0.8571 |
| PP |
0.8593 |
0.8528 |
| S1 |
0.8582 |
0.8484 |
|