CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8511 |
0.8613 |
0.0102 |
1.2% |
0.8410 |
| High |
0.8656 |
0.8666 |
0.0010 |
0.1% |
0.8532 |
| Low |
0.8507 |
0.8562 |
0.0055 |
0.6% |
0.8232 |
| Close |
0.8615 |
0.8608 |
-0.0007 |
-0.1% |
0.8512 |
| Range |
0.0149 |
0.0104 |
-0.0045 |
-30.2% |
0.0300 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
93,656 |
110,194 |
16,538 |
17.7% |
474,304 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8924 |
0.8870 |
0.8665 |
|
| R3 |
0.8820 |
0.8766 |
0.8637 |
|
| R2 |
0.8716 |
0.8716 |
0.8627 |
|
| R1 |
0.8662 |
0.8662 |
0.8618 |
0.8637 |
| PP |
0.8612 |
0.8612 |
0.8612 |
0.8600 |
| S1 |
0.8558 |
0.8558 |
0.8598 |
0.8533 |
| S2 |
0.8508 |
0.8508 |
0.8589 |
|
| S3 |
0.8404 |
0.8454 |
0.8579 |
|
| S4 |
0.8300 |
0.8350 |
0.8551 |
|
|
| 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 |
0.8666 |
0.8232 |
0.0434 |
5.0% |
0.0131 |
1.5% |
87% |
True |
False |
103,735 |
| 10 |
0.8666 |
0.8229 |
0.0437 |
5.1% |
0.0140 |
1.6% |
87% |
True |
False |
92,965 |
| 20 |
0.8666 |
0.8136 |
0.0530 |
6.2% |
0.0136 |
1.6% |
89% |
True |
False |
85,937 |
| 40 |
0.8666 |
0.7890 |
0.0776 |
9.0% |
0.0125 |
1.5% |
93% |
True |
False |
79,167 |
| 60 |
0.8666 |
0.7663 |
0.1003 |
11.7% |
0.0128 |
1.5% |
94% |
True |
False |
75,628 |
| 80 |
0.8666 |
0.7610 |
0.1056 |
12.3% |
0.0138 |
1.6% |
95% |
True |
False |
60,352 |
| 100 |
0.8666 |
0.6933 |
0.1733 |
20.1% |
0.0128 |
1.5% |
97% |
True |
False |
48,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9108 |
|
2.618 |
0.8938 |
|
1.618 |
0.8834 |
|
1.000 |
0.8770 |
|
0.618 |
0.8730 |
|
HIGH |
0.8666 |
|
0.618 |
0.8626 |
|
0.500 |
0.8614 |
|
0.382 |
0.8602 |
|
LOW |
0.8562 |
|
0.618 |
0.8498 |
|
1.000 |
0.8458 |
|
1.618 |
0.8394 |
|
2.618 |
0.8290 |
|
4.250 |
0.8120 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8614 |
0.8579 |
| PP |
0.8612 |
0.8549 |
| S1 |
0.8610 |
0.8520 |
|