CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8613 |
0.8623 |
0.0010 |
0.1% |
0.8410 |
| High |
0.8666 |
0.8645 |
-0.0021 |
-0.2% |
0.8532 |
| Low |
0.8562 |
0.8543 |
-0.0019 |
-0.2% |
0.8232 |
| Close |
0.8608 |
0.8628 |
0.0020 |
0.2% |
0.8512 |
| Range |
0.0104 |
0.0102 |
-0.0002 |
-1.9% |
0.0300 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
110,194 |
79,889 |
-30,305 |
-27.5% |
474,304 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8911 |
0.8872 |
0.8684 |
|
| R3 |
0.8809 |
0.8770 |
0.8656 |
|
| R2 |
0.8707 |
0.8707 |
0.8647 |
|
| R1 |
0.8668 |
0.8668 |
0.8637 |
0.8688 |
| PP |
0.8605 |
0.8605 |
0.8605 |
0.8615 |
| S1 |
0.8566 |
0.8566 |
0.8619 |
0.8586 |
| S2 |
0.8503 |
0.8503 |
0.8609 |
|
| S3 |
0.8401 |
0.8464 |
0.8600 |
|
| S4 |
0.8299 |
0.8362 |
0.8572 |
|
|
| 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 |
0.8312 |
0.0354 |
4.1% |
0.0125 |
1.4% |
89% |
False |
False |
94,372 |
| 10 |
0.8666 |
0.8229 |
0.0437 |
5.1% |
0.0136 |
1.6% |
91% |
False |
False |
93,860 |
| 20 |
0.8666 |
0.8136 |
0.0530 |
6.1% |
0.0132 |
1.5% |
93% |
False |
False |
85,939 |
| 40 |
0.8666 |
0.7926 |
0.0740 |
8.6% |
0.0124 |
1.4% |
95% |
False |
False |
79,254 |
| 60 |
0.8666 |
0.7663 |
0.1003 |
11.6% |
0.0127 |
1.5% |
96% |
False |
False |
75,954 |
| 80 |
0.8666 |
0.7618 |
0.1048 |
12.1% |
0.0137 |
1.6% |
96% |
False |
False |
61,347 |
| 100 |
0.8666 |
0.6947 |
0.1719 |
19.9% |
0.0128 |
1.5% |
98% |
False |
False |
49,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.8912 |
|
1.618 |
0.8810 |
|
1.000 |
0.8747 |
|
0.618 |
0.8708 |
|
HIGH |
0.8645 |
|
0.618 |
0.8606 |
|
0.500 |
0.8594 |
|
0.382 |
0.8582 |
|
LOW |
0.8543 |
|
0.618 |
0.8480 |
|
1.000 |
0.8441 |
|
1.618 |
0.8378 |
|
2.618 |
0.8276 |
|
4.250 |
0.8110 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8617 |
0.8614 |
| PP |
0.8605 |
0.8600 |
| S1 |
0.8594 |
0.8587 |
|