CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8623 |
0.8635 |
0.0012 |
0.1% |
0.8511 |
| High |
0.8645 |
0.8676 |
0.0031 |
0.4% |
0.8676 |
| Low |
0.8543 |
0.8608 |
0.0065 |
0.8% |
0.8507 |
| Close |
0.8628 |
0.8641 |
0.0013 |
0.2% |
0.8641 |
| Range |
0.0102 |
0.0068 |
-0.0034 |
-33.3% |
0.0169 |
| ATR |
0.0130 |
0.0125 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
79,889 |
59,837 |
-20,052 |
-25.1% |
343,576 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8846 |
0.8811 |
0.8678 |
|
| R3 |
0.8778 |
0.8743 |
0.8660 |
|
| R2 |
0.8710 |
0.8710 |
0.8653 |
|
| R1 |
0.8675 |
0.8675 |
0.8647 |
0.8693 |
| PP |
0.8642 |
0.8642 |
0.8642 |
0.8650 |
| S1 |
0.8607 |
0.8607 |
0.8635 |
0.8625 |
| S2 |
0.8574 |
0.8574 |
0.8629 |
|
| S3 |
0.8506 |
0.8539 |
0.8622 |
|
| S4 |
0.8438 |
0.8471 |
0.8604 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9115 |
0.9047 |
0.8734 |
|
| R3 |
0.8946 |
0.8878 |
0.8687 |
|
| R2 |
0.8777 |
0.8777 |
0.8672 |
|
| R1 |
0.8709 |
0.8709 |
0.8656 |
0.8743 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8625 |
| S1 |
0.8540 |
0.8540 |
0.8626 |
0.8574 |
| S2 |
0.8439 |
0.8439 |
0.8610 |
|
| S3 |
0.8270 |
0.8371 |
0.8595 |
|
| S4 |
0.8101 |
0.8202 |
0.8548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8676 |
0.8374 |
0.0302 |
3.5% |
0.0116 |
1.3% |
88% |
True |
False |
84,594 |
| 10 |
0.8676 |
0.8232 |
0.0444 |
5.1% |
0.0125 |
1.4% |
92% |
True |
False |
91,115 |
| 20 |
0.8676 |
0.8136 |
0.0540 |
6.2% |
0.0129 |
1.5% |
94% |
True |
False |
83,589 |
| 40 |
0.8676 |
0.7935 |
0.0741 |
8.6% |
0.0123 |
1.4% |
95% |
True |
False |
78,800 |
| 60 |
0.8676 |
0.7663 |
0.1013 |
11.7% |
0.0126 |
1.5% |
97% |
True |
False |
75,687 |
| 80 |
0.8676 |
0.7618 |
0.1058 |
12.2% |
0.0137 |
1.6% |
97% |
True |
False |
62,086 |
| 100 |
0.8676 |
0.6947 |
0.1729 |
20.0% |
0.0128 |
1.5% |
98% |
True |
False |
49,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8965 |
|
2.618 |
0.8854 |
|
1.618 |
0.8786 |
|
1.000 |
0.8744 |
|
0.618 |
0.8718 |
|
HIGH |
0.8676 |
|
0.618 |
0.8650 |
|
0.500 |
0.8642 |
|
0.382 |
0.8634 |
|
LOW |
0.8608 |
|
0.618 |
0.8566 |
|
1.000 |
0.8540 |
|
1.618 |
0.8498 |
|
2.618 |
0.8430 |
|
4.250 |
0.8319 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8642 |
0.8631 |
| PP |
0.8642 |
0.8620 |
| S1 |
0.8641 |
0.8610 |
|