CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8635 |
0.8621 |
-0.0014 |
-0.2% |
0.8511 |
| High |
0.8676 |
0.8641 |
-0.0035 |
-0.4% |
0.8676 |
| Low |
0.8608 |
0.8543 |
-0.0065 |
-0.8% |
0.8507 |
| Close |
0.8641 |
0.8598 |
-0.0043 |
-0.5% |
0.8641 |
| Range |
0.0068 |
0.0098 |
0.0030 |
44.1% |
0.0169 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
59,837 |
17,154 |
-42,683 |
-71.3% |
343,576 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8888 |
0.8841 |
0.8652 |
|
| R3 |
0.8790 |
0.8743 |
0.8625 |
|
| R2 |
0.8692 |
0.8692 |
0.8616 |
|
| R1 |
0.8645 |
0.8645 |
0.8607 |
0.8620 |
| PP |
0.8594 |
0.8594 |
0.8594 |
0.8581 |
| S1 |
0.8547 |
0.8547 |
0.8589 |
0.8522 |
| S2 |
0.8496 |
0.8496 |
0.8580 |
|
| S3 |
0.8398 |
0.8449 |
0.8571 |
|
| S4 |
0.8300 |
0.8351 |
0.8544 |
|
|
| 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 |
0.8507 |
0.0169 |
2.0% |
0.0104 |
1.2% |
54% |
False |
False |
72,146 |
| 10 |
0.8676 |
0.8232 |
0.0444 |
5.2% |
0.0126 |
1.5% |
82% |
False |
False |
83,503 |
| 20 |
0.8676 |
0.8136 |
0.0540 |
6.3% |
0.0124 |
1.4% |
86% |
False |
False |
80,367 |
| 40 |
0.8676 |
0.7990 |
0.0686 |
8.0% |
0.0123 |
1.4% |
89% |
False |
False |
77,573 |
| 60 |
0.8676 |
0.7663 |
0.1013 |
11.8% |
0.0125 |
1.5% |
92% |
False |
False |
74,885 |
| 80 |
0.8676 |
0.7663 |
0.1013 |
11.8% |
0.0137 |
1.6% |
92% |
False |
False |
62,297 |
| 100 |
0.8676 |
0.6947 |
0.1729 |
20.1% |
0.0129 |
1.5% |
95% |
False |
False |
49,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9058 |
|
2.618 |
0.8898 |
|
1.618 |
0.8800 |
|
1.000 |
0.8739 |
|
0.618 |
0.8702 |
|
HIGH |
0.8641 |
|
0.618 |
0.8604 |
|
0.500 |
0.8592 |
|
0.382 |
0.8580 |
|
LOW |
0.8543 |
|
0.618 |
0.8482 |
|
1.000 |
0.8445 |
|
1.618 |
0.8384 |
|
2.618 |
0.8286 |
|
4.250 |
0.8127 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8596 |
0.8610 |
| PP |
0.8594 |
0.8606 |
| S1 |
0.8592 |
0.8602 |
|