CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8460 |
0.8460 |
0.0000 |
0.0% |
0.8336 |
| High |
0.8507 |
0.8590 |
0.0083 |
1.0% |
0.8466 |
| Low |
0.8444 |
0.8444 |
0.0000 |
0.0% |
0.8174 |
| Close |
0.8491 |
0.8551 |
0.0060 |
0.7% |
0.8448 |
| Range |
0.0063 |
0.0146 |
0.0083 |
131.7% |
0.0292 |
| ATR |
0.0114 |
0.0117 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,570 |
8,032 |
6,462 |
411.6% |
25,979 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8966 |
0.8905 |
0.8631 |
|
| R3 |
0.8820 |
0.8759 |
0.8591 |
|
| R2 |
0.8674 |
0.8674 |
0.8578 |
|
| R1 |
0.8613 |
0.8613 |
0.8564 |
0.8644 |
| PP |
0.8528 |
0.8528 |
0.8528 |
0.8544 |
| S1 |
0.8467 |
0.8467 |
0.8538 |
0.8498 |
| S2 |
0.8382 |
0.8382 |
0.8524 |
|
| S3 |
0.8236 |
0.8321 |
0.8511 |
|
| S4 |
0.8090 |
0.8175 |
0.8471 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9135 |
0.8609 |
|
| R3 |
0.8947 |
0.8843 |
0.8528 |
|
| R2 |
0.8655 |
0.8655 |
0.8502 |
|
| R1 |
0.8551 |
0.8551 |
0.8475 |
0.8603 |
| PP |
0.8363 |
0.8363 |
0.8363 |
0.8389 |
| S1 |
0.8259 |
0.8259 |
0.8421 |
0.8311 |
| S2 |
0.8071 |
0.8071 |
0.8394 |
|
| S3 |
0.7779 |
0.7967 |
0.8368 |
|
| S4 |
0.7487 |
0.7675 |
0.8287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8590 |
0.8174 |
0.0416 |
4.9% |
0.0119 |
1.4% |
91% |
True |
False |
3,874 |
| 10 |
0.8590 |
0.8174 |
0.0416 |
4.9% |
0.0129 |
1.5% |
91% |
True |
False |
4,240 |
| 20 |
0.8590 |
0.8080 |
0.0510 |
6.0% |
0.0122 |
1.4% |
92% |
True |
False |
2,285 |
| 40 |
0.8590 |
0.7828 |
0.0762 |
8.9% |
0.0105 |
1.2% |
95% |
True |
False |
1,191 |
| 60 |
0.8590 |
0.7615 |
0.0975 |
11.4% |
0.0092 |
1.1% |
96% |
True |
False |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9211 |
|
2.618 |
0.8972 |
|
1.618 |
0.8826 |
|
1.000 |
0.8736 |
|
0.618 |
0.8680 |
|
HIGH |
0.8590 |
|
0.618 |
0.8534 |
|
0.500 |
0.8517 |
|
0.382 |
0.8500 |
|
LOW |
0.8444 |
|
0.618 |
0.8354 |
|
1.000 |
0.8298 |
|
1.618 |
0.8208 |
|
2.618 |
0.8062 |
|
4.250 |
0.7824 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8540 |
0.8518 |
| PP |
0.8528 |
0.8484 |
| S1 |
0.8517 |
0.8451 |
|