CME Australian Dollar Future December 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 |
0.8460 |
0.8552 |
0.0092 |
1.1% |
0.8336 |
| High |
0.8590 |
0.8602 |
0.0012 |
0.1% |
0.8466 |
| Low |
0.8444 |
0.8499 |
0.0055 |
0.7% |
0.8174 |
| Close |
0.8551 |
0.8545 |
-0.0006 |
-0.1% |
0.8448 |
| Range |
0.0146 |
0.0103 |
-0.0043 |
-29.5% |
0.0292 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
8,032 |
30,339 |
22,307 |
277.7% |
25,979 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8858 |
0.8804 |
0.8602 |
|
| R3 |
0.8755 |
0.8701 |
0.8573 |
|
| R2 |
0.8652 |
0.8652 |
0.8564 |
|
| R1 |
0.8598 |
0.8598 |
0.8554 |
0.8574 |
| PP |
0.8549 |
0.8549 |
0.8549 |
0.8536 |
| S1 |
0.8495 |
0.8495 |
0.8536 |
0.8471 |
| S2 |
0.8446 |
0.8446 |
0.8526 |
|
| S3 |
0.8343 |
0.8392 |
0.8517 |
|
| S4 |
0.8240 |
0.8289 |
0.8488 |
|
|
| 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 |
0.8602 |
0.8256 |
0.0346 |
4.0% |
0.0114 |
1.3% |
84% |
True |
False |
8,823 |
| 10 |
0.8602 |
0.8174 |
0.0428 |
5.0% |
0.0126 |
1.5% |
87% |
True |
False |
7,222 |
| 20 |
0.8602 |
0.8080 |
0.0522 |
6.1% |
0.0119 |
1.4% |
89% |
True |
False |
3,789 |
| 40 |
0.8602 |
0.7878 |
0.0724 |
8.5% |
0.0105 |
1.2% |
92% |
True |
False |
1,948 |
| 60 |
0.8602 |
0.7615 |
0.0987 |
11.6% |
0.0094 |
1.1% |
94% |
True |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9040 |
|
2.618 |
0.8872 |
|
1.618 |
0.8769 |
|
1.000 |
0.8705 |
|
0.618 |
0.8666 |
|
HIGH |
0.8602 |
|
0.618 |
0.8563 |
|
0.500 |
0.8551 |
|
0.382 |
0.8538 |
|
LOW |
0.8499 |
|
0.618 |
0.8435 |
|
1.000 |
0.8396 |
|
1.618 |
0.8332 |
|
2.618 |
0.8229 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8551 |
0.8538 |
| PP |
0.8549 |
0.8530 |
| S1 |
0.8547 |
0.8523 |
|