CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8031 |
0.8014 |
-0.0017 |
-0.2% |
0.8000 |
| High |
0.8110 |
0.8066 |
-0.0044 |
-0.5% |
0.8042 |
| Low |
0.7993 |
0.7980 |
-0.0013 |
-0.2% |
0.7740 |
| Close |
0.8029 |
0.8049 |
0.0020 |
0.2% |
0.8034 |
| Range |
0.0117 |
0.0086 |
-0.0031 |
-26.5% |
0.0302 |
| ATR |
0.0151 |
0.0147 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
50,498 |
67,108 |
16,610 |
32.9% |
357,276 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8255 |
0.8096 |
|
| R3 |
0.8204 |
0.8169 |
0.8073 |
|
| R2 |
0.8118 |
0.8118 |
0.8065 |
|
| R1 |
0.8083 |
0.8083 |
0.8057 |
0.8101 |
| PP |
0.8032 |
0.8032 |
0.8032 |
0.8040 |
| S1 |
0.7997 |
0.7997 |
0.8041 |
0.8015 |
| S2 |
0.7946 |
0.7946 |
0.8033 |
|
| S3 |
0.7860 |
0.7911 |
0.8025 |
|
| S4 |
0.7774 |
0.7825 |
0.8002 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8845 |
0.8741 |
0.8200 |
|
| R3 |
0.8543 |
0.8439 |
0.8117 |
|
| R2 |
0.8241 |
0.8241 |
0.8089 |
|
| R1 |
0.8137 |
0.8137 |
0.8062 |
0.8189 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7965 |
| S1 |
0.7835 |
0.7835 |
0.8006 |
0.7887 |
| S2 |
0.7637 |
0.7637 |
0.7979 |
|
| S3 |
0.7335 |
0.7533 |
0.7951 |
|
| S4 |
0.7033 |
0.7231 |
0.7868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8110 |
0.7888 |
0.0222 |
2.8% |
0.0097 |
1.2% |
73% |
False |
False |
63,681 |
| 10 |
0.8110 |
0.7740 |
0.0370 |
4.6% |
0.0135 |
1.7% |
84% |
False |
False |
67,532 |
| 20 |
0.8182 |
0.7740 |
0.0442 |
5.5% |
0.0160 |
2.0% |
70% |
False |
False |
50,922 |
| 40 |
0.8204 |
0.7298 |
0.0906 |
11.3% |
0.0145 |
1.8% |
83% |
False |
False |
25,677 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.2% |
0.0121 |
1.5% |
88% |
False |
False |
17,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8432 |
|
2.618 |
0.8291 |
|
1.618 |
0.8205 |
|
1.000 |
0.8152 |
|
0.618 |
0.8119 |
|
HIGH |
0.8066 |
|
0.618 |
0.8033 |
|
0.500 |
0.8023 |
|
0.382 |
0.8013 |
|
LOW |
0.7980 |
|
0.618 |
0.7927 |
|
1.000 |
0.7894 |
|
1.618 |
0.7841 |
|
2.618 |
0.7755 |
|
4.250 |
0.7615 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8040 |
0.8041 |
| PP |
0.8032 |
0.8032 |
| S1 |
0.8023 |
0.8024 |
|