CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8014 |
0.8051 |
0.0037 |
0.5% |
0.8000 |
| High |
0.8066 |
0.8053 |
-0.0013 |
-0.2% |
0.8042 |
| Low |
0.7980 |
0.7893 |
-0.0087 |
-1.1% |
0.7740 |
| Close |
0.8049 |
0.7912 |
-0.0137 |
-1.7% |
0.8034 |
| Range |
0.0086 |
0.0160 |
0.0074 |
86.0% |
0.0302 |
| ATR |
0.0147 |
0.0148 |
0.0001 |
0.6% |
0.0000 |
| Volume |
67,108 |
58,379 |
-8,729 |
-13.0% |
357,276 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8332 |
0.8000 |
|
| R3 |
0.8273 |
0.8172 |
0.7956 |
|
| R2 |
0.8113 |
0.8113 |
0.7941 |
|
| R1 |
0.8012 |
0.8012 |
0.7927 |
0.7983 |
| PP |
0.7953 |
0.7953 |
0.7953 |
0.7938 |
| S1 |
0.7852 |
0.7852 |
0.7897 |
0.7823 |
| S2 |
0.7793 |
0.7793 |
0.7883 |
|
| S3 |
0.7633 |
0.7692 |
0.7868 |
|
| S4 |
0.7473 |
0.7532 |
0.7824 |
|
|
| 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 |
0.7893 |
0.0217 |
2.7% |
0.0108 |
1.4% |
9% |
False |
True |
61,137 |
| 10 |
0.8110 |
0.7740 |
0.0370 |
4.7% |
0.0137 |
1.7% |
46% |
False |
False |
65,786 |
| 20 |
0.8182 |
0.7740 |
0.0442 |
5.6% |
0.0158 |
2.0% |
39% |
False |
False |
53,733 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.2% |
0.0146 |
1.8% |
64% |
False |
False |
27,134 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.4% |
0.0123 |
1.6% |
78% |
False |
False |
18,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8733 |
|
2.618 |
0.8472 |
|
1.618 |
0.8312 |
|
1.000 |
0.8213 |
|
0.618 |
0.8152 |
|
HIGH |
0.8053 |
|
0.618 |
0.7992 |
|
0.500 |
0.7973 |
|
0.382 |
0.7954 |
|
LOW |
0.7893 |
|
0.618 |
0.7794 |
|
1.000 |
0.7733 |
|
1.618 |
0.7634 |
|
2.618 |
0.7474 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7973 |
0.8002 |
| PP |
0.7953 |
0.7972 |
| S1 |
0.7932 |
0.7942 |
|