CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 03-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8051 |
0.7874 |
-0.0177 |
-2.2% |
0.8023 |
| High |
0.8053 |
0.7966 |
-0.0087 |
-1.1% |
0.8110 |
| Low |
0.7893 |
0.7871 |
-0.0022 |
-0.3% |
0.7871 |
| Close |
0.7912 |
0.7912 |
0.0000 |
0.0% |
0.7912 |
| Range |
0.0160 |
0.0095 |
-0.0065 |
-40.6% |
0.0239 |
| ATR |
0.0148 |
0.0144 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
58,379 |
76,306 |
17,927 |
30.7% |
311,639 |
|
| Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8201 |
0.8152 |
0.7964 |
|
| R3 |
0.8106 |
0.8057 |
0.7938 |
|
| R2 |
0.8011 |
0.8011 |
0.7929 |
|
| R1 |
0.7962 |
0.7962 |
0.7921 |
0.7987 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7929 |
| S1 |
0.7867 |
0.7867 |
0.7903 |
0.7892 |
| S2 |
0.7821 |
0.7821 |
0.7895 |
|
| S3 |
0.7726 |
0.7772 |
0.7886 |
|
| S4 |
0.7631 |
0.7677 |
0.7860 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8681 |
0.8536 |
0.8043 |
|
| R3 |
0.8442 |
0.8297 |
0.7978 |
|
| R2 |
0.8203 |
0.8203 |
0.7956 |
|
| R1 |
0.8058 |
0.8058 |
0.7934 |
0.8011 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7941 |
| S1 |
0.7819 |
0.7819 |
0.7890 |
0.7772 |
| S2 |
0.7725 |
0.7725 |
0.7868 |
|
| S3 |
0.7486 |
0.7580 |
0.7846 |
|
| S4 |
0.7247 |
0.7341 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8110 |
0.7871 |
0.0239 |
3.0% |
0.0115 |
1.4% |
17% |
False |
True |
62,327 |
| 10 |
0.8110 |
0.7740 |
0.0370 |
4.7% |
0.0133 |
1.7% |
46% |
False |
False |
66,891 |
| 20 |
0.8182 |
0.7740 |
0.0442 |
5.6% |
0.0152 |
1.9% |
39% |
False |
False |
57,269 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.2% |
0.0146 |
1.8% |
64% |
False |
False |
29,039 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.4% |
0.0124 |
1.6% |
78% |
False |
False |
19,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8370 |
|
2.618 |
0.8215 |
|
1.618 |
0.8120 |
|
1.000 |
0.8061 |
|
0.618 |
0.8025 |
|
HIGH |
0.7966 |
|
0.618 |
0.7930 |
|
0.500 |
0.7919 |
|
0.382 |
0.7907 |
|
LOW |
0.7871 |
|
0.618 |
0.7812 |
|
1.000 |
0.7776 |
|
1.618 |
0.7717 |
|
2.618 |
0.7622 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 03-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7969 |
| PP |
0.7916 |
0.7950 |
| S1 |
0.7914 |
0.7931 |
|