CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7874 |
0.7915 |
0.0041 |
0.5% |
0.8023 |
| High |
0.7966 |
0.7941 |
-0.0025 |
-0.3% |
0.8110 |
| Low |
0.7871 |
0.7838 |
-0.0033 |
-0.4% |
0.7871 |
| Close |
0.7912 |
0.7891 |
-0.0021 |
-0.3% |
0.7912 |
| Range |
0.0095 |
0.0103 |
0.0008 |
8.4% |
0.0239 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
76,306 |
76,306 |
0 |
0.0% |
311,639 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8199 |
0.8148 |
0.7948 |
|
| R3 |
0.8096 |
0.8045 |
0.7919 |
|
| R2 |
0.7993 |
0.7993 |
0.7910 |
|
| R1 |
0.7942 |
0.7942 |
0.7900 |
0.7916 |
| PP |
0.7890 |
0.7890 |
0.7890 |
0.7877 |
| S1 |
0.7839 |
0.7839 |
0.7882 |
0.7813 |
| S2 |
0.7787 |
0.7787 |
0.7872 |
|
| S3 |
0.7684 |
0.7736 |
0.7863 |
|
| S4 |
0.7581 |
0.7633 |
0.7834 |
|
|
| 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 |
0.7838 |
0.0272 |
3.4% |
0.0112 |
1.4% |
19% |
False |
True |
65,719 |
| 10 |
0.8110 |
0.7740 |
0.0370 |
4.7% |
0.0117 |
1.5% |
41% |
False |
False |
68,886 |
| 20 |
0.8182 |
0.7740 |
0.0442 |
5.6% |
0.0150 |
1.9% |
34% |
False |
False |
60,559 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.3% |
0.0147 |
1.9% |
61% |
False |
False |
30,945 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.5% |
0.0125 |
1.6% |
76% |
False |
False |
20,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8379 |
|
2.618 |
0.8211 |
|
1.618 |
0.8108 |
|
1.000 |
0.8044 |
|
0.618 |
0.8005 |
|
HIGH |
0.7941 |
|
0.618 |
0.7902 |
|
0.500 |
0.7890 |
|
0.382 |
0.7877 |
|
LOW |
0.7838 |
|
0.618 |
0.7774 |
|
1.000 |
0.7735 |
|
1.618 |
0.7671 |
|
2.618 |
0.7568 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7946 |
| PP |
0.7890 |
0.7927 |
| S1 |
0.7890 |
0.7909 |
|