CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7920 |
0.7857 |
-0.0063 |
-0.8% |
0.8023 |
| High |
0.7999 |
0.7857 |
-0.0142 |
-1.8% |
0.8110 |
| Low |
0.7844 |
0.7685 |
-0.0159 |
-2.0% |
0.7871 |
| Close |
0.7878 |
0.7699 |
-0.0179 |
-2.3% |
0.7912 |
| Range |
0.0155 |
0.0172 |
0.0017 |
11.0% |
0.0239 |
| ATR |
0.0142 |
0.0146 |
0.0004 |
2.6% |
0.0000 |
| Volume |
69,687 |
65,914 |
-3,773 |
-5.4% |
311,639 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8263 |
0.8153 |
0.7794 |
|
| R3 |
0.8091 |
0.7981 |
0.7746 |
|
| R2 |
0.7919 |
0.7919 |
0.7731 |
|
| R1 |
0.7809 |
0.7809 |
0.7715 |
0.7778 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7732 |
| S1 |
0.7637 |
0.7637 |
0.7683 |
0.7606 |
| S2 |
0.7575 |
0.7575 |
0.7667 |
|
| S3 |
0.7403 |
0.7465 |
0.7652 |
|
| S4 |
0.7231 |
0.7293 |
0.7604 |
|
|
| 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 |
0.8053 |
0.7685 |
0.0368 |
4.8% |
0.0137 |
1.8% |
4% |
False |
True |
69,318 |
| 10 |
0.8110 |
0.7685 |
0.0425 |
5.5% |
0.0117 |
1.5% |
3% |
False |
True |
66,500 |
| 20 |
0.8182 |
0.7685 |
0.0497 |
6.5% |
0.0148 |
1.9% |
3% |
False |
True |
65,536 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.5% |
0.0152 |
2.0% |
38% |
False |
False |
34,335 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.9% |
0.0128 |
1.7% |
61% |
False |
False |
22,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8588 |
|
2.618 |
0.8307 |
|
1.618 |
0.8135 |
|
1.000 |
0.8029 |
|
0.618 |
0.7963 |
|
HIGH |
0.7857 |
|
0.618 |
0.7791 |
|
0.500 |
0.7771 |
|
0.382 |
0.7751 |
|
LOW |
0.7685 |
|
0.618 |
0.7579 |
|
1.000 |
0.7513 |
|
1.618 |
0.7407 |
|
2.618 |
0.7235 |
|
4.250 |
0.6954 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7842 |
| PP |
0.7747 |
0.7794 |
| S1 |
0.7723 |
0.7747 |
|