CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7797 |
0.7757 |
-0.0040 |
-0.5% |
0.7915 |
| High |
0.7812 |
0.7799 |
-0.0013 |
-0.2% |
0.7999 |
| Low |
0.7702 |
0.7663 |
-0.0039 |
-0.5% |
0.7685 |
| Close |
0.7738 |
0.7776 |
0.0038 |
0.5% |
0.7738 |
| Range |
0.0110 |
0.0136 |
0.0026 |
23.6% |
0.0314 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
64,039 |
56,422 |
-7,617 |
-11.9% |
381,764 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8154 |
0.8101 |
0.7851 |
|
| R3 |
0.8018 |
0.7965 |
0.7813 |
|
| R2 |
0.7882 |
0.7882 |
0.7801 |
|
| R1 |
0.7829 |
0.7829 |
0.7788 |
0.7856 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7759 |
| S1 |
0.7693 |
0.7693 |
0.7764 |
0.7720 |
| S2 |
0.7610 |
0.7610 |
0.7751 |
|
| S3 |
0.7474 |
0.7557 |
0.7739 |
|
| S4 |
0.7338 |
0.7421 |
0.7701 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8749 |
0.8558 |
0.7911 |
|
| R3 |
0.8435 |
0.8244 |
0.7824 |
|
| R2 |
0.8121 |
0.8121 |
0.7796 |
|
| R1 |
0.7930 |
0.7930 |
0.7767 |
0.7869 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7777 |
| S1 |
0.7616 |
0.7616 |
0.7709 |
0.7555 |
| S2 |
0.7493 |
0.7493 |
0.7680 |
|
| S3 |
0.7179 |
0.7302 |
0.7652 |
|
| S4 |
0.6865 |
0.6988 |
0.7565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7999 |
0.7663 |
0.0336 |
4.3% |
0.0137 |
1.8% |
34% |
False |
True |
72,376 |
| 10 |
0.8110 |
0.7663 |
0.0447 |
5.7% |
0.0124 |
1.6% |
25% |
False |
True |
69,047 |
| 20 |
0.8110 |
0.7663 |
0.0447 |
5.7% |
0.0137 |
1.8% |
25% |
False |
True |
68,822 |
| 40 |
0.8204 |
0.7395 |
0.0809 |
10.4% |
0.0151 |
1.9% |
47% |
False |
False |
39,982 |
| 60 |
0.8204 |
0.6904 |
0.1300 |
16.7% |
0.0130 |
1.7% |
67% |
False |
False |
26,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8377 |
|
2.618 |
0.8155 |
|
1.618 |
0.8019 |
|
1.000 |
0.7935 |
|
0.618 |
0.7883 |
|
HIGH |
0.7799 |
|
0.618 |
0.7747 |
|
0.500 |
0.7731 |
|
0.382 |
0.7715 |
|
LOW |
0.7663 |
|
0.618 |
0.7579 |
|
1.000 |
0.7527 |
|
1.618 |
0.7443 |
|
2.618 |
0.7307 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7761 |
0.7766 |
| PP |
0.7746 |
0.7756 |
| S1 |
0.7731 |
0.7746 |
|