CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7804 |
0.7906 |
0.0102 |
1.3% |
0.7915 |
| High |
0.7925 |
0.8022 |
0.0097 |
1.2% |
0.7999 |
| Low |
0.7779 |
0.7890 |
0.0111 |
1.4% |
0.7685 |
| Close |
0.7851 |
0.8014 |
0.0163 |
2.1% |
0.7738 |
| Range |
0.0146 |
0.0132 |
-0.0014 |
-9.6% |
0.0314 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.4% |
0.0000 |
| Volume |
62,444 |
76,413 |
13,969 |
22.4% |
381,764 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8371 |
0.8325 |
0.8087 |
|
| R3 |
0.8239 |
0.8193 |
0.8050 |
|
| R2 |
0.8107 |
0.8107 |
0.8038 |
|
| R1 |
0.8061 |
0.8061 |
0.8026 |
0.8084 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7987 |
| S1 |
0.7929 |
0.7929 |
0.8002 |
0.7952 |
| S2 |
0.7843 |
0.7843 |
0.7990 |
|
| S3 |
0.7711 |
0.7797 |
0.7978 |
|
| S4 |
0.7579 |
0.7665 |
0.7941 |
|
|
| 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 |
0.8022 |
0.7663 |
0.0359 |
4.5% |
0.0127 |
1.6% |
98% |
True |
False |
73,027 |
| 10 |
0.8053 |
0.7663 |
0.0390 |
4.9% |
0.0132 |
1.6% |
90% |
False |
False |
71,172 |
| 20 |
0.8110 |
0.7663 |
0.0447 |
5.6% |
0.0133 |
1.7% |
79% |
False |
False |
69,352 |
| 40 |
0.8204 |
0.7618 |
0.0586 |
7.3% |
0.0151 |
1.9% |
68% |
False |
False |
43,439 |
| 60 |
0.8204 |
0.6947 |
0.1257 |
15.7% |
0.0130 |
1.6% |
85% |
False |
False |
28,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8583 |
|
2.618 |
0.8368 |
|
1.618 |
0.8236 |
|
1.000 |
0.8154 |
|
0.618 |
0.8104 |
|
HIGH |
0.8022 |
|
0.618 |
0.7972 |
|
0.500 |
0.7956 |
|
0.382 |
0.7940 |
|
LOW |
0.7890 |
|
0.618 |
0.7808 |
|
1.000 |
0.7758 |
|
1.618 |
0.7676 |
|
2.618 |
0.7544 |
|
4.250 |
0.7329 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7957 |
| PP |
0.7975 |
0.7900 |
| S1 |
0.7956 |
0.7843 |
|