CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7906 |
0.7995 |
0.0089 |
1.1% |
0.7915 |
| High |
0.8022 |
0.8037 |
0.0015 |
0.2% |
0.7999 |
| Low |
0.7890 |
0.7926 |
0.0036 |
0.5% |
0.7685 |
| Close |
0.8014 |
0.8021 |
0.0007 |
0.1% |
0.7738 |
| Range |
0.0132 |
0.0111 |
-0.0021 |
-15.9% |
0.0314 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
76,413 |
78,017 |
1,604 |
2.1% |
381,764 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8328 |
0.8285 |
0.8082 |
|
| R3 |
0.8217 |
0.8174 |
0.8052 |
|
| R2 |
0.8106 |
0.8106 |
0.8041 |
|
| R1 |
0.8063 |
0.8063 |
0.8031 |
0.8085 |
| PP |
0.7995 |
0.7995 |
0.7995 |
0.8005 |
| S1 |
0.7952 |
0.7952 |
0.8011 |
0.7974 |
| S2 |
0.7884 |
0.7884 |
0.8001 |
|
| S3 |
0.7773 |
0.7841 |
0.7990 |
|
| S4 |
0.7662 |
0.7730 |
0.7960 |
|
|
| 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 |
0.8037 |
0.7663 |
0.0374 |
4.7% |
0.0127 |
1.6% |
96% |
True |
False |
67,467 |
| 10 |
0.8037 |
0.7663 |
0.0374 |
4.7% |
0.0127 |
1.6% |
96% |
True |
False |
73,136 |
| 20 |
0.8110 |
0.7663 |
0.0447 |
5.6% |
0.0132 |
1.6% |
80% |
False |
False |
69,461 |
| 40 |
0.8204 |
0.7618 |
0.0586 |
7.3% |
0.0151 |
1.9% |
69% |
False |
False |
45,371 |
| 60 |
0.8204 |
0.6947 |
0.1257 |
15.7% |
0.0131 |
1.6% |
85% |
False |
False |
30,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8509 |
|
2.618 |
0.8328 |
|
1.618 |
0.8217 |
|
1.000 |
0.8148 |
|
0.618 |
0.8106 |
|
HIGH |
0.8037 |
|
0.618 |
0.7995 |
|
0.500 |
0.7982 |
|
0.382 |
0.7968 |
|
LOW |
0.7926 |
|
0.618 |
0.7857 |
|
1.000 |
0.7815 |
|
1.618 |
0.7746 |
|
2.618 |
0.7635 |
|
4.250 |
0.7454 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8008 |
0.7983 |
| PP |
0.7995 |
0.7946 |
| S1 |
0.7982 |
0.7908 |
|