CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8101 |
0.8147 |
0.0046 |
0.6% |
0.7997 |
| High |
0.8159 |
0.8231 |
0.0072 |
0.9% |
0.8192 |
| Low |
0.8094 |
0.8117 |
0.0023 |
0.3% |
0.7990 |
| Close |
0.8138 |
0.8199 |
0.0061 |
0.7% |
0.8138 |
| Range |
0.0065 |
0.0114 |
0.0049 |
75.4% |
0.0202 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
74,022 |
51,299 |
-22,723 |
-30.7% |
319,305 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8524 |
0.8476 |
0.8262 |
|
| R3 |
0.8410 |
0.8362 |
0.8230 |
|
| R2 |
0.8296 |
0.8296 |
0.8220 |
|
| R1 |
0.8248 |
0.8248 |
0.8209 |
0.8272 |
| PP |
0.8182 |
0.8182 |
0.8182 |
0.8195 |
| S1 |
0.8134 |
0.8134 |
0.8189 |
0.8158 |
| S2 |
0.8068 |
0.8068 |
0.8178 |
|
| S3 |
0.7954 |
0.8020 |
0.8168 |
|
| S4 |
0.7840 |
0.7906 |
0.8136 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8713 |
0.8627 |
0.8249 |
|
| R3 |
0.8511 |
0.8425 |
0.8194 |
|
| R2 |
0.8309 |
0.8309 |
0.8175 |
|
| R1 |
0.8223 |
0.8223 |
0.8157 |
0.8266 |
| PP |
0.8107 |
0.8107 |
0.8107 |
0.8128 |
| S1 |
0.8021 |
0.8021 |
0.8119 |
0.8064 |
| S2 |
0.7905 |
0.7905 |
0.8101 |
|
| S3 |
0.7703 |
0.7819 |
0.8082 |
|
| S4 |
0.7501 |
0.7617 |
0.8027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8231 |
0.8055 |
0.0176 |
2.1% |
0.0103 |
1.3% |
82% |
True |
False |
64,539 |
| 10 |
0.8231 |
0.7779 |
0.0452 |
5.5% |
0.0114 |
1.4% |
93% |
True |
False |
65,369 |
| 20 |
0.8231 |
0.7663 |
0.0568 |
6.9% |
0.0119 |
1.5% |
94% |
True |
False |
67,208 |
| 40 |
0.8231 |
0.7663 |
0.0568 |
6.9% |
0.0147 |
1.8% |
94% |
True |
False |
56,242 |
| 60 |
0.8231 |
0.7262 |
0.0969 |
11.8% |
0.0135 |
1.7% |
97% |
True |
False |
37,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8716 |
|
2.618 |
0.8529 |
|
1.618 |
0.8415 |
|
1.000 |
0.8345 |
|
0.618 |
0.8301 |
|
HIGH |
0.8231 |
|
0.618 |
0.8187 |
|
0.500 |
0.8174 |
|
0.382 |
0.8161 |
|
LOW |
0.8117 |
|
0.618 |
0.8047 |
|
1.000 |
0.8003 |
|
1.618 |
0.7933 |
|
2.618 |
0.7819 |
|
4.250 |
0.7633 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8191 |
0.8184 |
| PP |
0.8182 |
0.8169 |
| S1 |
0.8174 |
0.8155 |
|