CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8229 |
0.8327 |
0.0098 |
1.2% |
0.8147 |
| High |
0.8343 |
0.8415 |
0.0072 |
0.9% |
0.8343 |
| Low |
0.8213 |
0.8315 |
0.0102 |
1.2% |
0.8097 |
| Close |
0.8321 |
0.8380 |
0.0059 |
0.7% |
0.8321 |
| Range |
0.0130 |
0.0100 |
-0.0030 |
-23.1% |
0.0246 |
| ATR |
0.0133 |
0.0130 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
78,269 |
91,603 |
13,334 |
17.0% |
377,958 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8670 |
0.8625 |
0.8435 |
|
| R3 |
0.8570 |
0.8525 |
0.8408 |
|
| R2 |
0.8470 |
0.8470 |
0.8398 |
|
| R1 |
0.8425 |
0.8425 |
0.8389 |
0.8448 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8381 |
| S1 |
0.8325 |
0.8325 |
0.8371 |
0.8348 |
| S2 |
0.8270 |
0.8270 |
0.8362 |
|
| S3 |
0.8170 |
0.8225 |
0.8353 |
|
| S4 |
0.8070 |
0.8125 |
0.8325 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8902 |
0.8456 |
|
| R3 |
0.8746 |
0.8656 |
0.8389 |
|
| R2 |
0.8500 |
0.8500 |
0.8366 |
|
| R1 |
0.8410 |
0.8410 |
0.8344 |
0.8455 |
| PP |
0.8254 |
0.8254 |
0.8254 |
0.8276 |
| S1 |
0.8164 |
0.8164 |
0.8298 |
0.8209 |
| S2 |
0.8008 |
0.8008 |
0.8276 |
|
| S3 |
0.7762 |
0.7918 |
0.8253 |
|
| S4 |
0.7516 |
0.7672 |
0.8186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8415 |
0.8097 |
0.0318 |
3.8% |
0.0133 |
1.6% |
89% |
True |
False |
83,652 |
| 10 |
0.8415 |
0.8055 |
0.0360 |
4.3% |
0.0118 |
1.4% |
90% |
True |
False |
74,095 |
| 20 |
0.8415 |
0.7663 |
0.0752 |
9.0% |
0.0125 |
1.5% |
95% |
True |
False |
71,692 |
| 40 |
0.8415 |
0.7663 |
0.0752 |
9.0% |
0.0137 |
1.6% |
95% |
True |
False |
66,125 |
| 60 |
0.8415 |
0.7395 |
0.1020 |
12.2% |
0.0140 |
1.7% |
97% |
True |
False |
44,527 |
| 80 |
0.8415 |
0.6904 |
0.1511 |
18.0% |
0.0125 |
1.5% |
98% |
True |
False |
33,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8840 |
|
2.618 |
0.8677 |
|
1.618 |
0.8577 |
|
1.000 |
0.8515 |
|
0.618 |
0.8477 |
|
HIGH |
0.8415 |
|
0.618 |
0.8377 |
|
0.500 |
0.8365 |
|
0.382 |
0.8353 |
|
LOW |
0.8315 |
|
0.618 |
0.8253 |
|
1.000 |
0.8215 |
|
1.618 |
0.8153 |
|
2.618 |
0.8053 |
|
4.250 |
0.7890 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8375 |
0.8343 |
| PP |
0.8370 |
0.8305 |
| S1 |
0.8365 |
0.8268 |
|