CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8327 |
0.8395 |
0.0068 |
0.8% |
0.8147 |
| High |
0.8415 |
0.8446 |
0.0031 |
0.4% |
0.8343 |
| Low |
0.8315 |
0.8360 |
0.0045 |
0.5% |
0.8097 |
| Close |
0.8380 |
0.8393 |
0.0013 |
0.2% |
0.8321 |
| Range |
0.0100 |
0.0086 |
-0.0014 |
-14.0% |
0.0246 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
91,603 |
74,524 |
-17,079 |
-18.6% |
377,958 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8658 |
0.8611 |
0.8440 |
|
| R3 |
0.8572 |
0.8525 |
0.8417 |
|
| R2 |
0.8486 |
0.8486 |
0.8409 |
|
| R1 |
0.8439 |
0.8439 |
0.8401 |
0.8420 |
| PP |
0.8400 |
0.8400 |
0.8400 |
0.8390 |
| S1 |
0.8353 |
0.8353 |
0.8385 |
0.8334 |
| S2 |
0.8314 |
0.8314 |
0.8377 |
|
| S3 |
0.8228 |
0.8267 |
0.8369 |
|
| S4 |
0.8142 |
0.8181 |
0.8346 |
|
|
| 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 |
0.8446 |
0.8097 |
0.0349 |
4.2% |
0.0123 |
1.5% |
85% |
True |
False |
85,107 |
| 10 |
0.8446 |
0.8066 |
0.0380 |
4.5% |
0.0116 |
1.4% |
86% |
True |
False |
75,561 |
| 20 |
0.8446 |
0.7663 |
0.0783 |
9.3% |
0.0121 |
1.4% |
93% |
True |
False |
71,933 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.3% |
0.0134 |
1.6% |
93% |
True |
False |
67,612 |
| 60 |
0.8446 |
0.7395 |
0.1051 |
12.5% |
0.0140 |
1.7% |
95% |
True |
False |
45,769 |
| 80 |
0.8446 |
0.6904 |
0.1542 |
18.4% |
0.0125 |
1.5% |
97% |
True |
False |
34,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8812 |
|
2.618 |
0.8671 |
|
1.618 |
0.8585 |
|
1.000 |
0.8532 |
|
0.618 |
0.8499 |
|
HIGH |
0.8446 |
|
0.618 |
0.8413 |
|
0.500 |
0.8403 |
|
0.382 |
0.8393 |
|
LOW |
0.8360 |
|
0.618 |
0.8307 |
|
1.000 |
0.8274 |
|
1.618 |
0.8221 |
|
2.618 |
0.8135 |
|
4.250 |
0.7995 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8403 |
0.8372 |
| PP |
0.8400 |
0.8351 |
| S1 |
0.8396 |
0.8330 |
|