CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8395 |
0.8416 |
0.0021 |
0.3% |
0.8147 |
| High |
0.8446 |
0.8429 |
-0.0017 |
-0.2% |
0.8343 |
| Low |
0.8360 |
0.8337 |
-0.0023 |
-0.3% |
0.8097 |
| Close |
0.8393 |
0.8395 |
0.0002 |
0.0% |
0.8321 |
| Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0246 |
| ATR |
0.0127 |
0.0125 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
74,524 |
67,871 |
-6,653 |
-8.9% |
377,958 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8663 |
0.8621 |
0.8446 |
|
| R3 |
0.8571 |
0.8529 |
0.8420 |
|
| R2 |
0.8479 |
0.8479 |
0.8412 |
|
| R1 |
0.8437 |
0.8437 |
0.8403 |
0.8412 |
| PP |
0.8387 |
0.8387 |
0.8387 |
0.8375 |
| S1 |
0.8345 |
0.8345 |
0.8387 |
0.8320 |
| S2 |
0.8295 |
0.8295 |
0.8378 |
|
| S3 |
0.8203 |
0.8253 |
0.8370 |
|
| S4 |
0.8111 |
0.8161 |
0.8344 |
|
|
| 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 |
0.8120 |
0.0326 |
3.9% |
0.0110 |
1.3% |
84% |
False |
False |
81,733 |
| 10 |
0.8446 |
0.8078 |
0.0368 |
4.4% |
0.0114 |
1.4% |
86% |
False |
False |
75,594 |
| 20 |
0.8446 |
0.7663 |
0.0783 |
9.3% |
0.0117 |
1.4% |
93% |
False |
False |
72,031 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.3% |
0.0133 |
1.6% |
93% |
False |
False |
68,783 |
| 60 |
0.8446 |
0.7395 |
0.1051 |
12.5% |
0.0140 |
1.7% |
95% |
False |
False |
46,900 |
| 80 |
0.8446 |
0.6904 |
0.1542 |
18.4% |
0.0125 |
1.5% |
97% |
False |
False |
35,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8820 |
|
2.618 |
0.8670 |
|
1.618 |
0.8578 |
|
1.000 |
0.8521 |
|
0.618 |
0.8486 |
|
HIGH |
0.8429 |
|
0.618 |
0.8394 |
|
0.500 |
0.8383 |
|
0.382 |
0.8372 |
|
LOW |
0.8337 |
|
0.618 |
0.8280 |
|
1.000 |
0.8245 |
|
1.618 |
0.8188 |
|
2.618 |
0.8096 |
|
4.250 |
0.7946 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8391 |
0.8390 |
| PP |
0.8387 |
0.8385 |
| S1 |
0.8383 |
0.8381 |
|