CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8416 |
0.8388 |
-0.0028 |
-0.3% |
0.8147 |
| High |
0.8429 |
0.8445 |
0.0016 |
0.2% |
0.8343 |
| Low |
0.8337 |
0.8345 |
0.0008 |
0.1% |
0.8097 |
| Close |
0.8395 |
0.8358 |
-0.0037 |
-0.4% |
0.8321 |
| Range |
0.0092 |
0.0100 |
0.0008 |
8.7% |
0.0246 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
67,871 |
70,890 |
3,019 |
4.4% |
377,958 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8683 |
0.8620 |
0.8413 |
|
| R3 |
0.8583 |
0.8520 |
0.8386 |
|
| R2 |
0.8483 |
0.8483 |
0.8376 |
|
| R1 |
0.8420 |
0.8420 |
0.8367 |
0.8402 |
| PP |
0.8383 |
0.8383 |
0.8383 |
0.8373 |
| S1 |
0.8320 |
0.8320 |
0.8349 |
0.8302 |
| S2 |
0.8283 |
0.8283 |
0.8340 |
|
| S3 |
0.8183 |
0.8220 |
0.8331 |
|
| S4 |
0.8083 |
0.8120 |
0.8303 |
|
|
| 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 |
0.8213 |
0.0233 |
2.8% |
0.0102 |
1.2% |
62% |
False |
False |
76,631 |
| 10 |
0.8446 |
0.8094 |
0.0352 |
4.2% |
0.0112 |
1.3% |
75% |
False |
False |
75,686 |
| 20 |
0.8446 |
0.7663 |
0.0783 |
9.4% |
0.0117 |
1.4% |
89% |
False |
False |
70,285 |
| 40 |
0.8446 |
0.7663 |
0.0783 |
9.4% |
0.0130 |
1.6% |
89% |
False |
False |
69,588 |
| 60 |
0.8446 |
0.7395 |
0.1051 |
12.6% |
0.0138 |
1.7% |
92% |
False |
False |
48,078 |
| 80 |
0.8446 |
0.6904 |
0.1542 |
18.4% |
0.0125 |
1.5% |
94% |
False |
False |
36,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8870 |
|
2.618 |
0.8707 |
|
1.618 |
0.8607 |
|
1.000 |
0.8545 |
|
0.618 |
0.8507 |
|
HIGH |
0.8445 |
|
0.618 |
0.8407 |
|
0.500 |
0.8395 |
|
0.382 |
0.8383 |
|
LOW |
0.8345 |
|
0.618 |
0.8283 |
|
1.000 |
0.8245 |
|
1.618 |
0.8183 |
|
2.618 |
0.8083 |
|
4.250 |
0.7920 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8395 |
0.8392 |
| PP |
0.8383 |
0.8380 |
| S1 |
0.8370 |
0.8369 |
|