CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8364 |
0.8365 |
0.0001 |
0.0% |
0.8283 |
| High |
0.8416 |
0.8422 |
0.0006 |
0.1% |
0.8383 |
| Low |
0.8328 |
0.8325 |
-0.0003 |
0.0% |
0.8136 |
| Close |
0.8370 |
0.8349 |
-0.0021 |
-0.3% |
0.8328 |
| Range |
0.0088 |
0.0097 |
0.0009 |
10.2% |
0.0247 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
79,670 |
64,049 |
-15,621 |
-19.6% |
377,105 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8656 |
0.8600 |
0.8402 |
|
| R3 |
0.8559 |
0.8503 |
0.8376 |
|
| R2 |
0.8462 |
0.8462 |
0.8367 |
|
| R1 |
0.8406 |
0.8406 |
0.8358 |
0.8386 |
| PP |
0.8365 |
0.8365 |
0.8365 |
0.8355 |
| S1 |
0.8309 |
0.8309 |
0.8340 |
0.8289 |
| S2 |
0.8268 |
0.8268 |
0.8331 |
|
| S3 |
0.8171 |
0.8212 |
0.8322 |
|
| S4 |
0.8074 |
0.8115 |
0.8296 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8923 |
0.8464 |
|
| R3 |
0.8776 |
0.8676 |
0.8396 |
|
| R2 |
0.8529 |
0.8529 |
0.8373 |
|
| R1 |
0.8429 |
0.8429 |
0.8351 |
0.8479 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8308 |
| S1 |
0.8182 |
0.8182 |
0.8305 |
0.8232 |
| S2 |
0.8035 |
0.8035 |
0.8283 |
|
| S3 |
0.7788 |
0.7935 |
0.8260 |
|
| S4 |
0.7541 |
0.7688 |
0.8192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8422 |
0.8159 |
0.0263 |
3.2% |
0.0114 |
1.4% |
72% |
True |
False |
70,448 |
| 10 |
0.8460 |
0.8136 |
0.0324 |
3.9% |
0.0133 |
1.6% |
66% |
False |
False |
78,908 |
| 20 |
0.8460 |
0.8097 |
0.0363 |
4.3% |
0.0123 |
1.5% |
69% |
False |
False |
78,927 |
| 40 |
0.8460 |
0.7663 |
0.0797 |
9.5% |
0.0122 |
1.5% |
86% |
False |
False |
73,487 |
| 60 |
0.8460 |
0.7663 |
0.0797 |
9.5% |
0.0139 |
1.7% |
86% |
False |
False |
64,904 |
| 80 |
0.8460 |
0.7298 |
0.1162 |
13.9% |
0.0133 |
1.6% |
90% |
False |
False |
48,743 |
| 100 |
0.8460 |
0.6904 |
0.1556 |
18.6% |
0.0120 |
1.4% |
93% |
False |
False |
39,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8834 |
|
2.618 |
0.8676 |
|
1.618 |
0.8579 |
|
1.000 |
0.8519 |
|
0.618 |
0.8482 |
|
HIGH |
0.8422 |
|
0.618 |
0.8385 |
|
0.500 |
0.8374 |
|
0.382 |
0.8362 |
|
LOW |
0.8325 |
|
0.618 |
0.8265 |
|
1.000 |
0.8228 |
|
1.618 |
0.8168 |
|
2.618 |
0.8071 |
|
4.250 |
0.7913 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8374 |
0.8337 |
| PP |
0.8365 |
0.8324 |
| S1 |
0.8357 |
0.8312 |
|