CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8263 |
0.8381 |
0.0118 |
1.4% |
0.8364 |
| High |
0.8409 |
0.8463 |
0.0054 |
0.6% |
0.8463 |
| Low |
0.8229 |
0.8370 |
0.0141 |
1.7% |
0.8229 |
| Close |
0.8394 |
0.8400 |
0.0006 |
0.1% |
0.8400 |
| Range |
0.0180 |
0.0093 |
-0.0087 |
-48.3% |
0.0234 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
87,286 |
93,279 |
5,993 |
6.9% |
395,219 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8690 |
0.8638 |
0.8451 |
|
| R3 |
0.8597 |
0.8545 |
0.8426 |
|
| R2 |
0.8504 |
0.8504 |
0.8417 |
|
| R1 |
0.8452 |
0.8452 |
0.8409 |
0.8478 |
| PP |
0.8411 |
0.8411 |
0.8411 |
0.8424 |
| S1 |
0.8359 |
0.8359 |
0.8391 |
0.8385 |
| S2 |
0.8318 |
0.8318 |
0.8383 |
|
| S3 |
0.8225 |
0.8266 |
0.8374 |
|
| S4 |
0.8132 |
0.8173 |
0.8349 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.8967 |
0.8529 |
|
| R3 |
0.8832 |
0.8733 |
0.8464 |
|
| R2 |
0.8598 |
0.8598 |
0.8443 |
|
| R1 |
0.8499 |
0.8499 |
0.8421 |
0.8549 |
| PP |
0.8364 |
0.8364 |
0.8364 |
0.8389 |
| S1 |
0.8265 |
0.8265 |
0.8379 |
0.8315 |
| S2 |
0.8130 |
0.8130 |
0.8357 |
|
| S3 |
0.7896 |
0.8031 |
0.8336 |
|
| S4 |
0.7662 |
0.7797 |
0.8271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8463 |
0.8229 |
0.0234 |
2.8% |
0.0119 |
1.4% |
73% |
True |
False |
79,043 |
| 10 |
0.8463 |
0.8136 |
0.0327 |
3.9% |
0.0122 |
1.5% |
81% |
True |
False |
77,232 |
| 20 |
0.8463 |
0.8136 |
0.0327 |
3.9% |
0.0122 |
1.5% |
81% |
True |
False |
78,532 |
| 40 |
0.8463 |
0.7663 |
0.0800 |
9.5% |
0.0123 |
1.5% |
92% |
True |
False |
74,729 |
| 60 |
0.8463 |
0.7663 |
0.0800 |
9.5% |
0.0133 |
1.6% |
92% |
True |
False |
68,909 |
| 80 |
0.8463 |
0.7395 |
0.1068 |
12.7% |
0.0135 |
1.6% |
94% |
True |
False |
51,884 |
| 100 |
0.8463 |
0.6904 |
0.1559 |
18.6% |
0.0124 |
1.5% |
96% |
True |
False |
41,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8858 |
|
2.618 |
0.8706 |
|
1.618 |
0.8613 |
|
1.000 |
0.8556 |
|
0.618 |
0.8520 |
|
HIGH |
0.8463 |
|
0.618 |
0.8427 |
|
0.500 |
0.8417 |
|
0.382 |
0.8406 |
|
LOW |
0.8370 |
|
0.618 |
0.8313 |
|
1.000 |
0.8277 |
|
1.618 |
0.8220 |
|
2.618 |
0.8127 |
|
4.250 |
0.7975 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8417 |
0.8382 |
| PP |
0.8411 |
0.8364 |
| S1 |
0.8406 |
0.8346 |
|