CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8381 |
0.8410 |
0.0029 |
0.3% |
0.8364 |
| High |
0.8463 |
0.8453 |
-0.0010 |
-0.1% |
0.8463 |
| Low |
0.8370 |
0.8330 |
-0.0040 |
-0.5% |
0.8229 |
| Close |
0.8400 |
0.8424 |
0.0024 |
0.3% |
0.8400 |
| Range |
0.0093 |
0.0123 |
0.0030 |
32.3% |
0.0234 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
93,279 |
82,325 |
-10,954 |
-11.7% |
395,219 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8771 |
0.8721 |
0.8492 |
|
| R3 |
0.8648 |
0.8598 |
0.8458 |
|
| R2 |
0.8525 |
0.8525 |
0.8447 |
|
| R1 |
0.8475 |
0.8475 |
0.8435 |
0.8500 |
| PP |
0.8402 |
0.8402 |
0.8402 |
0.8415 |
| S1 |
0.8352 |
0.8352 |
0.8413 |
0.8377 |
| S2 |
0.8279 |
0.8279 |
0.8401 |
|
| S3 |
0.8156 |
0.8229 |
0.8390 |
|
| S4 |
0.8033 |
0.8106 |
0.8356 |
|
|
| 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% |
0.0126 |
1.5% |
83% |
False |
False |
79,574 |
| 10 |
0.8463 |
0.8159 |
0.0304 |
3.6% |
0.0118 |
1.4% |
87% |
False |
False |
77,563 |
| 20 |
0.8463 |
0.8136 |
0.0327 |
3.9% |
0.0123 |
1.5% |
88% |
False |
False |
78,068 |
| 40 |
0.8463 |
0.7663 |
0.0800 |
9.5% |
0.0124 |
1.5% |
95% |
False |
False |
74,880 |
| 60 |
0.8463 |
0.7663 |
0.0800 |
9.5% |
0.0132 |
1.6% |
95% |
False |
False |
70,106 |
| 80 |
0.8463 |
0.7395 |
0.1068 |
12.7% |
0.0136 |
1.6% |
96% |
False |
False |
52,912 |
| 100 |
0.8463 |
0.6904 |
0.1559 |
18.5% |
0.0125 |
1.5% |
97% |
False |
False |
42,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8976 |
|
2.618 |
0.8775 |
|
1.618 |
0.8652 |
|
1.000 |
0.8576 |
|
0.618 |
0.8529 |
|
HIGH |
0.8453 |
|
0.618 |
0.8406 |
|
0.500 |
0.8392 |
|
0.382 |
0.8377 |
|
LOW |
0.8330 |
|
0.618 |
0.8254 |
|
1.000 |
0.8207 |
|
1.618 |
0.8131 |
|
2.618 |
0.8008 |
|
4.250 |
0.7807 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8413 |
0.8398 |
| PP |
0.8402 |
0.8372 |
| S1 |
0.8392 |
0.8346 |
|