CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7155 |
0.7060 |
-0.0095 |
-1.3% |
0.7166 |
| High |
0.7155 |
0.7060 |
-0.0095 |
-1.3% |
0.7257 |
| Low |
0.7136 |
0.6904 |
-0.0232 |
-3.3% |
0.7082 |
| Close |
0.7134 |
0.6911 |
-0.0223 |
-3.1% |
0.7134 |
| Range |
0.0019 |
0.0156 |
0.0137 |
721.1% |
0.0175 |
| ATR |
|
|
|
|
|
| Volume |
20 |
8 |
-12 |
-60.0% |
172 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7426 |
0.7325 |
0.6997 |
|
| R3 |
0.7270 |
0.7169 |
0.6954 |
|
| R2 |
0.7114 |
0.7114 |
0.6940 |
|
| R1 |
0.7013 |
0.7013 |
0.6925 |
0.6986 |
| PP |
0.6958 |
0.6958 |
0.6958 |
0.6945 |
| S1 |
0.6857 |
0.6857 |
0.6897 |
0.6830 |
| S2 |
0.6802 |
0.6802 |
0.6882 |
|
| S3 |
0.6646 |
0.6701 |
0.6868 |
|
| S4 |
0.6490 |
0.6545 |
0.6825 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7583 |
0.7230 |
|
| R3 |
0.7508 |
0.7408 |
0.7182 |
|
| R2 |
0.7333 |
0.7333 |
0.7166 |
|
| R1 |
0.7233 |
0.7233 |
0.7150 |
0.7196 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7139 |
| S1 |
0.7058 |
0.7058 |
0.7118 |
0.7021 |
| S2 |
0.6983 |
0.6983 |
0.7102 |
|
| S3 |
0.6808 |
0.6883 |
0.7086 |
|
| S4 |
0.6633 |
0.6708 |
0.7038 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7723 |
|
2.618 |
0.7468 |
|
1.618 |
0.7312 |
|
1.000 |
0.7216 |
|
0.618 |
0.7156 |
|
HIGH |
0.7060 |
|
0.618 |
0.7000 |
|
0.500 |
0.6982 |
|
0.382 |
0.6964 |
|
LOW |
0.6904 |
|
0.618 |
0.6808 |
|
1.000 |
0.6748 |
|
1.618 |
0.6652 |
|
2.618 |
0.6496 |
|
4.250 |
0.6241 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.6982 |
0.7043 |
| PP |
0.6958 |
0.6999 |
| S1 |
0.6935 |
0.6955 |
|