CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7060 |
0.6950 |
-0.0110 |
-1.6% |
0.7166 |
| High |
0.7060 |
0.7068 |
0.0008 |
0.1% |
0.7257 |
| Low |
0.6904 |
0.6933 |
0.0029 |
0.4% |
0.7082 |
| Close |
0.6911 |
0.7040 |
0.0129 |
1.9% |
0.7134 |
| Range |
0.0156 |
0.0135 |
-0.0021 |
-13.5% |
0.0175 |
| ATR |
|
|
|
|
|
| Volume |
8 |
61 |
53 |
662.5% |
172 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7364 |
0.7114 |
|
| R3 |
0.7284 |
0.7229 |
0.7077 |
|
| R2 |
0.7149 |
0.7149 |
0.7065 |
|
| R1 |
0.7094 |
0.7094 |
0.7052 |
0.7122 |
| PP |
0.7014 |
0.7014 |
0.7014 |
0.7027 |
| S1 |
0.6959 |
0.6959 |
0.7028 |
0.6987 |
| S2 |
0.6879 |
0.6879 |
0.7015 |
|
| S3 |
0.6744 |
0.6824 |
0.7003 |
|
| S4 |
0.6609 |
0.6689 |
0.6966 |
|
|
| 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 |
0.7642 |
|
2.618 |
0.7421 |
|
1.618 |
0.7286 |
|
1.000 |
0.7203 |
|
0.618 |
0.7151 |
|
HIGH |
0.7068 |
|
0.618 |
0.7016 |
|
0.500 |
0.7001 |
|
0.382 |
0.6985 |
|
LOW |
0.6933 |
|
0.618 |
0.6850 |
|
1.000 |
0.6798 |
|
1.618 |
0.6715 |
|
2.618 |
0.6580 |
|
4.250 |
0.6359 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7027 |
0.7037 |
| PP |
0.7014 |
0.7033 |
| S1 |
0.7001 |
0.7030 |
|