CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.6950 |
0.7023 |
0.0073 |
1.1% |
0.7166 |
| High |
0.7068 |
0.7045 |
-0.0023 |
-0.3% |
0.7257 |
| Low |
0.6933 |
0.7023 |
0.0090 |
1.3% |
0.7082 |
| Close |
0.7040 |
0.7051 |
0.0011 |
0.2% |
0.7134 |
| Range |
0.0135 |
0.0022 |
-0.0113 |
-83.7% |
0.0175 |
| ATR |
|
|
|
|
|
| Volume |
61 |
35 |
-26 |
-42.6% |
172 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7106 |
0.7100 |
0.7063 |
|
| R3 |
0.7084 |
0.7078 |
0.7057 |
|
| R2 |
0.7062 |
0.7062 |
0.7055 |
|
| R1 |
0.7056 |
0.7056 |
0.7053 |
0.7059 |
| PP |
0.7040 |
0.7040 |
0.7040 |
0.7041 |
| S1 |
0.7034 |
0.7034 |
0.7049 |
0.7037 |
| S2 |
0.7018 |
0.7018 |
0.7047 |
|
| S3 |
0.6996 |
0.7012 |
0.7045 |
|
| S4 |
0.6974 |
0.6990 |
0.7039 |
|
|
| 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 |
0.7139 |
|
2.618 |
0.7103 |
|
1.618 |
0.7081 |
|
1.000 |
0.7067 |
|
0.618 |
0.7059 |
|
HIGH |
0.7045 |
|
0.618 |
0.7037 |
|
0.500 |
0.7034 |
|
0.382 |
0.7031 |
|
LOW |
0.7023 |
|
0.618 |
0.7009 |
|
1.000 |
0.7001 |
|
1.618 |
0.6987 |
|
2.618 |
0.6965 |
|
4.250 |
0.6930 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7045 |
0.7029 |
| PP |
0.7040 |
0.7008 |
| S1 |
0.7034 |
0.6986 |
|