CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7023 |
0.7072 |
0.0049 |
0.7% |
0.7166 |
| High |
0.7045 |
0.7090 |
0.0045 |
0.6% |
0.7257 |
| Low |
0.7023 |
0.7062 |
0.0039 |
0.6% |
0.7082 |
| Close |
0.7051 |
0.7070 |
0.0019 |
0.3% |
0.7134 |
| Range |
0.0022 |
0.0028 |
0.0006 |
27.3% |
0.0175 |
| ATR |
0.0000 |
0.0089 |
0.0089 |
|
0.0000 |
| Volume |
35 |
6 |
-29 |
-82.9% |
172 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7158 |
0.7142 |
0.7085 |
|
| R3 |
0.7130 |
0.7114 |
0.7078 |
|
| R2 |
0.7102 |
0.7102 |
0.7075 |
|
| R1 |
0.7086 |
0.7086 |
0.7073 |
0.7080 |
| PP |
0.7074 |
0.7074 |
0.7074 |
0.7071 |
| S1 |
0.7058 |
0.7058 |
0.7067 |
0.7052 |
| S2 |
0.7046 |
0.7046 |
0.7065 |
|
| S3 |
0.7018 |
0.7030 |
0.7062 |
|
| S4 |
0.6990 |
0.7002 |
0.7055 |
|
|
| 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 |
0.7209 |
|
2.618 |
0.7163 |
|
1.618 |
0.7135 |
|
1.000 |
0.7118 |
|
0.618 |
0.7107 |
|
HIGH |
0.7090 |
|
0.618 |
0.7079 |
|
0.500 |
0.7076 |
|
0.382 |
0.7073 |
|
LOW |
0.7062 |
|
0.618 |
0.7045 |
|
1.000 |
0.7034 |
|
1.618 |
0.7017 |
|
2.618 |
0.6989 |
|
4.250 |
0.6943 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7076 |
0.7051 |
| PP |
0.7074 |
0.7031 |
| S1 |
0.7072 |
0.7012 |
|