CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7080 |
0.7000 |
-0.0080 |
-1.1% |
0.7060 |
| High |
0.7100 |
0.7009 |
-0.0091 |
-1.3% |
0.7152 |
| Low |
0.7076 |
0.6947 |
-0.0129 |
-1.8% |
0.6904 |
| Close |
0.7051 |
0.7018 |
-0.0033 |
-0.5% |
0.7163 |
| Range |
0.0024 |
0.0062 |
0.0038 |
158.3% |
0.0248 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.2% |
0.0000 |
| Volume |
207 |
15 |
-192 |
-92.8% |
203 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7177 |
0.7160 |
0.7052 |
|
| R3 |
0.7115 |
0.7098 |
0.7035 |
|
| R2 |
0.7053 |
0.7053 |
0.7029 |
|
| R1 |
0.7036 |
0.7036 |
0.7024 |
0.7045 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.6996 |
| S1 |
0.6974 |
0.6974 |
0.7012 |
0.6983 |
| S2 |
0.6929 |
0.6929 |
0.7007 |
|
| S3 |
0.6867 |
0.6912 |
0.7001 |
|
| S4 |
0.6805 |
0.6850 |
0.6984 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7738 |
0.7299 |
|
| R3 |
0.7569 |
0.7490 |
0.7231 |
|
| R2 |
0.7321 |
0.7321 |
0.7208 |
|
| R1 |
0.7242 |
0.7242 |
0.7186 |
0.7282 |
| PP |
0.7073 |
0.7073 |
0.7073 |
0.7093 |
| S1 |
0.6994 |
0.6994 |
0.7140 |
0.7034 |
| S2 |
0.6825 |
0.6825 |
0.7118 |
|
| S3 |
0.6577 |
0.6746 |
0.7095 |
|
| S4 |
0.6329 |
0.6498 |
0.7027 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7273 |
|
2.618 |
0.7171 |
|
1.618 |
0.7109 |
|
1.000 |
0.7071 |
|
0.618 |
0.7047 |
|
HIGH |
0.7009 |
|
0.618 |
0.6985 |
|
0.500 |
0.6978 |
|
0.382 |
0.6971 |
|
LOW |
0.6947 |
|
0.618 |
0.6909 |
|
1.000 |
0.6885 |
|
1.618 |
0.6847 |
|
2.618 |
0.6785 |
|
4.250 |
0.6684 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7005 |
0.7050 |
| PP |
0.6991 |
0.7039 |
| S1 |
0.6978 |
0.7029 |
|