CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7070 |
0.7280 |
0.0210 |
3.0% |
0.7060 |
| High |
0.7280 |
0.7289 |
0.0009 |
0.1% |
0.7152 |
| Low |
0.7070 |
0.7204 |
0.0134 |
1.9% |
0.6904 |
| Close |
0.7230 |
0.7236 |
0.0006 |
0.1% |
0.7163 |
| Range |
0.0210 |
0.0085 |
-0.0125 |
-59.5% |
0.0248 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
13 |
17 |
4 |
30.8% |
203 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7498 |
0.7452 |
0.7283 |
|
| R3 |
0.7413 |
0.7367 |
0.7259 |
|
| R2 |
0.7328 |
0.7328 |
0.7252 |
|
| R1 |
0.7282 |
0.7282 |
0.7244 |
0.7263 |
| PP |
0.7243 |
0.7243 |
0.7243 |
0.7233 |
| S1 |
0.7197 |
0.7197 |
0.7228 |
0.7178 |
| S2 |
0.7158 |
0.7158 |
0.7220 |
|
| S3 |
0.7073 |
0.7112 |
0.7213 |
|
| S4 |
0.6988 |
0.7027 |
0.7189 |
|
|
| 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 |
0.7650 |
|
2.618 |
0.7512 |
|
1.618 |
0.7427 |
|
1.000 |
0.7374 |
|
0.618 |
0.7342 |
|
HIGH |
0.7289 |
|
0.618 |
0.7257 |
|
0.500 |
0.7247 |
|
0.382 |
0.7236 |
|
LOW |
0.7204 |
|
0.618 |
0.7151 |
|
1.000 |
0.7119 |
|
1.618 |
0.7066 |
|
2.618 |
0.6981 |
|
4.250 |
0.6843 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7197 |
| PP |
0.7243 |
0.7157 |
| S1 |
0.7240 |
0.7118 |
|