CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7260 |
-0.0020 |
-0.3% |
0.7080 |
| High |
0.7289 |
0.7260 |
-0.0029 |
-0.4% |
0.7289 |
| Low |
0.7204 |
0.7210 |
0.0006 |
0.1% |
0.6947 |
| Close |
0.7236 |
0.7247 |
0.0011 |
0.2% |
0.7247 |
| Range |
0.0085 |
0.0050 |
-0.0035 |
-41.2% |
0.0342 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
17 |
11 |
-6 |
-35.3% |
263 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7389 |
0.7368 |
0.7275 |
|
| R3 |
0.7339 |
0.7318 |
0.7261 |
|
| R2 |
0.7289 |
0.7289 |
0.7256 |
|
| R1 |
0.7268 |
0.7268 |
0.7252 |
0.7254 |
| PP |
0.7239 |
0.7239 |
0.7239 |
0.7232 |
| S1 |
0.7218 |
0.7218 |
0.7242 |
0.7204 |
| S2 |
0.7189 |
0.7189 |
0.7238 |
|
| S3 |
0.7139 |
0.7168 |
0.7233 |
|
| S4 |
0.7089 |
0.7118 |
0.7220 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8187 |
0.8059 |
0.7435 |
|
| R3 |
0.7845 |
0.7717 |
0.7341 |
|
| R2 |
0.7503 |
0.7503 |
0.7310 |
|
| R1 |
0.7375 |
0.7375 |
0.7278 |
0.7439 |
| PP |
0.7161 |
0.7161 |
0.7161 |
0.7193 |
| S1 |
0.7033 |
0.7033 |
0.7216 |
0.7097 |
| S2 |
0.6819 |
0.6819 |
0.7184 |
|
| S3 |
0.6477 |
0.6691 |
0.7153 |
|
| S4 |
0.6135 |
0.6349 |
0.7059 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7473 |
|
2.618 |
0.7391 |
|
1.618 |
0.7341 |
|
1.000 |
0.7310 |
|
0.618 |
0.7291 |
|
HIGH |
0.7260 |
|
0.618 |
0.7241 |
|
0.500 |
0.7235 |
|
0.382 |
0.7229 |
|
LOW |
0.7210 |
|
0.618 |
0.7179 |
|
1.000 |
0.7160 |
|
1.618 |
0.7129 |
|
2.618 |
0.7079 |
|
4.250 |
0.6998 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7243 |
0.7225 |
| PP |
0.7239 |
0.7202 |
| S1 |
0.7235 |
0.7180 |
|