CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7270 |
0.7350 |
0.0080 |
1.1% |
0.7080 |
High |
0.7335 |
0.7400 |
0.0065 |
0.9% |
0.7289 |
Low |
0.7262 |
0.7332 |
0.0070 |
1.0% |
0.6947 |
Close |
0.7320 |
0.7352 |
0.0032 |
0.4% |
0.7247 |
Range |
0.0073 |
0.0068 |
-0.0005 |
-6.8% |
0.0342 |
ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
8 |
16 |
8 |
100.0% |
263 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7565 |
0.7527 |
0.7389 |
|
R3 |
0.7497 |
0.7459 |
0.7371 |
|
R2 |
0.7429 |
0.7429 |
0.7364 |
|
R1 |
0.7391 |
0.7391 |
0.7358 |
0.7410 |
PP |
0.7361 |
0.7361 |
0.7361 |
0.7371 |
S1 |
0.7323 |
0.7323 |
0.7346 |
0.7342 |
S2 |
0.7293 |
0.7293 |
0.7340 |
|
S3 |
0.7225 |
0.7255 |
0.7333 |
|
S4 |
0.7157 |
0.7187 |
0.7315 |
|
|
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 |
0.7689 |
2.618 |
0.7578 |
1.618 |
0.7510 |
1.000 |
0.7468 |
0.618 |
0.7442 |
HIGH |
0.7400 |
0.618 |
0.7374 |
0.500 |
0.7366 |
0.382 |
0.7358 |
LOW |
0.7332 |
0.618 |
0.7290 |
1.000 |
0.7264 |
1.618 |
0.7222 |
2.618 |
0.7154 |
4.250 |
0.7043 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7366 |
0.7336 |
PP |
0.7361 |
0.7321 |
S1 |
0.7357 |
0.7305 |
|