CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7350 |
0.7298 |
-0.0052 |
-0.7% |
0.7080 |
| High |
0.7400 |
0.7419 |
0.0019 |
0.3% |
0.7289 |
| Low |
0.7332 |
0.7298 |
-0.0034 |
-0.5% |
0.6947 |
| Close |
0.7352 |
0.7429 |
0.0077 |
1.0% |
0.7247 |
| Range |
0.0068 |
0.0121 |
0.0053 |
77.9% |
0.0342 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
16 |
122 |
106 |
662.5% |
263 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7708 |
0.7496 |
|
| R3 |
0.7624 |
0.7587 |
0.7462 |
|
| R2 |
0.7503 |
0.7503 |
0.7451 |
|
| R1 |
0.7466 |
0.7466 |
0.7440 |
0.7485 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7391 |
| S1 |
0.7345 |
0.7345 |
0.7418 |
0.7364 |
| S2 |
0.7261 |
0.7261 |
0.7407 |
|
| S3 |
0.7140 |
0.7224 |
0.7396 |
|
| S4 |
0.7019 |
0.7103 |
0.7362 |
|
|
| 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 |
0.7933 |
|
2.618 |
0.7736 |
|
1.618 |
0.7615 |
|
1.000 |
0.7540 |
|
0.618 |
0.7494 |
|
HIGH |
0.7419 |
|
0.618 |
0.7373 |
|
0.500 |
0.7359 |
|
0.382 |
0.7344 |
|
LOW |
0.7298 |
|
0.618 |
0.7223 |
|
1.000 |
0.7177 |
|
1.618 |
0.7102 |
|
2.618 |
0.6981 |
|
4.250 |
0.6784 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7400 |
| PP |
0.7382 |
0.7370 |
| S1 |
0.7359 |
0.7341 |
|