CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7459 |
0.0161 |
2.2% |
0.7080 |
| High |
0.7419 |
0.7536 |
0.0117 |
1.6% |
0.7289 |
| Low |
0.7298 |
0.7459 |
0.0161 |
2.2% |
0.6947 |
| Close |
0.7429 |
0.7460 |
0.0031 |
0.4% |
0.7247 |
| Range |
0.0121 |
0.0077 |
-0.0044 |
-36.4% |
0.0342 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.7% |
0.0000 |
| Volume |
122 |
110 |
-12 |
-9.8% |
263 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7665 |
0.7502 |
|
| R3 |
0.7639 |
0.7588 |
0.7481 |
|
| R2 |
0.7562 |
0.7562 |
0.7474 |
|
| R1 |
0.7511 |
0.7511 |
0.7467 |
0.7537 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7498 |
| S1 |
0.7434 |
0.7434 |
0.7453 |
0.7460 |
| S2 |
0.7408 |
0.7408 |
0.7446 |
|
| S3 |
0.7331 |
0.7357 |
0.7439 |
|
| S4 |
0.7254 |
0.7280 |
0.7418 |
|
|
| 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 |
0.7863 |
|
2.618 |
0.7738 |
|
1.618 |
0.7661 |
|
1.000 |
0.7613 |
|
0.618 |
0.7584 |
|
HIGH |
0.7536 |
|
0.618 |
0.7507 |
|
0.500 |
0.7498 |
|
0.382 |
0.7488 |
|
LOW |
0.7459 |
|
0.618 |
0.7411 |
|
1.000 |
0.7382 |
|
1.618 |
0.7334 |
|
2.618 |
0.7257 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7498 |
0.7446 |
| PP |
0.7485 |
0.7431 |
| S1 |
0.7473 |
0.7417 |
|