CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7459 |
0.7520 |
0.0061 |
0.8% |
0.7270 |
High |
0.7536 |
0.7580 |
0.0044 |
0.6% |
0.7580 |
Low |
0.7459 |
0.7508 |
0.0049 |
0.7% |
0.7262 |
Close |
0.7460 |
0.7629 |
0.0169 |
2.3% |
0.7629 |
Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0318 |
ATR |
0.0098 |
0.0099 |
0.0002 |
1.6% |
0.0000 |
Volume |
110 |
45 |
-65 |
-59.1% |
301 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7788 |
0.7781 |
0.7669 |
|
R3 |
0.7716 |
0.7709 |
0.7649 |
|
R2 |
0.7644 |
0.7644 |
0.7642 |
|
R1 |
0.7637 |
0.7637 |
0.7636 |
0.7641 |
PP |
0.7572 |
0.7572 |
0.7572 |
0.7574 |
S1 |
0.7565 |
0.7565 |
0.7622 |
0.7569 |
S2 |
0.7500 |
0.7500 |
0.7616 |
|
S3 |
0.7428 |
0.7493 |
0.7609 |
|
S4 |
0.7356 |
0.7421 |
0.7589 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8444 |
0.8355 |
0.7804 |
|
R3 |
0.8126 |
0.8037 |
0.7716 |
|
R2 |
0.7808 |
0.7808 |
0.7687 |
|
R1 |
0.7719 |
0.7719 |
0.7658 |
0.7764 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7513 |
S1 |
0.7401 |
0.7401 |
0.7600 |
0.7446 |
S2 |
0.7172 |
0.7172 |
0.7571 |
|
S3 |
0.6854 |
0.7083 |
0.7542 |
|
S4 |
0.6536 |
0.6765 |
0.7454 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7886 |
2.618 |
0.7768 |
1.618 |
0.7696 |
1.000 |
0.7652 |
0.618 |
0.7624 |
HIGH |
0.7580 |
0.618 |
0.7552 |
0.500 |
0.7544 |
0.382 |
0.7536 |
LOW |
0.7508 |
0.618 |
0.7464 |
1.000 |
0.7436 |
1.618 |
0.7392 |
2.618 |
0.7320 |
4.250 |
0.7202 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7601 |
0.7566 |
PP |
0.7572 |
0.7502 |
S1 |
0.7544 |
0.7439 |
|