CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7600 |
0.0080 |
1.1% |
0.7270 |
| High |
0.7580 |
0.7611 |
0.0031 |
0.4% |
0.7580 |
| Low |
0.7508 |
0.7528 |
0.0020 |
0.3% |
0.7262 |
| Close |
0.7629 |
0.7547 |
-0.0082 |
-1.1% |
0.7629 |
| Range |
0.0072 |
0.0083 |
0.0011 |
15.3% |
0.0318 |
| ATR |
0.0099 |
0.0100 |
0.0000 |
0.1% |
0.0000 |
| Volume |
45 |
19 |
-26 |
-57.8% |
301 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7762 |
0.7593 |
|
| R3 |
0.7728 |
0.7679 |
0.7570 |
|
| R2 |
0.7645 |
0.7645 |
0.7562 |
|
| R1 |
0.7596 |
0.7596 |
0.7555 |
0.7579 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7554 |
| S1 |
0.7513 |
0.7513 |
0.7539 |
0.7496 |
| S2 |
0.7479 |
0.7479 |
0.7532 |
|
| S3 |
0.7396 |
0.7430 |
0.7524 |
|
| S4 |
0.7313 |
0.7347 |
0.7501 |
|
|
| 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 |
0.7964 |
|
2.618 |
0.7828 |
|
1.618 |
0.7745 |
|
1.000 |
0.7694 |
|
0.618 |
0.7662 |
|
HIGH |
0.7611 |
|
0.618 |
0.7579 |
|
0.500 |
0.7570 |
|
0.382 |
0.7560 |
|
LOW |
0.7528 |
|
0.618 |
0.7477 |
|
1.000 |
0.7445 |
|
1.618 |
0.7394 |
|
2.618 |
0.7311 |
|
4.250 |
0.7175 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7570 |
0.7543 |
| PP |
0.7562 |
0.7539 |
| S1 |
0.7555 |
0.7535 |
|