CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7622 |
0.0012 |
0.2% |
0.7270 |
| High |
0.7624 |
0.7649 |
0.0025 |
0.3% |
0.7580 |
| Low |
0.7556 |
0.7452 |
-0.0104 |
-1.4% |
0.7262 |
| Close |
0.7586 |
0.7478 |
-0.0108 |
-1.4% |
0.7629 |
| Range |
0.0068 |
0.0197 |
0.0129 |
189.7% |
0.0318 |
| ATR |
0.0098 |
0.0105 |
0.0007 |
7.2% |
0.0000 |
| Volume |
14 |
195 |
181 |
1,292.9% |
301 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.7995 |
0.7586 |
|
| R3 |
0.7920 |
0.7798 |
0.7532 |
|
| R2 |
0.7723 |
0.7723 |
0.7514 |
|
| R1 |
0.7601 |
0.7601 |
0.7496 |
0.7564 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7508 |
| S1 |
0.7404 |
0.7404 |
0.7460 |
0.7367 |
| S2 |
0.7329 |
0.7329 |
0.7442 |
|
| S3 |
0.7132 |
0.7207 |
0.7424 |
|
| S4 |
0.6935 |
0.7010 |
0.7370 |
|
|
| 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 |
0.8486 |
|
2.618 |
0.8165 |
|
1.618 |
0.7968 |
|
1.000 |
0.7846 |
|
0.618 |
0.7771 |
|
HIGH |
0.7649 |
|
0.618 |
0.7574 |
|
0.500 |
0.7551 |
|
0.382 |
0.7527 |
|
LOW |
0.7452 |
|
0.618 |
0.7330 |
|
1.000 |
0.7255 |
|
1.618 |
0.7133 |
|
2.618 |
0.6936 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7551 |
| PP |
0.7526 |
0.7526 |
| S1 |
0.7502 |
0.7502 |
|