CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7622 |
0.7445 |
-0.0177 |
-2.3% |
0.7270 |
High |
0.7649 |
0.7531 |
-0.0118 |
-1.5% |
0.7580 |
Low |
0.7452 |
0.7409 |
-0.0043 |
-0.6% |
0.7262 |
Close |
0.7478 |
0.7548 |
0.0070 |
0.9% |
0.7629 |
Range |
0.0197 |
0.0122 |
-0.0075 |
-38.1% |
0.0318 |
ATR |
0.0105 |
0.0106 |
0.0001 |
1.2% |
0.0000 |
Volume |
195 |
54 |
-141 |
-72.3% |
301 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7862 |
0.7827 |
0.7615 |
|
R3 |
0.7740 |
0.7705 |
0.7582 |
|
R2 |
0.7618 |
0.7618 |
0.7570 |
|
R1 |
0.7583 |
0.7583 |
0.7559 |
0.7601 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7505 |
S1 |
0.7461 |
0.7461 |
0.7537 |
0.7479 |
S2 |
0.7374 |
0.7374 |
0.7526 |
|
S3 |
0.7252 |
0.7339 |
0.7514 |
|
S4 |
0.7130 |
0.7217 |
0.7481 |
|
|
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 |
0.8050 |
2.618 |
0.7850 |
1.618 |
0.7728 |
1.000 |
0.7653 |
0.618 |
0.7606 |
HIGH |
0.7531 |
0.618 |
0.7484 |
0.500 |
0.7470 |
0.382 |
0.7456 |
LOW |
0.7409 |
0.618 |
0.7334 |
1.000 |
0.7287 |
1.618 |
0.7212 |
2.618 |
0.7090 |
4.250 |
0.6891 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7522 |
0.7542 |
PP |
0.7496 |
0.7535 |
S1 |
0.7470 |
0.7529 |
|