CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7445 |
0.7513 |
0.0068 |
0.9% |
0.7600 |
High |
0.7531 |
0.7514 |
-0.0017 |
-0.2% |
0.7649 |
Low |
0.7409 |
0.7436 |
0.0027 |
0.4% |
0.7409 |
Close |
0.7548 |
0.7425 |
-0.0123 |
-1.6% |
0.7425 |
Range |
0.0122 |
0.0078 |
-0.0044 |
-36.1% |
0.0240 |
ATR |
0.0106 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
Volume |
54 |
129 |
75 |
138.9% |
411 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7692 |
0.7637 |
0.7468 |
|
R3 |
0.7614 |
0.7559 |
0.7446 |
|
R2 |
0.7536 |
0.7536 |
0.7439 |
|
R1 |
0.7481 |
0.7481 |
0.7432 |
0.7470 |
PP |
0.7458 |
0.7458 |
0.7458 |
0.7453 |
S1 |
0.7403 |
0.7403 |
0.7418 |
0.7392 |
S2 |
0.7380 |
0.7380 |
0.7411 |
|
S3 |
0.7302 |
0.7325 |
0.7404 |
|
S4 |
0.7224 |
0.7247 |
0.7382 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8214 |
0.8060 |
0.7557 |
|
R3 |
0.7974 |
0.7820 |
0.7491 |
|
R2 |
0.7734 |
0.7734 |
0.7469 |
|
R1 |
0.7580 |
0.7580 |
0.7447 |
0.7537 |
PP |
0.7494 |
0.7494 |
0.7494 |
0.7473 |
S1 |
0.7340 |
0.7340 |
0.7403 |
0.7297 |
S2 |
0.7254 |
0.7254 |
0.7381 |
|
S3 |
0.7014 |
0.7100 |
0.7359 |
|
S4 |
0.6774 |
0.6860 |
0.7293 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7846 |
2.618 |
0.7718 |
1.618 |
0.7640 |
1.000 |
0.7592 |
0.618 |
0.7562 |
HIGH |
0.7514 |
0.618 |
0.7484 |
0.500 |
0.7475 |
0.382 |
0.7466 |
LOW |
0.7436 |
0.618 |
0.7388 |
1.000 |
0.7358 |
1.618 |
0.7310 |
2.618 |
0.7232 |
4.250 |
0.7105 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7475 |
0.7529 |
PP |
0.7458 |
0.7494 |
S1 |
0.7442 |
0.7460 |
|