CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7513 |
0.7418 |
-0.0095 |
-1.3% |
0.7600 |
| High |
0.7514 |
0.7550 |
0.0036 |
0.5% |
0.7649 |
| Low |
0.7436 |
0.7395 |
-0.0041 |
-0.6% |
0.7409 |
| Close |
0.7425 |
0.7579 |
0.0154 |
2.1% |
0.7425 |
| Range |
0.0078 |
0.0155 |
0.0077 |
98.7% |
0.0240 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
3.2% |
0.0000 |
| Volume |
129 |
268 |
139 |
107.8% |
411 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7973 |
0.7931 |
0.7664 |
|
| R3 |
0.7818 |
0.7776 |
0.7622 |
|
| R2 |
0.7663 |
0.7663 |
0.7607 |
|
| R1 |
0.7621 |
0.7621 |
0.7593 |
0.7642 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7519 |
| S1 |
0.7466 |
0.7466 |
0.7565 |
0.7487 |
| S2 |
0.7353 |
0.7353 |
0.7551 |
|
| S3 |
0.7198 |
0.7311 |
0.7536 |
|
| S4 |
0.7043 |
0.7156 |
0.7494 |
|
|
| 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 |
0.8209 |
|
2.618 |
0.7956 |
|
1.618 |
0.7801 |
|
1.000 |
0.7705 |
|
0.618 |
0.7646 |
|
HIGH |
0.7550 |
|
0.618 |
0.7491 |
|
0.500 |
0.7473 |
|
0.382 |
0.7454 |
|
LOW |
0.7395 |
|
0.618 |
0.7299 |
|
1.000 |
0.7240 |
|
1.618 |
0.7144 |
|
2.618 |
0.6989 |
|
4.250 |
0.6736 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7544 |
| PP |
0.7508 |
0.7508 |
| S1 |
0.7473 |
0.7473 |
|