CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7699 |
0.0089 |
1.2% |
0.7600 |
| High |
0.7721 |
0.7745 |
0.0024 |
0.3% |
0.7649 |
| Low |
0.7610 |
0.7630 |
0.0020 |
0.3% |
0.7409 |
| Close |
0.7716 |
0.7734 |
0.0018 |
0.2% |
0.7425 |
| Range |
0.0111 |
0.0115 |
0.0004 |
3.6% |
0.0240 |
| ATR |
0.0112 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
295 |
733 |
438 |
148.5% |
411 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.8006 |
0.7797 |
|
| R3 |
0.7933 |
0.7891 |
0.7766 |
|
| R2 |
0.7818 |
0.7818 |
0.7755 |
|
| R1 |
0.7776 |
0.7776 |
0.7745 |
0.7797 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7714 |
| S1 |
0.7661 |
0.7661 |
0.7723 |
0.7682 |
| S2 |
0.7588 |
0.7588 |
0.7713 |
|
| S3 |
0.7473 |
0.7546 |
0.7702 |
|
| S4 |
0.7358 |
0.7431 |
0.7671 |
|
|
| 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 |
0.8234 |
|
2.618 |
0.8046 |
|
1.618 |
0.7931 |
|
1.000 |
0.7860 |
|
0.618 |
0.7816 |
|
HIGH |
0.7745 |
|
0.618 |
0.7701 |
|
0.500 |
0.7688 |
|
0.382 |
0.7674 |
|
LOW |
0.7630 |
|
0.618 |
0.7559 |
|
1.000 |
0.7515 |
|
1.618 |
0.7444 |
|
2.618 |
0.7329 |
|
4.250 |
0.7141 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7679 |
| PP |
0.7703 |
0.7625 |
| S1 |
0.7688 |
0.7570 |
|