CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7699 |
0.7674 |
-0.0025 |
-0.3% |
0.7600 |
High |
0.7745 |
0.7727 |
-0.0018 |
-0.2% |
0.7649 |
Low |
0.7630 |
0.7618 |
-0.0012 |
-0.2% |
0.7409 |
Close |
0.7734 |
0.7689 |
-0.0045 |
-0.6% |
0.7425 |
Range |
0.0115 |
0.0109 |
-0.0006 |
-5.2% |
0.0240 |
ATR |
0.0113 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
Volume |
733 |
223 |
-510 |
-69.6% |
411 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8005 |
0.7956 |
0.7749 |
|
R3 |
0.7896 |
0.7847 |
0.7719 |
|
R2 |
0.7787 |
0.7787 |
0.7709 |
|
R1 |
0.7738 |
0.7738 |
0.7699 |
0.7763 |
PP |
0.7678 |
0.7678 |
0.7678 |
0.7690 |
S1 |
0.7629 |
0.7629 |
0.7679 |
0.7654 |
S2 |
0.7569 |
0.7569 |
0.7669 |
|
S3 |
0.7460 |
0.7520 |
0.7659 |
|
S4 |
0.7351 |
0.7411 |
0.7629 |
|
|
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 |
0.8190 |
2.618 |
0.8012 |
1.618 |
0.7903 |
1.000 |
0.7836 |
0.618 |
0.7794 |
HIGH |
0.7727 |
0.618 |
0.7685 |
0.500 |
0.7673 |
0.382 |
0.7660 |
LOW |
0.7618 |
0.618 |
0.7551 |
1.000 |
0.7509 |
1.618 |
0.7442 |
2.618 |
0.7333 |
4.250 |
0.7155 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7684 |
0.7685 |
PP |
0.7678 |
0.7681 |
S1 |
0.7673 |
0.7678 |
|