CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7674 |
0.7723 |
0.0049 |
0.6% |
0.7418 |
High |
0.7727 |
0.7802 |
0.0075 |
1.0% |
0.7802 |
Low |
0.7618 |
0.7715 |
0.0097 |
1.3% |
0.7395 |
Close |
0.7689 |
0.7784 |
0.0095 |
1.2% |
0.7784 |
Range |
0.0109 |
0.0087 |
-0.0022 |
-20.2% |
0.0407 |
ATR |
0.0113 |
0.0113 |
0.0000 |
0.0% |
0.0000 |
Volume |
223 |
93 |
-130 |
-58.3% |
1,612 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8028 |
0.7993 |
0.7832 |
|
R3 |
0.7941 |
0.7906 |
0.7808 |
|
R2 |
0.7854 |
0.7854 |
0.7800 |
|
R1 |
0.7819 |
0.7819 |
0.7792 |
0.7837 |
PP |
0.7767 |
0.7767 |
0.7767 |
0.7776 |
S1 |
0.7732 |
0.7732 |
0.7776 |
0.7750 |
S2 |
0.7680 |
0.7680 |
0.7768 |
|
S3 |
0.7593 |
0.7645 |
0.7760 |
|
S4 |
0.7506 |
0.7558 |
0.7736 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8881 |
0.8740 |
0.8008 |
|
R3 |
0.8474 |
0.8333 |
0.7896 |
|
R2 |
0.8067 |
0.8067 |
0.7859 |
|
R1 |
0.7926 |
0.7926 |
0.7821 |
0.7997 |
PP |
0.7660 |
0.7660 |
0.7660 |
0.7696 |
S1 |
0.7519 |
0.7519 |
0.7747 |
0.7590 |
S2 |
0.7253 |
0.7253 |
0.7709 |
|
S3 |
0.6846 |
0.7112 |
0.7672 |
|
S4 |
0.6439 |
0.6705 |
0.7560 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8172 |
2.618 |
0.8030 |
1.618 |
0.7943 |
1.000 |
0.7889 |
0.618 |
0.7856 |
HIGH |
0.7802 |
0.618 |
0.7769 |
0.500 |
0.7759 |
0.382 |
0.7748 |
LOW |
0.7715 |
0.618 |
0.7661 |
1.000 |
0.7628 |
1.618 |
0.7574 |
2.618 |
0.7487 |
4.250 |
0.7345 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7776 |
0.7759 |
PP |
0.7767 |
0.7735 |
S1 |
0.7759 |
0.7710 |
|