CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.7779 |
0.7809 |
0.0030 |
0.4% |
0.7418 |
High |
0.7806 |
0.7823 |
0.0017 |
0.2% |
0.7802 |
Low |
0.7666 |
0.7707 |
0.0041 |
0.5% |
0.7395 |
Close |
0.7784 |
0.7766 |
-0.0018 |
-0.2% |
0.7784 |
Range |
0.0140 |
0.0116 |
-0.0024 |
-17.1% |
0.0407 |
ATR |
0.0115 |
0.0115 |
0.0000 |
0.1% |
0.0000 |
Volume |
197 |
283 |
86 |
43.7% |
1,612 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8113 |
0.8056 |
0.7830 |
|
R3 |
0.7997 |
0.7940 |
0.7798 |
|
R2 |
0.7881 |
0.7881 |
0.7787 |
|
R1 |
0.7824 |
0.7824 |
0.7777 |
0.7795 |
PP |
0.7765 |
0.7765 |
0.7765 |
0.7751 |
S1 |
0.7708 |
0.7708 |
0.7755 |
0.7679 |
S2 |
0.7649 |
0.7649 |
0.7745 |
|
S3 |
0.7533 |
0.7592 |
0.7734 |
|
S4 |
0.7417 |
0.7476 |
0.7702 |
|
|
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 |
0.8316 |
2.618 |
0.8127 |
1.618 |
0.8011 |
1.000 |
0.7939 |
0.618 |
0.7895 |
HIGH |
0.7823 |
0.618 |
0.7779 |
0.500 |
0.7765 |
0.382 |
0.7751 |
LOW |
0.7707 |
0.618 |
0.7635 |
1.000 |
0.7591 |
1.618 |
0.7519 |
2.618 |
0.7403 |
4.250 |
0.7214 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7766 |
0.7759 |
PP |
0.7765 |
0.7752 |
S1 |
0.7765 |
0.7745 |
|