CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7701 |
0.7780 |
0.0079 |
1.0% |
0.7779 |
| High |
0.7809 |
0.7956 |
0.0147 |
1.9% |
0.7956 |
| Low |
0.7701 |
0.7780 |
0.0079 |
1.0% |
0.7666 |
| Close |
0.7798 |
0.7930 |
0.0132 |
1.7% |
0.7930 |
| Range |
0.0108 |
0.0176 |
0.0068 |
63.0% |
0.0290 |
| ATR |
0.0114 |
0.0119 |
0.0004 |
3.9% |
0.0000 |
| Volume |
204 |
328 |
124 |
60.8% |
1,012 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8417 |
0.8349 |
0.8027 |
|
| R3 |
0.8241 |
0.8173 |
0.7978 |
|
| R2 |
0.8065 |
0.8065 |
0.7962 |
|
| R1 |
0.7997 |
0.7997 |
0.7946 |
0.8031 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7906 |
| S1 |
0.7821 |
0.7821 |
0.7914 |
0.7855 |
| S2 |
0.7713 |
0.7713 |
0.7898 |
|
| S3 |
0.7537 |
0.7645 |
0.7882 |
|
| S4 |
0.7361 |
0.7469 |
0.7833 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8721 |
0.8615 |
0.8090 |
|
| R3 |
0.8431 |
0.8325 |
0.8010 |
|
| R2 |
0.8141 |
0.8141 |
0.7983 |
|
| R1 |
0.8035 |
0.8035 |
0.7957 |
0.8088 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7877 |
| S1 |
0.7745 |
0.7745 |
0.7903 |
0.7798 |
| S2 |
0.7561 |
0.7561 |
0.7877 |
|
| S3 |
0.7271 |
0.7455 |
0.7850 |
|
| S4 |
0.6981 |
0.7165 |
0.7771 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8704 |
|
2.618 |
0.8417 |
|
1.618 |
0.8241 |
|
1.000 |
0.8132 |
|
0.618 |
0.8065 |
|
HIGH |
0.7956 |
|
0.618 |
0.7889 |
|
0.500 |
0.7868 |
|
0.382 |
0.7847 |
|
LOW |
0.7780 |
|
0.618 |
0.7671 |
|
1.000 |
0.7604 |
|
1.618 |
0.7495 |
|
2.618 |
0.7319 |
|
4.250 |
0.7032 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7909 |
0.7896 |
| PP |
0.7889 |
0.7862 |
| S1 |
0.7868 |
0.7829 |
|