CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7978 |
0.8019 |
0.0041 |
0.5% |
0.7779 |
High |
0.8092 |
0.8166 |
0.0074 |
0.9% |
0.7956 |
Low |
0.7935 |
0.7992 |
0.0057 |
0.7% |
0.7666 |
Close |
0.8050 |
0.8154 |
0.0104 |
1.3% |
0.7930 |
Range |
0.0157 |
0.0174 |
0.0017 |
10.8% |
0.0290 |
ATR |
0.0122 |
0.0126 |
0.0004 |
3.1% |
0.0000 |
Volume |
666 |
1,262 |
596 |
89.5% |
1,012 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8626 |
0.8564 |
0.8250 |
|
R3 |
0.8452 |
0.8390 |
0.8202 |
|
R2 |
0.8278 |
0.8278 |
0.8186 |
|
R1 |
0.8216 |
0.8216 |
0.8170 |
0.8247 |
PP |
0.8104 |
0.8104 |
0.8104 |
0.8120 |
S1 |
0.8042 |
0.8042 |
0.8138 |
0.8073 |
S2 |
0.7930 |
0.7930 |
0.8122 |
|
S3 |
0.7756 |
0.7868 |
0.8106 |
|
S4 |
0.7582 |
0.7694 |
0.8058 |
|
|
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 |
0.8906 |
2.618 |
0.8622 |
1.618 |
0.8448 |
1.000 |
0.8340 |
0.618 |
0.8274 |
HIGH |
0.8166 |
0.618 |
0.8100 |
0.500 |
0.8079 |
0.382 |
0.8058 |
LOW |
0.7992 |
0.618 |
0.7884 |
1.000 |
0.7818 |
1.618 |
0.7710 |
2.618 |
0.7536 |
4.250 |
0.7253 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8129 |
0.8094 |
PP |
0.8104 |
0.8033 |
S1 |
0.8079 |
0.7973 |
|