CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8019 |
0.8141 |
0.0122 |
1.5% |
0.7779 |
High |
0.8166 |
0.8204 |
0.0038 |
0.5% |
0.7956 |
Low |
0.7992 |
0.7876 |
-0.0116 |
-1.5% |
0.7666 |
Close |
0.8154 |
0.7895 |
-0.0259 |
-3.2% |
0.7930 |
Range |
0.0174 |
0.0328 |
0.0154 |
88.5% |
0.0290 |
ATR |
0.0126 |
0.0140 |
0.0014 |
11.5% |
0.0000 |
Volume |
1,262 |
3,427 |
2,165 |
171.6% |
1,012 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8976 |
0.8763 |
0.8075 |
|
R3 |
0.8648 |
0.8435 |
0.7985 |
|
R2 |
0.8320 |
0.8320 |
0.7955 |
|
R1 |
0.8107 |
0.8107 |
0.7925 |
0.8050 |
PP |
0.7992 |
0.7992 |
0.7992 |
0.7963 |
S1 |
0.7779 |
0.7779 |
0.7865 |
0.7722 |
S2 |
0.7664 |
0.7664 |
0.7835 |
|
S3 |
0.7336 |
0.7451 |
0.7805 |
|
S4 |
0.7008 |
0.7123 |
0.7715 |
|
|
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 |
0.9598 |
2.618 |
0.9063 |
1.618 |
0.8735 |
1.000 |
0.8532 |
0.618 |
0.8407 |
HIGH |
0.8204 |
0.618 |
0.8079 |
0.500 |
0.8040 |
0.382 |
0.8001 |
LOW |
0.7876 |
0.618 |
0.7673 |
1.000 |
0.7548 |
1.618 |
0.7345 |
2.618 |
0.7017 |
4.250 |
0.6482 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8040 |
0.8040 |
PP |
0.7992 |
0.7992 |
S1 |
0.7943 |
0.7943 |
|