CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 04-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8141 |
0.7930 |
-0.0211 |
-2.6% |
0.7779 |
High |
0.8204 |
0.8029 |
-0.0175 |
-2.1% |
0.7956 |
Low |
0.7876 |
0.7818 |
-0.0058 |
-0.7% |
0.7666 |
Close |
0.7895 |
0.7965 |
0.0070 |
0.9% |
0.7930 |
Range |
0.0328 |
0.0211 |
-0.0117 |
-35.7% |
0.0290 |
ATR |
0.0140 |
0.0145 |
0.0005 |
3.6% |
0.0000 |
Volume |
3,427 |
2,161 |
-1,266 |
-36.9% |
1,012 |
|
Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8570 |
0.8479 |
0.8081 |
|
R3 |
0.8359 |
0.8268 |
0.8023 |
|
R2 |
0.8148 |
0.8148 |
0.8004 |
|
R1 |
0.8057 |
0.8057 |
0.7984 |
0.8103 |
PP |
0.7937 |
0.7937 |
0.7937 |
0.7960 |
S1 |
0.7846 |
0.7846 |
0.7946 |
0.7892 |
S2 |
0.7726 |
0.7726 |
0.7926 |
|
S3 |
0.7515 |
0.7635 |
0.7907 |
|
S4 |
0.7304 |
0.7424 |
0.7849 |
|
|
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 |
0.8926 |
2.618 |
0.8581 |
1.618 |
0.8370 |
1.000 |
0.8240 |
0.618 |
0.8159 |
HIGH |
0.8029 |
0.618 |
0.7948 |
0.500 |
0.7924 |
0.382 |
0.7899 |
LOW |
0.7818 |
0.618 |
0.7688 |
1.000 |
0.7607 |
1.618 |
0.7477 |
2.618 |
0.7266 |
4.250 |
0.6921 |
|
|
Fisher Pivots for day following 04-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7951 |
0.8011 |
PP |
0.7937 |
0.7996 |
S1 |
0.7924 |
0.7980 |
|