CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7930 |
0.7954 |
0.0024 |
0.3% |
0.7978 |
High |
0.8029 |
0.8066 |
0.0037 |
0.5% |
0.8204 |
Low |
0.7818 |
0.7864 |
0.0046 |
0.6% |
0.7818 |
Close |
0.7965 |
0.7893 |
-0.0072 |
-0.9% |
0.7893 |
Range |
0.0211 |
0.0202 |
-0.0009 |
-4.3% |
0.0386 |
ATR |
0.0145 |
0.0149 |
0.0004 |
2.8% |
0.0000 |
Volume |
2,161 |
5,576 |
3,415 |
158.0% |
13,092 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8547 |
0.8422 |
0.8004 |
|
R3 |
0.8345 |
0.8220 |
0.7949 |
|
R2 |
0.8143 |
0.8143 |
0.7930 |
|
R1 |
0.8018 |
0.8018 |
0.7912 |
0.7980 |
PP |
0.7941 |
0.7941 |
0.7941 |
0.7922 |
S1 |
0.7816 |
0.7816 |
0.7874 |
0.7778 |
S2 |
0.7739 |
0.7739 |
0.7856 |
|
S3 |
0.7537 |
0.7614 |
0.7837 |
|
S4 |
0.7335 |
0.7412 |
0.7782 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9130 |
0.8897 |
0.8105 |
|
R3 |
0.8744 |
0.8511 |
0.7999 |
|
R2 |
0.8358 |
0.8358 |
0.7964 |
|
R1 |
0.8125 |
0.8125 |
0.7928 |
0.8049 |
PP |
0.7972 |
0.7972 |
0.7972 |
0.7933 |
S1 |
0.7739 |
0.7739 |
0.7858 |
0.7663 |
S2 |
0.7586 |
0.7586 |
0.7822 |
|
S3 |
0.7200 |
0.7353 |
0.7787 |
|
S4 |
0.6814 |
0.6967 |
0.7681 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8925 |
2.618 |
0.8595 |
1.618 |
0.8393 |
1.000 |
0.8268 |
0.618 |
0.8191 |
HIGH |
0.8066 |
0.618 |
0.7989 |
0.500 |
0.7965 |
0.382 |
0.7941 |
LOW |
0.7864 |
0.618 |
0.7739 |
1.000 |
0.7662 |
1.618 |
0.7537 |
2.618 |
0.7335 |
4.250 |
0.7006 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7965 |
0.8011 |
PP |
0.7941 |
0.7972 |
S1 |
0.7917 |
0.7932 |
|