CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7954 |
0.7876 |
-0.0078 |
-1.0% |
0.7978 |
High |
0.8066 |
0.7932 |
-0.0134 |
-1.7% |
0.8204 |
Low |
0.7864 |
0.7774 |
-0.0090 |
-1.1% |
0.7818 |
Close |
0.7893 |
0.7814 |
-0.0079 |
-1.0% |
0.7893 |
Range |
0.0202 |
0.0158 |
-0.0044 |
-21.8% |
0.0386 |
ATR |
0.0149 |
0.0150 |
0.0001 |
0.4% |
0.0000 |
Volume |
5,576 |
10,507 |
4,931 |
88.4% |
13,092 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8314 |
0.8222 |
0.7901 |
|
R3 |
0.8156 |
0.8064 |
0.7857 |
|
R2 |
0.7998 |
0.7998 |
0.7843 |
|
R1 |
0.7906 |
0.7906 |
0.7828 |
0.7873 |
PP |
0.7840 |
0.7840 |
0.7840 |
0.7824 |
S1 |
0.7748 |
0.7748 |
0.7800 |
0.7715 |
S2 |
0.7682 |
0.7682 |
0.7785 |
|
S3 |
0.7524 |
0.7590 |
0.7771 |
|
S4 |
0.7366 |
0.7432 |
0.7727 |
|
|
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 |
0.8604 |
2.618 |
0.8346 |
1.618 |
0.8188 |
1.000 |
0.8090 |
0.618 |
0.8030 |
HIGH |
0.7932 |
0.618 |
0.7872 |
0.500 |
0.7853 |
0.382 |
0.7834 |
LOW |
0.7774 |
0.618 |
0.7676 |
1.000 |
0.7616 |
1.618 |
0.7518 |
2.618 |
0.7360 |
4.250 |
0.7103 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7853 |
0.7920 |
PP |
0.7840 |
0.7885 |
S1 |
0.7827 |
0.7849 |
|