CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7876 |
0.7839 |
-0.0037 |
-0.5% |
0.7978 |
High |
0.7932 |
0.7987 |
0.0055 |
0.7% |
0.8204 |
Low |
0.7774 |
0.7800 |
0.0026 |
0.3% |
0.7818 |
Close |
0.7814 |
0.7965 |
0.0151 |
1.9% |
0.7893 |
Range |
0.0158 |
0.0187 |
0.0029 |
18.4% |
0.0386 |
ATR |
0.0150 |
0.0152 |
0.0003 |
1.8% |
0.0000 |
Volume |
10,507 |
15,059 |
4,552 |
43.3% |
13,092 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8478 |
0.8409 |
0.8068 |
|
R3 |
0.8291 |
0.8222 |
0.8016 |
|
R2 |
0.8104 |
0.8104 |
0.7999 |
|
R1 |
0.8035 |
0.8035 |
0.7982 |
0.8070 |
PP |
0.7917 |
0.7917 |
0.7917 |
0.7935 |
S1 |
0.7848 |
0.7848 |
0.7948 |
0.7883 |
S2 |
0.7730 |
0.7730 |
0.7931 |
|
S3 |
0.7543 |
0.7661 |
0.7914 |
|
S4 |
0.7356 |
0.7474 |
0.7862 |
|
|
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 |
0.8782 |
2.618 |
0.8477 |
1.618 |
0.8290 |
1.000 |
0.8174 |
0.618 |
0.8103 |
HIGH |
0.7987 |
0.618 |
0.7916 |
0.500 |
0.7894 |
0.382 |
0.7871 |
LOW |
0.7800 |
0.618 |
0.7684 |
1.000 |
0.7613 |
1.618 |
0.7497 |
2.618 |
0.7310 |
4.250 |
0.7005 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7941 |
0.7950 |
PP |
0.7917 |
0.7935 |
S1 |
0.7894 |
0.7920 |
|