CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 11-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7957 |
0.7964 |
0.0007 |
0.1% |
0.7978 |
High |
0.8079 |
0.8182 |
0.0103 |
1.3% |
0.8204 |
Low |
0.7912 |
0.7964 |
0.0052 |
0.7% |
0.7818 |
Close |
0.7953 |
0.8166 |
0.0213 |
2.7% |
0.7893 |
Range |
0.0167 |
0.0218 |
0.0051 |
30.5% |
0.0386 |
ATR |
0.0153 |
0.0159 |
0.0005 |
3.5% |
0.0000 |
Volume |
21,018 |
38,708 |
17,690 |
84.2% |
13,092 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8758 |
0.8680 |
0.8286 |
|
R3 |
0.8540 |
0.8462 |
0.8226 |
|
R2 |
0.8322 |
0.8322 |
0.8206 |
|
R1 |
0.8244 |
0.8244 |
0.8186 |
0.8283 |
PP |
0.8104 |
0.8104 |
0.8104 |
0.8124 |
S1 |
0.8026 |
0.8026 |
0.8146 |
0.8065 |
S2 |
0.7886 |
0.7886 |
0.8126 |
|
S3 |
0.7668 |
0.7808 |
0.8106 |
|
S4 |
0.7450 |
0.7590 |
0.8046 |
|
|
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 |
0.9109 |
2.618 |
0.8753 |
1.618 |
0.8535 |
1.000 |
0.8400 |
0.618 |
0.8317 |
HIGH |
0.8182 |
0.618 |
0.8099 |
0.500 |
0.8073 |
0.382 |
0.8047 |
LOW |
0.7964 |
0.618 |
0.7829 |
1.000 |
0.7746 |
1.618 |
0.7611 |
2.618 |
0.7393 |
4.250 |
0.7038 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8135 |
0.8108 |
PP |
0.8104 |
0.8049 |
S1 |
0.8073 |
0.7991 |
|