CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8136 |
0.8035 |
-0.0101 |
-1.2% |
0.7876 |
High |
0.8158 |
0.8047 |
-0.0111 |
-1.4% |
0.8182 |
Low |
0.8003 |
0.7849 |
-0.0154 |
-1.9% |
0.7774 |
Close |
0.8074 |
0.7865 |
-0.0209 |
-2.6% |
0.8074 |
Range |
0.0155 |
0.0198 |
0.0043 |
27.7% |
0.0408 |
ATR |
0.0159 |
0.0164 |
0.0005 |
3.0% |
0.0000 |
Volume |
62,629 |
59,205 |
-3,424 |
-5.5% |
147,921 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8514 |
0.8388 |
0.7974 |
|
R3 |
0.8316 |
0.8190 |
0.7919 |
|
R2 |
0.8118 |
0.8118 |
0.7901 |
|
R1 |
0.7992 |
0.7992 |
0.7883 |
0.7956 |
PP |
0.7920 |
0.7920 |
0.7920 |
0.7903 |
S1 |
0.7794 |
0.7794 |
0.7847 |
0.7758 |
S2 |
0.7722 |
0.7722 |
0.7829 |
|
S3 |
0.7524 |
0.7596 |
0.7811 |
|
S4 |
0.7326 |
0.7398 |
0.7756 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9234 |
0.9062 |
0.8298 |
|
R3 |
0.8826 |
0.8654 |
0.8186 |
|
R2 |
0.8418 |
0.8418 |
0.8149 |
|
R1 |
0.8246 |
0.8246 |
0.8111 |
0.8332 |
PP |
0.8010 |
0.8010 |
0.8010 |
0.8053 |
S1 |
0.7838 |
0.7838 |
0.8037 |
0.7924 |
S2 |
0.7602 |
0.7602 |
0.7999 |
|
S3 |
0.7194 |
0.7430 |
0.7962 |
|
S4 |
0.6786 |
0.7022 |
0.7850 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8889 |
2.618 |
0.8565 |
1.618 |
0.8367 |
1.000 |
0.8245 |
0.618 |
0.8169 |
HIGH |
0.8047 |
0.618 |
0.7971 |
0.500 |
0.7948 |
0.382 |
0.7925 |
LOW |
0.7849 |
0.618 |
0.7727 |
1.000 |
0.7651 |
1.618 |
0.7529 |
2.618 |
0.7331 |
4.250 |
0.7008 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7948 |
0.8016 |
PP |
0.7920 |
0.7965 |
S1 |
0.7893 |
0.7915 |
|