CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8035 |
0.7895 |
-0.0140 |
-1.7% |
0.7876 |
High |
0.8047 |
0.8016 |
-0.0031 |
-0.4% |
0.8182 |
Low |
0.7849 |
0.7805 |
-0.0044 |
-0.6% |
0.7774 |
Close |
0.7865 |
0.7908 |
0.0043 |
0.5% |
0.8074 |
Range |
0.0198 |
0.0211 |
0.0013 |
6.6% |
0.0408 |
ATR |
0.0164 |
0.0167 |
0.0003 |
2.1% |
0.0000 |
Volume |
59,205 |
67,923 |
8,718 |
14.7% |
147,921 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8543 |
0.8436 |
0.8024 |
|
R3 |
0.8332 |
0.8225 |
0.7966 |
|
R2 |
0.8121 |
0.8121 |
0.7947 |
|
R1 |
0.8014 |
0.8014 |
0.7927 |
0.8068 |
PP |
0.7910 |
0.7910 |
0.7910 |
0.7936 |
S1 |
0.7803 |
0.7803 |
0.7889 |
0.7857 |
S2 |
0.7699 |
0.7699 |
0.7869 |
|
S3 |
0.7488 |
0.7592 |
0.7850 |
|
S4 |
0.7277 |
0.7381 |
0.7792 |
|
|
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 |
0.8913 |
2.618 |
0.8568 |
1.618 |
0.8357 |
1.000 |
0.8227 |
0.618 |
0.8146 |
HIGH |
0.8016 |
0.618 |
0.7935 |
0.500 |
0.7911 |
0.382 |
0.7886 |
LOW |
0.7805 |
0.618 |
0.7675 |
1.000 |
0.7594 |
1.618 |
0.7464 |
2.618 |
0.7253 |
4.250 |
0.6908 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7911 |
0.7982 |
PP |
0.7910 |
0.7957 |
S1 |
0.7909 |
0.7933 |
|