CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7895 |
0.7872 |
-0.0023 |
-0.3% |
0.7876 |
High |
0.8016 |
0.7944 |
-0.0072 |
-0.9% |
0.8182 |
Low |
0.7805 |
0.7797 |
-0.0008 |
-0.1% |
0.7774 |
Close |
0.7908 |
0.7900 |
-0.0008 |
-0.1% |
0.8074 |
Range |
0.0211 |
0.0147 |
-0.0064 |
-30.3% |
0.0408 |
ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
67,923 |
60,336 |
-7,587 |
-11.2% |
147,921 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8321 |
0.8258 |
0.7981 |
|
R3 |
0.8174 |
0.8111 |
0.7940 |
|
R2 |
0.8027 |
0.8027 |
0.7927 |
|
R1 |
0.7964 |
0.7964 |
0.7913 |
0.7996 |
PP |
0.7880 |
0.7880 |
0.7880 |
0.7896 |
S1 |
0.7817 |
0.7817 |
0.7887 |
0.7849 |
S2 |
0.7733 |
0.7733 |
0.7873 |
|
S3 |
0.7586 |
0.7670 |
0.7860 |
|
S4 |
0.7439 |
0.7523 |
0.7819 |
|
|
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 |
0.8569 |
2.618 |
0.8329 |
1.618 |
0.8182 |
1.000 |
0.8091 |
0.618 |
0.8035 |
HIGH |
0.7944 |
0.618 |
0.7888 |
0.500 |
0.7871 |
0.382 |
0.7853 |
LOW |
0.7797 |
0.618 |
0.7706 |
1.000 |
0.7650 |
1.618 |
0.7559 |
2.618 |
0.7412 |
4.250 |
0.7172 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7890 |
0.7922 |
PP |
0.7880 |
0.7915 |
S1 |
0.7871 |
0.7907 |
|