CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7883 |
0.7948 |
0.0065 |
0.8% |
0.8035 |
High |
0.8005 |
0.8068 |
0.0063 |
0.8% |
0.8068 |
Low |
0.7861 |
0.7934 |
0.0073 |
0.9% |
0.7797 |
Close |
0.7954 |
0.8010 |
0.0056 |
0.7% |
0.8010 |
Range |
0.0144 |
0.0134 |
-0.0010 |
-6.9% |
0.0271 |
ATR |
0.0164 |
0.0162 |
-0.0002 |
-1.3% |
0.0000 |
Volume |
75,842 |
65,257 |
-10,585 |
-14.0% |
328,563 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8406 |
0.8342 |
0.8084 |
|
R3 |
0.8272 |
0.8208 |
0.8047 |
|
R2 |
0.8138 |
0.8138 |
0.8035 |
|
R1 |
0.8074 |
0.8074 |
0.8022 |
0.8106 |
PP |
0.8004 |
0.8004 |
0.8004 |
0.8020 |
S1 |
0.7940 |
0.7940 |
0.7998 |
0.7972 |
S2 |
0.7870 |
0.7870 |
0.7985 |
|
S3 |
0.7736 |
0.7806 |
0.7973 |
|
S4 |
0.7602 |
0.7672 |
0.7936 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8771 |
0.8662 |
0.8159 |
|
R3 |
0.8500 |
0.8391 |
0.8085 |
|
R2 |
0.8229 |
0.8229 |
0.8060 |
|
R1 |
0.8120 |
0.8120 |
0.8035 |
0.8039 |
PP |
0.7958 |
0.7958 |
0.7958 |
0.7918 |
S1 |
0.7849 |
0.7849 |
0.7985 |
0.7768 |
S2 |
0.7687 |
0.7687 |
0.7960 |
|
S3 |
0.7416 |
0.7578 |
0.7935 |
|
S4 |
0.7145 |
0.7307 |
0.7861 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8638 |
2.618 |
0.8419 |
1.618 |
0.8285 |
1.000 |
0.8202 |
0.618 |
0.8151 |
HIGH |
0.8068 |
0.618 |
0.8017 |
0.500 |
0.8001 |
0.382 |
0.7985 |
LOW |
0.7934 |
0.618 |
0.7851 |
1.000 |
0.7800 |
1.618 |
0.7717 |
2.618 |
0.7583 |
4.250 |
0.7365 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8007 |
0.7984 |
PP |
0.8004 |
0.7958 |
S1 |
0.8001 |
0.7933 |
|