CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 22-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7948 |
0.8000 |
0.0052 |
0.7% |
0.8035 |
High |
0.8068 |
0.8005 |
-0.0063 |
-0.8% |
0.8068 |
Low |
0.7934 |
0.7750 |
-0.0184 |
-2.3% |
0.7797 |
Close |
0.8010 |
0.7836 |
-0.0174 |
-2.2% |
0.8010 |
Range |
0.0134 |
0.0255 |
0.0121 |
90.3% |
0.0271 |
ATR |
0.0162 |
0.0169 |
0.0007 |
4.3% |
0.0000 |
Volume |
65,257 |
56,354 |
-8,903 |
-13.6% |
328,563 |
|
Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8629 |
0.8487 |
0.7976 |
|
R3 |
0.8374 |
0.8232 |
0.7906 |
|
R2 |
0.8119 |
0.8119 |
0.7883 |
|
R1 |
0.7977 |
0.7977 |
0.7859 |
0.7921 |
PP |
0.7864 |
0.7864 |
0.7864 |
0.7835 |
S1 |
0.7722 |
0.7722 |
0.7813 |
0.7666 |
S2 |
0.7609 |
0.7609 |
0.7789 |
|
S3 |
0.7354 |
0.7467 |
0.7766 |
|
S4 |
0.7099 |
0.7212 |
0.7696 |
|
|
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 |
0.9089 |
2.618 |
0.8673 |
1.618 |
0.8418 |
1.000 |
0.8260 |
0.618 |
0.8163 |
HIGH |
0.8005 |
0.618 |
0.7908 |
0.500 |
0.7878 |
0.382 |
0.7847 |
LOW |
0.7750 |
0.618 |
0.7592 |
1.000 |
0.7495 |
1.618 |
0.7337 |
2.618 |
0.7082 |
4.250 |
0.6666 |
|
|
Fisher Pivots for day following 22-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7878 |
0.7909 |
PP |
0.7864 |
0.7885 |
S1 |
0.7850 |
0.7860 |
|