CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8000 |
0.7820 |
-0.0180 |
-2.3% |
0.8035 |
High |
0.8005 |
0.7933 |
-0.0072 |
-0.9% |
0.8068 |
Low |
0.7750 |
0.7740 |
-0.0010 |
-0.1% |
0.7797 |
Close |
0.7836 |
0.7902 |
0.0066 |
0.8% |
0.8010 |
Range |
0.0255 |
0.0193 |
-0.0062 |
-24.3% |
0.0271 |
ATR |
0.0169 |
0.0171 |
0.0002 |
1.0% |
0.0000 |
Volume |
56,354 |
71,413 |
15,059 |
26.7% |
328,563 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8437 |
0.8363 |
0.8008 |
|
R3 |
0.8244 |
0.8170 |
0.7955 |
|
R2 |
0.8051 |
0.8051 |
0.7937 |
|
R1 |
0.7977 |
0.7977 |
0.7920 |
0.8014 |
PP |
0.7858 |
0.7858 |
0.7858 |
0.7877 |
S1 |
0.7784 |
0.7784 |
0.7884 |
0.7821 |
S2 |
0.7665 |
0.7665 |
0.7867 |
|
S3 |
0.7472 |
0.7591 |
0.7849 |
|
S4 |
0.7279 |
0.7398 |
0.7796 |
|
|
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 |
0.8753 |
2.618 |
0.8438 |
1.618 |
0.8245 |
1.000 |
0.8126 |
0.618 |
0.8052 |
HIGH |
0.7933 |
0.618 |
0.7859 |
0.500 |
0.7837 |
0.382 |
0.7814 |
LOW |
0.7740 |
0.618 |
0.7621 |
1.000 |
0.7547 |
1.618 |
0.7428 |
2.618 |
0.7235 |
4.250 |
0.6920 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7880 |
0.7904 |
PP |
0.7858 |
0.7903 |
S1 |
0.7837 |
0.7903 |
|