CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 24-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7820 |
0.7892 |
0.0072 |
0.9% |
0.8035 |
High |
0.7933 |
0.8008 |
0.0075 |
0.9% |
0.8068 |
Low |
0.7740 |
0.7870 |
0.0130 |
1.7% |
0.7797 |
Close |
0.7902 |
0.7911 |
0.0009 |
0.1% |
0.8010 |
Range |
0.0193 |
0.0138 |
-0.0055 |
-28.5% |
0.0271 |
ATR |
0.0171 |
0.0168 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
71,413 |
88,055 |
16,642 |
23.3% |
328,563 |
|
Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8344 |
0.8265 |
0.7987 |
|
R3 |
0.8206 |
0.8127 |
0.7949 |
|
R2 |
0.8068 |
0.8068 |
0.7936 |
|
R1 |
0.7989 |
0.7989 |
0.7924 |
0.8029 |
PP |
0.7930 |
0.7930 |
0.7930 |
0.7949 |
S1 |
0.7851 |
0.7851 |
0.7898 |
0.7891 |
S2 |
0.7792 |
0.7792 |
0.7886 |
|
S3 |
0.7654 |
0.7713 |
0.7873 |
|
S4 |
0.7516 |
0.7575 |
0.7835 |
|
|
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 |
0.8595 |
2.618 |
0.8369 |
1.618 |
0.8231 |
1.000 |
0.8146 |
0.618 |
0.8093 |
HIGH |
0.8008 |
0.618 |
0.7955 |
0.500 |
0.7939 |
0.382 |
0.7923 |
LOW |
0.7870 |
0.618 |
0.7785 |
1.000 |
0.7732 |
1.618 |
0.7647 |
2.618 |
0.7509 |
4.250 |
0.7284 |
|
|
Fisher Pivots for day following 24-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7939 |
0.7899 |
PP |
0.7930 |
0.7886 |
S1 |
0.7920 |
0.7874 |
|