CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7921 |
0.7991 |
0.0070 |
0.9% |
0.8000 |
High |
0.7994 |
0.8042 |
0.0048 |
0.6% |
0.8042 |
Low |
0.7888 |
0.7981 |
0.0093 |
1.2% |
0.7740 |
Close |
0.7974 |
0.8034 |
0.0060 |
0.8% |
0.8034 |
Range |
0.0106 |
0.0061 |
-0.0045 |
-42.5% |
0.0302 |
ATR |
0.0164 |
0.0157 |
-0.0007 |
-4.2% |
0.0000 |
Volume |
71,098 |
70,356 |
-742 |
-1.0% |
357,276 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8202 |
0.8179 |
0.8068 |
|
R3 |
0.8141 |
0.8118 |
0.8051 |
|
R2 |
0.8080 |
0.8080 |
0.8045 |
|
R1 |
0.8057 |
0.8057 |
0.8040 |
0.8069 |
PP |
0.8019 |
0.8019 |
0.8019 |
0.8025 |
S1 |
0.7996 |
0.7996 |
0.8028 |
0.8008 |
S2 |
0.7958 |
0.7958 |
0.8023 |
|
S3 |
0.7897 |
0.7935 |
0.8017 |
|
S4 |
0.7836 |
0.7874 |
0.8000 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8845 |
0.8741 |
0.8200 |
|
R3 |
0.8543 |
0.8439 |
0.8117 |
|
R2 |
0.8241 |
0.8241 |
0.8089 |
|
R1 |
0.8137 |
0.8137 |
0.8062 |
0.8189 |
PP |
0.7939 |
0.7939 |
0.7939 |
0.7965 |
S1 |
0.7835 |
0.7835 |
0.8006 |
0.7887 |
S2 |
0.7637 |
0.7637 |
0.7979 |
|
S3 |
0.7335 |
0.7533 |
0.7951 |
|
S4 |
0.7033 |
0.7231 |
0.7868 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8301 |
2.618 |
0.8202 |
1.618 |
0.8141 |
1.000 |
0.8103 |
0.618 |
0.8080 |
HIGH |
0.8042 |
0.618 |
0.8019 |
0.500 |
0.8012 |
0.382 |
0.8004 |
LOW |
0.7981 |
0.618 |
0.7943 |
1.000 |
0.7920 |
1.618 |
0.7882 |
2.618 |
0.7821 |
4.250 |
0.7722 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8027 |
0.8008 |
PP |
0.8019 |
0.7982 |
S1 |
0.8012 |
0.7956 |
|