CME Australian Dollar Future September 2009
Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.7991 |
0.8023 |
0.0032 |
0.4% |
0.8000 |
High |
0.8042 |
0.8053 |
0.0011 |
0.1% |
0.8042 |
Low |
0.7981 |
0.7938 |
-0.0043 |
-0.5% |
0.7740 |
Close |
0.8034 |
0.8035 |
0.0001 |
0.0% |
0.8034 |
Range |
0.0061 |
0.0115 |
0.0054 |
88.5% |
0.0302 |
ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.9% |
0.0000 |
Volume |
70,356 |
59,348 |
-11,008 |
-15.6% |
357,276 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8354 |
0.8309 |
0.8098 |
|
R3 |
0.8239 |
0.8194 |
0.8067 |
|
R2 |
0.8124 |
0.8124 |
0.8056 |
|
R1 |
0.8079 |
0.8079 |
0.8046 |
0.8102 |
PP |
0.8009 |
0.8009 |
0.8009 |
0.8020 |
S1 |
0.7964 |
0.7964 |
0.8024 |
0.7987 |
S2 |
0.7894 |
0.7894 |
0.8014 |
|
S3 |
0.7779 |
0.7849 |
0.8003 |
|
S4 |
0.7664 |
0.7734 |
0.7972 |
|
|
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 |
0.8542 |
2.618 |
0.8354 |
1.618 |
0.8239 |
1.000 |
0.8168 |
0.618 |
0.8124 |
HIGH |
0.8053 |
0.618 |
0.8009 |
0.500 |
0.7996 |
0.382 |
0.7982 |
LOW |
0.7938 |
0.618 |
0.7867 |
1.000 |
0.7823 |
1.618 |
0.7752 |
2.618 |
0.7637 |
4.250 |
0.7449 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8022 |
0.8014 |
PP |
0.8009 |
0.7992 |
S1 |
0.7996 |
0.7971 |
|