CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7913 |
0.8000 |
0.0087 |
1.1% |
0.7875 |
| High |
0.7985 |
0.8000 |
0.0015 |
0.2% |
0.7978 |
| Low |
0.7913 |
0.7968 |
0.0055 |
0.7% |
0.7738 |
| Close |
0.7981 |
0.7975 |
-0.0006 |
-0.1% |
0.7980 |
| Range |
0.0072 |
0.0032 |
-0.0040 |
-55.6% |
0.0240 |
| ATR |
|
|
|
|
|
| Volume |
10 |
3 |
-7 |
-70.0% |
96 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8058 |
0.7993 |
|
| R3 |
0.8045 |
0.8026 |
0.7984 |
|
| R2 |
0.8013 |
0.8013 |
0.7981 |
|
| R1 |
0.7994 |
0.7994 |
0.7978 |
0.7988 |
| PP |
0.7981 |
0.7981 |
0.7981 |
0.7978 |
| S1 |
0.7962 |
0.7962 |
0.7972 |
0.7956 |
| S2 |
0.7949 |
0.7949 |
0.7969 |
|
| S3 |
0.7917 |
0.7930 |
0.7966 |
|
| S4 |
0.7885 |
0.7898 |
0.7957 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8619 |
0.8539 |
0.8112 |
|
| R3 |
0.8379 |
0.8299 |
0.8046 |
|
| R2 |
0.8139 |
0.8139 |
0.8024 |
|
| R1 |
0.8059 |
0.8059 |
0.8002 |
0.8099 |
| PP |
0.7899 |
0.7899 |
0.7899 |
0.7919 |
| S1 |
0.7819 |
0.7819 |
0.7958 |
0.7859 |
| S2 |
0.7659 |
0.7659 |
0.7936 |
|
| S3 |
0.7419 |
0.7579 |
0.7914 |
|
| S4 |
0.7179 |
0.7339 |
0.7848 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8136 |
|
2.618 |
0.8084 |
|
1.618 |
0.8052 |
|
1.000 |
0.8032 |
|
0.618 |
0.8020 |
|
HIGH |
0.8000 |
|
0.618 |
0.7988 |
|
0.500 |
0.7984 |
|
0.382 |
0.7980 |
|
LOW |
0.7968 |
|
0.618 |
0.7948 |
|
1.000 |
0.7936 |
|
1.618 |
0.7916 |
|
2.618 |
0.7884 |
|
4.250 |
0.7832 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7984 |
0.7969 |
| PP |
0.7981 |
0.7963 |
| S1 |
0.7978 |
0.7957 |
|