CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7986 |
-0.0014 |
-0.2% |
0.7875 |
| High |
0.8000 |
0.8000 |
0.0000 |
0.0% |
0.7978 |
| Low |
0.7968 |
0.7928 |
-0.0040 |
-0.5% |
0.7738 |
| Close |
0.7975 |
0.7995 |
0.0020 |
0.3% |
0.7980 |
| Range |
0.0032 |
0.0072 |
0.0040 |
125.0% |
0.0240 |
| ATR |
|
|
|
|
|
| Volume |
3 |
2 |
-1 |
-33.3% |
96 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8165 |
0.8035 |
|
| R3 |
0.8118 |
0.8093 |
0.8015 |
|
| R2 |
0.8046 |
0.8046 |
0.8008 |
|
| R1 |
0.8021 |
0.8021 |
0.8002 |
0.8034 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7981 |
| S1 |
0.7949 |
0.7949 |
0.7988 |
0.7962 |
| S2 |
0.7902 |
0.7902 |
0.7982 |
|
| S3 |
0.7830 |
0.7877 |
0.7975 |
|
| S4 |
0.7758 |
0.7805 |
0.7955 |
|
|
| 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 |
0.8306 |
|
2.618 |
0.8188 |
|
1.618 |
0.8116 |
|
1.000 |
0.8072 |
|
0.618 |
0.8044 |
|
HIGH |
0.8000 |
|
0.618 |
0.7972 |
|
0.500 |
0.7964 |
|
0.382 |
0.7956 |
|
LOW |
0.7928 |
|
0.618 |
0.7884 |
|
1.000 |
0.7856 |
|
1.618 |
0.7812 |
|
2.618 |
0.7740 |
|
4.250 |
0.7622 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7985 |
0.7982 |
| PP |
0.7974 |
0.7969 |
| S1 |
0.7964 |
0.7957 |
|