CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.7873 |
0.7800 |
-0.0073 |
-0.9% |
0.7913 |
High |
0.7900 |
0.7804 |
-0.0096 |
-1.2% |
0.8000 |
Low |
0.7873 |
0.7800 |
-0.0073 |
-0.9% |
0.7860 |
Close |
0.7859 |
0.7839 |
-0.0020 |
-0.3% |
0.7859 |
Range |
0.0027 |
0.0004 |
-0.0023 |
-85.2% |
0.0140 |
ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
59 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7826 |
0.7837 |
0.7841 |
|
R3 |
0.7822 |
0.7833 |
0.7840 |
|
R2 |
0.7818 |
0.7818 |
0.7840 |
|
R1 |
0.7829 |
0.7829 |
0.7839 |
0.7824 |
PP |
0.7814 |
0.7814 |
0.7814 |
0.7812 |
S1 |
0.7825 |
0.7825 |
0.7839 |
0.7820 |
S2 |
0.7810 |
0.7810 |
0.7838 |
|
S3 |
0.7806 |
0.7821 |
0.7838 |
|
S4 |
0.7802 |
0.7817 |
0.7837 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8326 |
0.8233 |
0.7936 |
|
R3 |
0.8186 |
0.8093 |
0.7898 |
|
R2 |
0.8046 |
0.8046 |
0.7885 |
|
R1 |
0.7953 |
0.7953 |
0.7872 |
0.7930 |
PP |
0.7906 |
0.7906 |
0.7906 |
0.7895 |
S1 |
0.7813 |
0.7813 |
0.7846 |
0.7790 |
S2 |
0.7766 |
0.7766 |
0.7833 |
|
S3 |
0.7626 |
0.7673 |
0.7821 |
|
S4 |
0.7486 |
0.7533 |
0.7782 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7821 |
2.618 |
0.7814 |
1.618 |
0.7810 |
1.000 |
0.7808 |
0.618 |
0.7806 |
HIGH |
0.7804 |
0.618 |
0.7802 |
0.500 |
0.7802 |
0.382 |
0.7802 |
LOW |
0.7800 |
0.618 |
0.7798 |
1.000 |
0.7796 |
1.618 |
0.7794 |
2.618 |
0.7790 |
4.250 |
0.7783 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7827 |
0.7850 |
PP |
0.7814 |
0.7846 |
S1 |
0.7802 |
0.7843 |
|