CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7835 |
0.0035 |
0.4% |
0.7913 |
| High |
0.7804 |
0.7866 |
0.0062 |
0.8% |
0.8000 |
| Low |
0.7800 |
0.7800 |
0.0000 |
0.0% |
0.7860 |
| Close |
0.7839 |
0.7826 |
-0.0013 |
-0.2% |
0.7859 |
| Range |
0.0004 |
0.0066 |
0.0062 |
1,550.0% |
0.0140 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
3 |
22 |
19 |
633.3% |
59 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8029 |
0.7993 |
0.7862 |
|
| R3 |
0.7963 |
0.7927 |
0.7844 |
|
| R2 |
0.7897 |
0.7897 |
0.7838 |
|
| R1 |
0.7861 |
0.7861 |
0.7832 |
0.7846 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7823 |
| S1 |
0.7795 |
0.7795 |
0.7820 |
0.7780 |
| S2 |
0.7765 |
0.7765 |
0.7814 |
|
| S3 |
0.7699 |
0.7729 |
0.7808 |
|
| S4 |
0.7633 |
0.7663 |
0.7790 |
|
|
| 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 |
0.8147 |
|
2.618 |
0.8039 |
|
1.618 |
0.7973 |
|
1.000 |
0.7932 |
|
0.618 |
0.7907 |
|
HIGH |
0.7866 |
|
0.618 |
0.7841 |
|
0.500 |
0.7833 |
|
0.382 |
0.7825 |
|
LOW |
0.7800 |
|
0.618 |
0.7759 |
|
1.000 |
0.7734 |
|
1.618 |
0.7693 |
|
2.618 |
0.7627 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7833 |
0.7850 |
| PP |
0.7831 |
0.7842 |
| S1 |
0.7828 |
0.7834 |
|