CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7835 |
0.7745 |
-0.0090 |
-1.1% |
0.7913 |
| High |
0.7866 |
0.7781 |
-0.0085 |
-1.1% |
0.8000 |
| Low |
0.7800 |
0.7641 |
-0.0159 |
-2.0% |
0.7860 |
| Close |
0.7826 |
0.7649 |
-0.0177 |
-2.3% |
0.7859 |
| Range |
0.0066 |
0.0140 |
0.0074 |
112.1% |
0.0140 |
| ATR |
0.0080 |
0.0087 |
0.0008 |
9.4% |
0.0000 |
| Volume |
22 |
22 |
0 |
0.0% |
59 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8020 |
0.7726 |
|
| R3 |
0.7970 |
0.7880 |
0.7688 |
|
| R2 |
0.7830 |
0.7830 |
0.7675 |
|
| R1 |
0.7740 |
0.7740 |
0.7662 |
0.7715 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7678 |
| S1 |
0.7600 |
0.7600 |
0.7636 |
0.7575 |
| S2 |
0.7550 |
0.7550 |
0.7623 |
|
| S3 |
0.7410 |
0.7460 |
0.7611 |
|
| S4 |
0.7270 |
0.7320 |
0.7572 |
|
|
| 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 |
0.8376 |
|
2.618 |
0.8148 |
|
1.618 |
0.8008 |
|
1.000 |
0.7921 |
|
0.618 |
0.7868 |
|
HIGH |
0.7781 |
|
0.618 |
0.7728 |
|
0.500 |
0.7711 |
|
0.382 |
0.7694 |
|
LOW |
0.7641 |
|
0.618 |
0.7554 |
|
1.000 |
0.7501 |
|
1.618 |
0.7414 |
|
2.618 |
0.7274 |
|
4.250 |
0.7046 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7711 |
0.7754 |
| PP |
0.7690 |
0.7719 |
| S1 |
0.7670 |
0.7684 |
|