CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7745 |
0.7670 |
-0.0075 |
-1.0% |
0.7913 |
| High |
0.7781 |
0.7764 |
-0.0017 |
-0.2% |
0.8000 |
| Low |
0.7641 |
0.7670 |
0.0029 |
0.4% |
0.7860 |
| Close |
0.7649 |
0.7758 |
0.0109 |
1.4% |
0.7859 |
| Range |
0.0140 |
0.0094 |
-0.0046 |
-32.9% |
0.0140 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.3% |
0.0000 |
| Volume |
22 |
23 |
1 |
4.5% |
59 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8013 |
0.7979 |
0.7810 |
|
| R3 |
0.7919 |
0.7885 |
0.7784 |
|
| R2 |
0.7825 |
0.7825 |
0.7775 |
|
| R1 |
0.7791 |
0.7791 |
0.7767 |
0.7808 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7739 |
| S1 |
0.7697 |
0.7697 |
0.7749 |
0.7714 |
| S2 |
0.7637 |
0.7637 |
0.7741 |
|
| S3 |
0.7543 |
0.7603 |
0.7732 |
|
| S4 |
0.7449 |
0.7509 |
0.7706 |
|
|
| 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 |
0.8164 |
|
2.618 |
0.8010 |
|
1.618 |
0.7916 |
|
1.000 |
0.7858 |
|
0.618 |
0.7822 |
|
HIGH |
0.7764 |
|
0.618 |
0.7728 |
|
0.500 |
0.7717 |
|
0.382 |
0.7706 |
|
LOW |
0.7670 |
|
0.618 |
0.7612 |
|
1.000 |
0.7576 |
|
1.618 |
0.7518 |
|
2.618 |
0.7424 |
|
4.250 |
0.7271 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7757 |
| PP |
0.7731 |
0.7755 |
| S1 |
0.7717 |
0.7754 |
|