CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7688 |
-0.0046 |
-0.6% |
0.7800 |
| High |
0.7734 |
0.7744 |
0.0010 |
0.1% |
0.7866 |
| Low |
0.7660 |
0.7615 |
-0.0045 |
-0.6% |
0.7641 |
| Close |
0.7688 |
0.7726 |
0.0038 |
0.5% |
0.7688 |
| Range |
0.0074 |
0.0129 |
0.0055 |
74.3% |
0.0225 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.1% |
0.0000 |
| Volume |
12 |
88 |
76 |
633.3% |
82 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8033 |
0.7797 |
|
| R3 |
0.7953 |
0.7904 |
0.7761 |
|
| R2 |
0.7824 |
0.7824 |
0.7750 |
|
| R1 |
0.7775 |
0.7775 |
0.7738 |
0.7800 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7707 |
| S1 |
0.7646 |
0.7646 |
0.7714 |
0.7671 |
| S2 |
0.7566 |
0.7566 |
0.7702 |
|
| S3 |
0.7437 |
0.7517 |
0.7691 |
|
| S4 |
0.7308 |
0.7388 |
0.7655 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8407 |
0.8272 |
0.7812 |
|
| R3 |
0.8182 |
0.8047 |
0.7750 |
|
| R2 |
0.7957 |
0.7957 |
0.7729 |
|
| R1 |
0.7822 |
0.7822 |
0.7709 |
0.7777 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7709 |
| S1 |
0.7597 |
0.7597 |
0.7667 |
0.7552 |
| S2 |
0.7507 |
0.7507 |
0.7647 |
|
| S3 |
0.7282 |
0.7372 |
0.7626 |
|
| S4 |
0.7057 |
0.7147 |
0.7564 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8292 |
|
2.618 |
0.8082 |
|
1.618 |
0.7953 |
|
1.000 |
0.7873 |
|
0.618 |
0.7824 |
|
HIGH |
0.7744 |
|
0.618 |
0.7695 |
|
0.500 |
0.7680 |
|
0.382 |
0.7664 |
|
LOW |
0.7615 |
|
0.618 |
0.7535 |
|
1.000 |
0.7486 |
|
1.618 |
0.7406 |
|
2.618 |
0.7277 |
|
4.250 |
0.7067 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7711 |
0.7714 |
| PP |
0.7695 |
0.7702 |
| S1 |
0.7680 |
0.7690 |
|