CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.7828 |
0.7938 |
0.0110 |
1.4% |
0.7800 |
High |
0.7951 |
0.7957 |
0.0006 |
0.1% |
0.7866 |
Low |
0.7828 |
0.7878 |
0.0050 |
0.6% |
0.7641 |
Close |
0.7960 |
0.7967 |
0.0007 |
0.1% |
0.7688 |
Range |
0.0123 |
0.0079 |
-0.0044 |
-35.8% |
0.0225 |
ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
52 |
102 |
50 |
96.2% |
82 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8171 |
0.8148 |
0.8010 |
|
R3 |
0.8092 |
0.8069 |
0.7989 |
|
R2 |
0.8013 |
0.8013 |
0.7981 |
|
R1 |
0.7990 |
0.7990 |
0.7974 |
0.8002 |
PP |
0.7934 |
0.7934 |
0.7934 |
0.7940 |
S1 |
0.7911 |
0.7911 |
0.7960 |
0.7923 |
S2 |
0.7855 |
0.7855 |
0.7953 |
|
S3 |
0.7776 |
0.7832 |
0.7945 |
|
S4 |
0.7697 |
0.7753 |
0.7924 |
|
|
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 |
0.8293 |
2.618 |
0.8164 |
1.618 |
0.8085 |
1.000 |
0.8036 |
0.618 |
0.8006 |
HIGH |
0.7957 |
0.618 |
0.7927 |
0.500 |
0.7918 |
0.382 |
0.7908 |
LOW |
0.7878 |
0.618 |
0.7829 |
1.000 |
0.7799 |
1.618 |
0.7750 |
2.618 |
0.7671 |
4.250 |
0.7542 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7951 |
0.7930 |
PP |
0.7934 |
0.7894 |
S1 |
0.7918 |
0.7857 |
|