CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.7938 |
0.7900 |
-0.0038 |
-0.5% |
0.7688 |
High |
0.7957 |
0.7951 |
-0.0006 |
-0.1% |
0.7957 |
Low |
0.7878 |
0.7888 |
0.0010 |
0.1% |
0.7615 |
Close |
0.7967 |
0.7947 |
-0.0020 |
-0.3% |
0.7947 |
Range |
0.0079 |
0.0063 |
-0.0016 |
-20.3% |
0.0342 |
ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
102 |
108 |
6 |
5.9% |
503 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8118 |
0.8095 |
0.7982 |
|
R3 |
0.8055 |
0.8032 |
0.7964 |
|
R2 |
0.7992 |
0.7992 |
0.7959 |
|
R1 |
0.7969 |
0.7969 |
0.7953 |
0.7981 |
PP |
0.7929 |
0.7929 |
0.7929 |
0.7934 |
S1 |
0.7906 |
0.7906 |
0.7941 |
0.7918 |
S2 |
0.7866 |
0.7866 |
0.7935 |
|
S3 |
0.7803 |
0.7843 |
0.7930 |
|
S4 |
0.7740 |
0.7780 |
0.7912 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8866 |
0.8748 |
0.8135 |
|
R3 |
0.8524 |
0.8406 |
0.8041 |
|
R2 |
0.8182 |
0.8182 |
0.8010 |
|
R1 |
0.8064 |
0.8064 |
0.7978 |
0.8123 |
PP |
0.7840 |
0.7840 |
0.7840 |
0.7869 |
S1 |
0.7722 |
0.7722 |
0.7916 |
0.7781 |
S2 |
0.7498 |
0.7498 |
0.7884 |
|
S3 |
0.7156 |
0.7380 |
0.7853 |
|
S4 |
0.6814 |
0.7038 |
0.7759 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8219 |
2.618 |
0.8116 |
1.618 |
0.8053 |
1.000 |
0.8014 |
0.618 |
0.7990 |
HIGH |
0.7951 |
0.618 |
0.7927 |
0.500 |
0.7920 |
0.382 |
0.7912 |
LOW |
0.7888 |
0.618 |
0.7849 |
1.000 |
0.7825 |
1.618 |
0.7786 |
2.618 |
0.7723 |
4.250 |
0.7620 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7938 |
0.7929 |
PP |
0.7929 |
0.7911 |
S1 |
0.7920 |
0.7893 |
|