CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7960 |
0.0060 |
0.8% |
0.7688 |
| High |
0.7951 |
0.8078 |
0.0127 |
1.6% |
0.7957 |
| Low |
0.7888 |
0.7960 |
0.0072 |
0.9% |
0.7615 |
| Close |
0.7947 |
0.8066 |
0.0119 |
1.5% |
0.7947 |
| Range |
0.0063 |
0.0118 |
0.0055 |
87.3% |
0.0342 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.5% |
0.0000 |
| Volume |
108 |
45 |
-63 |
-58.3% |
503 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8389 |
0.8345 |
0.8131 |
|
| R3 |
0.8271 |
0.8227 |
0.8098 |
|
| R2 |
0.8153 |
0.8153 |
0.8088 |
|
| R1 |
0.8109 |
0.8109 |
0.8077 |
0.8131 |
| PP |
0.8035 |
0.8035 |
0.8035 |
0.8046 |
| S1 |
0.7991 |
0.7991 |
0.8055 |
0.8013 |
| S2 |
0.7917 |
0.7917 |
0.8044 |
|
| S3 |
0.7799 |
0.7873 |
0.8034 |
|
| S4 |
0.7681 |
0.7755 |
0.8001 |
|
|
| 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 |
0.8580 |
|
2.618 |
0.8387 |
|
1.618 |
0.8269 |
|
1.000 |
0.8196 |
|
0.618 |
0.8151 |
|
HIGH |
0.8078 |
|
0.618 |
0.8033 |
|
0.500 |
0.8019 |
|
0.382 |
0.8005 |
|
LOW |
0.7960 |
|
0.618 |
0.7887 |
|
1.000 |
0.7842 |
|
1.618 |
0.7769 |
|
2.618 |
0.7651 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8050 |
0.8037 |
| PP |
0.8035 |
0.8007 |
| S1 |
0.8019 |
0.7978 |
|