CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.7960 |
0.8044 |
0.0084 |
1.1% |
0.7688 |
High |
0.8078 |
0.8091 |
0.0013 |
0.2% |
0.7957 |
Low |
0.7960 |
0.8010 |
0.0050 |
0.6% |
0.7615 |
Close |
0.8066 |
0.8053 |
-0.0013 |
-0.2% |
0.7947 |
Range |
0.0118 |
0.0081 |
-0.0037 |
-31.4% |
0.0342 |
ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
45 |
114 |
69 |
153.3% |
503 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8294 |
0.8255 |
0.8098 |
|
R3 |
0.8213 |
0.8174 |
0.8075 |
|
R2 |
0.8132 |
0.8132 |
0.8068 |
|
R1 |
0.8093 |
0.8093 |
0.8060 |
0.8113 |
PP |
0.8051 |
0.8051 |
0.8051 |
0.8061 |
S1 |
0.8012 |
0.8012 |
0.8046 |
0.8032 |
S2 |
0.7970 |
0.7970 |
0.8038 |
|
S3 |
0.7889 |
0.7931 |
0.8031 |
|
S4 |
0.7808 |
0.7850 |
0.8008 |
|
|
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 |
0.8435 |
2.618 |
0.8303 |
1.618 |
0.8222 |
1.000 |
0.8172 |
0.618 |
0.8141 |
HIGH |
0.8091 |
0.618 |
0.8060 |
0.500 |
0.8051 |
0.382 |
0.8041 |
LOW |
0.8010 |
0.618 |
0.7960 |
1.000 |
0.7929 |
1.618 |
0.7879 |
2.618 |
0.7798 |
4.250 |
0.7666 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8052 |
0.8032 |
PP |
0.8051 |
0.8011 |
S1 |
0.8051 |
0.7990 |
|