CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8044 |
0.8051 |
0.0007 |
0.1% |
0.7688 |
| High |
0.8091 |
0.8110 |
0.0019 |
0.2% |
0.7957 |
| Low |
0.8010 |
0.8020 |
0.0010 |
0.1% |
0.7615 |
| Close |
0.8053 |
0.8092 |
0.0039 |
0.5% |
0.7947 |
| Range |
0.0081 |
0.0090 |
0.0009 |
11.1% |
0.0342 |
| ATR |
0.0098 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
114 |
67 |
-47 |
-41.2% |
503 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8344 |
0.8308 |
0.8142 |
|
| R3 |
0.8254 |
0.8218 |
0.8117 |
|
| R2 |
0.8164 |
0.8164 |
0.8109 |
|
| R1 |
0.8128 |
0.8128 |
0.8100 |
0.8146 |
| PP |
0.8074 |
0.8074 |
0.8074 |
0.8083 |
| S1 |
0.8038 |
0.8038 |
0.8084 |
0.8056 |
| S2 |
0.7984 |
0.7984 |
0.8076 |
|
| S3 |
0.7894 |
0.7948 |
0.8067 |
|
| S4 |
0.7804 |
0.7858 |
0.8043 |
|
|
| 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 |
0.8493 |
|
2.618 |
0.8346 |
|
1.618 |
0.8256 |
|
1.000 |
0.8200 |
|
0.618 |
0.8166 |
|
HIGH |
0.8110 |
|
0.618 |
0.8076 |
|
0.500 |
0.8065 |
|
0.382 |
0.8054 |
|
LOW |
0.8020 |
|
0.618 |
0.7964 |
|
1.000 |
0.7930 |
|
1.618 |
0.7874 |
|
2.618 |
0.7784 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8083 |
0.8073 |
| PP |
0.8074 |
0.8054 |
| S1 |
0.8065 |
0.8035 |
|