CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8050 |
0.8133 |
0.0083 |
1.0% |
0.7960 |
High |
0.8095 |
0.8152 |
0.0057 |
0.7% |
0.8134 |
Low |
0.8050 |
0.8098 |
0.0048 |
0.6% |
0.7960 |
Close |
0.8082 |
0.8143 |
0.0061 |
0.8% |
0.8082 |
Range |
0.0045 |
0.0054 |
0.0009 |
20.0% |
0.0174 |
ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
104 |
78 |
-26 |
-25.0% |
415 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8293 |
0.8272 |
0.8173 |
|
R3 |
0.8239 |
0.8218 |
0.8158 |
|
R2 |
0.8185 |
0.8185 |
0.8153 |
|
R1 |
0.8164 |
0.8164 |
0.8148 |
0.8175 |
PP |
0.8131 |
0.8131 |
0.8131 |
0.8136 |
S1 |
0.8110 |
0.8110 |
0.8138 |
0.8121 |
S2 |
0.8077 |
0.8077 |
0.8133 |
|
S3 |
0.8023 |
0.8056 |
0.8128 |
|
S4 |
0.7969 |
0.8002 |
0.8113 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8581 |
0.8505 |
0.8178 |
|
R3 |
0.8407 |
0.8331 |
0.8130 |
|
R2 |
0.8233 |
0.8233 |
0.8114 |
|
R1 |
0.8157 |
0.8157 |
0.8098 |
0.8195 |
PP |
0.8059 |
0.8059 |
0.8059 |
0.8078 |
S1 |
0.7983 |
0.7983 |
0.8066 |
0.8021 |
S2 |
0.7885 |
0.7885 |
0.8050 |
|
S3 |
0.7711 |
0.7809 |
0.8034 |
|
S4 |
0.7537 |
0.7635 |
0.7986 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8382 |
2.618 |
0.8293 |
1.618 |
0.8239 |
1.000 |
0.8206 |
0.618 |
0.8185 |
HIGH |
0.8152 |
0.618 |
0.8131 |
0.500 |
0.8125 |
0.382 |
0.8119 |
LOW |
0.8098 |
0.618 |
0.8065 |
1.000 |
0.8044 |
1.618 |
0.8011 |
2.618 |
0.7957 |
4.250 |
0.7869 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8137 |
0.8125 |
PP |
0.8131 |
0.8106 |
S1 |
0.8125 |
0.8088 |
|