CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8133 |
0.8122 |
-0.0011 |
-0.1% |
0.7960 |
| High |
0.8152 |
0.8216 |
0.0064 |
0.8% |
0.8134 |
| Low |
0.8098 |
0.8122 |
0.0024 |
0.3% |
0.7960 |
| Close |
0.8143 |
0.8187 |
0.0044 |
0.5% |
0.8082 |
| Range |
0.0054 |
0.0094 |
0.0040 |
74.1% |
0.0174 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.1% |
0.0000 |
| Volume |
78 |
37 |
-41 |
-52.6% |
415 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8457 |
0.8416 |
0.8239 |
|
| R3 |
0.8363 |
0.8322 |
0.8213 |
|
| R2 |
0.8269 |
0.8269 |
0.8204 |
|
| R1 |
0.8228 |
0.8228 |
0.8196 |
0.8249 |
| PP |
0.8175 |
0.8175 |
0.8175 |
0.8185 |
| S1 |
0.8134 |
0.8134 |
0.8178 |
0.8155 |
| S2 |
0.8081 |
0.8081 |
0.8170 |
|
| S3 |
0.7987 |
0.8040 |
0.8161 |
|
| S4 |
0.7893 |
0.7946 |
0.8135 |
|
|
| 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 |
0.8616 |
|
2.618 |
0.8462 |
|
1.618 |
0.8368 |
|
1.000 |
0.8310 |
|
0.618 |
0.8274 |
|
HIGH |
0.8216 |
|
0.618 |
0.8180 |
|
0.500 |
0.8169 |
|
0.382 |
0.8158 |
|
LOW |
0.8122 |
|
0.618 |
0.8064 |
|
1.000 |
0.8028 |
|
1.618 |
0.7970 |
|
2.618 |
0.7876 |
|
4.250 |
0.7723 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8181 |
0.8169 |
| PP |
0.8175 |
0.8151 |
| S1 |
0.8169 |
0.8133 |
|