CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8090 |
0.8170 |
0.0080 |
1.0% |
0.8133 |
High |
0.8195 |
0.8257 |
0.0062 |
0.8% |
0.8257 |
Low |
0.8090 |
0.8166 |
0.0076 |
0.9% |
0.8046 |
Close |
0.8188 |
0.8262 |
0.0074 |
0.9% |
0.8262 |
Range |
0.0105 |
0.0091 |
-0.0014 |
-13.3% |
0.0211 |
ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
256 |
54 |
-202 |
-78.9% |
489 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8501 |
0.8473 |
0.8312 |
|
R3 |
0.8410 |
0.8382 |
0.8287 |
|
R2 |
0.8319 |
0.8319 |
0.8279 |
|
R1 |
0.8291 |
0.8291 |
0.8270 |
0.8305 |
PP |
0.8228 |
0.8228 |
0.8228 |
0.8236 |
S1 |
0.8200 |
0.8200 |
0.8254 |
0.8214 |
S2 |
0.8137 |
0.8137 |
0.8245 |
|
S3 |
0.8046 |
0.8109 |
0.8237 |
|
S4 |
0.7955 |
0.8018 |
0.8212 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8821 |
0.8753 |
0.8378 |
|
R3 |
0.8610 |
0.8542 |
0.8320 |
|
R2 |
0.8399 |
0.8399 |
0.8301 |
|
R1 |
0.8331 |
0.8331 |
0.8281 |
0.8365 |
PP |
0.8188 |
0.8188 |
0.8188 |
0.8206 |
S1 |
0.8120 |
0.8120 |
0.8243 |
0.8154 |
S2 |
0.7977 |
0.7977 |
0.8223 |
|
S3 |
0.7766 |
0.7909 |
0.8204 |
|
S4 |
0.7555 |
0.7698 |
0.8146 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8644 |
2.618 |
0.8495 |
1.618 |
0.8404 |
1.000 |
0.8348 |
0.618 |
0.8313 |
HIGH |
0.8257 |
0.618 |
0.8222 |
0.500 |
0.8212 |
0.382 |
0.8201 |
LOW |
0.8166 |
0.618 |
0.8110 |
1.000 |
0.8075 |
1.618 |
0.8019 |
2.618 |
0.7928 |
4.250 |
0.7779 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8245 |
0.8225 |
PP |
0.8228 |
0.8188 |
S1 |
0.8212 |
0.8152 |
|