CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8170 |
0.8280 |
0.0110 |
1.3% |
0.8133 |
High |
0.8257 |
0.8350 |
0.0093 |
1.1% |
0.8257 |
Low |
0.8166 |
0.8280 |
0.0114 |
1.4% |
0.8046 |
Close |
0.8262 |
0.8320 |
0.0058 |
0.7% |
0.8262 |
Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0211 |
ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
54 |
43 |
-11 |
-20.4% |
489 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8527 |
0.8493 |
0.8359 |
|
R3 |
0.8457 |
0.8423 |
0.8339 |
|
R2 |
0.8387 |
0.8387 |
0.8333 |
|
R1 |
0.8353 |
0.8353 |
0.8326 |
0.8370 |
PP |
0.8317 |
0.8317 |
0.8317 |
0.8325 |
S1 |
0.8283 |
0.8283 |
0.8314 |
0.8300 |
S2 |
0.8247 |
0.8247 |
0.8307 |
|
S3 |
0.8177 |
0.8213 |
0.8301 |
|
S4 |
0.8107 |
0.8143 |
0.8282 |
|
|
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 |
0.8648 |
2.618 |
0.8533 |
1.618 |
0.8463 |
1.000 |
0.8420 |
0.618 |
0.8393 |
HIGH |
0.8350 |
0.618 |
0.8323 |
0.500 |
0.8315 |
0.382 |
0.8307 |
LOW |
0.8280 |
0.618 |
0.8237 |
1.000 |
0.8210 |
1.618 |
0.8167 |
2.618 |
0.8097 |
4.250 |
0.7983 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8318 |
0.8287 |
PP |
0.8317 |
0.8253 |
S1 |
0.8315 |
0.8220 |
|