CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8280 |
0.8345 |
0.0065 |
0.8% |
0.8133 |
| High |
0.8350 |
0.8374 |
0.0024 |
0.3% |
0.8257 |
| Low |
0.8280 |
0.8302 |
0.0022 |
0.3% |
0.8046 |
| Close |
0.8320 |
0.8331 |
0.0011 |
0.1% |
0.8262 |
| Range |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0211 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
43 |
114 |
71 |
165.1% |
489 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8552 |
0.8513 |
0.8371 |
|
| R3 |
0.8480 |
0.8441 |
0.8351 |
|
| R2 |
0.8408 |
0.8408 |
0.8344 |
|
| R1 |
0.8369 |
0.8369 |
0.8338 |
0.8353 |
| PP |
0.8336 |
0.8336 |
0.8336 |
0.8327 |
| S1 |
0.8297 |
0.8297 |
0.8324 |
0.8281 |
| S2 |
0.8264 |
0.8264 |
0.8318 |
|
| S3 |
0.8192 |
0.8225 |
0.8311 |
|
| S4 |
0.8120 |
0.8153 |
0.8291 |
|
|
| 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 |
0.8680 |
|
2.618 |
0.8562 |
|
1.618 |
0.8490 |
|
1.000 |
0.8446 |
|
0.618 |
0.8418 |
|
HIGH |
0.8374 |
|
0.618 |
0.8346 |
|
0.500 |
0.8338 |
|
0.382 |
0.8330 |
|
LOW |
0.8302 |
|
0.618 |
0.8258 |
|
1.000 |
0.8230 |
|
1.618 |
0.8186 |
|
2.618 |
0.8114 |
|
4.250 |
0.7996 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8338 |
0.8311 |
| PP |
0.8336 |
0.8290 |
| S1 |
0.8333 |
0.8270 |
|