CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8345 |
0.8363 |
0.0018 |
0.2% |
0.8133 |
| High |
0.8374 |
0.8366 |
-0.0008 |
-0.1% |
0.8257 |
| Low |
0.8302 |
0.8275 |
-0.0027 |
-0.3% |
0.8046 |
| Close |
0.8331 |
0.8333 |
0.0002 |
0.0% |
0.8262 |
| Range |
0.0072 |
0.0091 |
0.0019 |
26.4% |
0.0211 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
114 |
92 |
-22 |
-19.3% |
489 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8598 |
0.8556 |
0.8383 |
|
| R3 |
0.8507 |
0.8465 |
0.8358 |
|
| R2 |
0.8416 |
0.8416 |
0.8350 |
|
| R1 |
0.8374 |
0.8374 |
0.8341 |
0.8350 |
| PP |
0.8325 |
0.8325 |
0.8325 |
0.8312 |
| S1 |
0.8283 |
0.8283 |
0.8325 |
0.8259 |
| S2 |
0.8234 |
0.8234 |
0.8316 |
|
| S3 |
0.8143 |
0.8192 |
0.8308 |
|
| S4 |
0.8052 |
0.8101 |
0.8283 |
|
|
| 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 |
0.8753 |
|
2.618 |
0.8604 |
|
1.618 |
0.8513 |
|
1.000 |
0.8457 |
|
0.618 |
0.8422 |
|
HIGH |
0.8366 |
|
0.618 |
0.8331 |
|
0.500 |
0.8321 |
|
0.382 |
0.8310 |
|
LOW |
0.8275 |
|
0.618 |
0.8219 |
|
1.000 |
0.8184 |
|
1.618 |
0.8128 |
|
2.618 |
0.8037 |
|
4.250 |
0.7888 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8329 |
0.8330 |
| PP |
0.8325 |
0.8327 |
| S1 |
0.8321 |
0.8325 |
|