CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8363 |
0.8348 |
-0.0015 |
-0.2% |
0.8133 |
High |
0.8366 |
0.8357 |
-0.0009 |
-0.1% |
0.8257 |
Low |
0.8275 |
0.8290 |
0.0015 |
0.2% |
0.8046 |
Close |
0.8333 |
0.8296 |
-0.0037 |
-0.4% |
0.8262 |
Range |
0.0091 |
0.0067 |
-0.0024 |
-26.4% |
0.0211 |
ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
92 |
152 |
60 |
65.2% |
489 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8515 |
0.8473 |
0.8333 |
|
R3 |
0.8448 |
0.8406 |
0.8314 |
|
R2 |
0.8381 |
0.8381 |
0.8308 |
|
R1 |
0.8339 |
0.8339 |
0.8302 |
0.8327 |
PP |
0.8314 |
0.8314 |
0.8314 |
0.8308 |
S1 |
0.8272 |
0.8272 |
0.8290 |
0.8260 |
S2 |
0.8247 |
0.8247 |
0.8284 |
|
S3 |
0.8180 |
0.8205 |
0.8278 |
|
S4 |
0.8113 |
0.8138 |
0.8259 |
|
|
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 |
0.8642 |
2.618 |
0.8532 |
1.618 |
0.8465 |
1.000 |
0.8424 |
0.618 |
0.8398 |
HIGH |
0.8357 |
0.618 |
0.8331 |
0.500 |
0.8324 |
0.382 |
0.8316 |
LOW |
0.8290 |
0.618 |
0.8249 |
1.000 |
0.8223 |
1.618 |
0.8182 |
2.618 |
0.8115 |
4.250 |
0.8005 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8324 |
0.8325 |
PP |
0.8314 |
0.8315 |
S1 |
0.8305 |
0.8306 |
|