CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8348 |
0.8295 |
-0.0053 |
-0.6% |
0.8280 |
| High |
0.8357 |
0.8365 |
0.0008 |
0.1% |
0.8374 |
| Low |
0.8290 |
0.8273 |
-0.0017 |
-0.2% |
0.8273 |
| Close |
0.8296 |
0.8282 |
-0.0014 |
-0.2% |
0.8282 |
| Range |
0.0067 |
0.0092 |
0.0025 |
37.3% |
0.0101 |
| ATR |
0.0095 |
0.0094 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
152 |
87 |
-65 |
-42.8% |
488 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8583 |
0.8524 |
0.8333 |
|
| R3 |
0.8491 |
0.8432 |
0.8307 |
|
| R2 |
0.8399 |
0.8399 |
0.8299 |
|
| R1 |
0.8340 |
0.8340 |
0.8290 |
0.8324 |
| PP |
0.8307 |
0.8307 |
0.8307 |
0.8298 |
| S1 |
0.8248 |
0.8248 |
0.8274 |
0.8232 |
| S2 |
0.8215 |
0.8215 |
0.8265 |
|
| S3 |
0.8123 |
0.8156 |
0.8257 |
|
| S4 |
0.8031 |
0.8064 |
0.8231 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8613 |
0.8548 |
0.8338 |
|
| R3 |
0.8512 |
0.8447 |
0.8310 |
|
| R2 |
0.8411 |
0.8411 |
0.8301 |
|
| R1 |
0.8346 |
0.8346 |
0.8291 |
0.8379 |
| PP |
0.8310 |
0.8310 |
0.8310 |
0.8326 |
| S1 |
0.8245 |
0.8245 |
0.8273 |
0.8278 |
| S2 |
0.8209 |
0.8209 |
0.8263 |
|
| S3 |
0.8108 |
0.8144 |
0.8254 |
|
| S4 |
0.8007 |
0.8043 |
0.8226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8756 |
|
2.618 |
0.8606 |
|
1.618 |
0.8514 |
|
1.000 |
0.8457 |
|
0.618 |
0.8422 |
|
HIGH |
0.8365 |
|
0.618 |
0.8330 |
|
0.500 |
0.8319 |
|
0.382 |
0.8308 |
|
LOW |
0.8273 |
|
0.618 |
0.8216 |
|
1.000 |
0.8181 |
|
1.618 |
0.8124 |
|
2.618 |
0.8032 |
|
4.250 |
0.7882 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8319 |
0.8320 |
| PP |
0.8307 |
0.8307 |
| S1 |
0.8294 |
0.8295 |
|