CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8295 |
0.8290 |
-0.0005 |
-0.1% |
0.8280 |
High |
0.8365 |
0.8341 |
-0.0024 |
-0.3% |
0.8374 |
Low |
0.8273 |
0.8250 |
-0.0023 |
-0.3% |
0.8273 |
Close |
0.8282 |
0.8271 |
-0.0011 |
-0.1% |
0.8282 |
Range |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0101 |
ATR |
0.0094 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
Volume |
87 |
183 |
96 |
110.3% |
488 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8560 |
0.8507 |
0.8321 |
|
R3 |
0.8469 |
0.8416 |
0.8296 |
|
R2 |
0.8378 |
0.8378 |
0.8288 |
|
R1 |
0.8325 |
0.8325 |
0.8279 |
0.8306 |
PP |
0.8287 |
0.8287 |
0.8287 |
0.8278 |
S1 |
0.8234 |
0.8234 |
0.8263 |
0.8215 |
S2 |
0.8196 |
0.8196 |
0.8254 |
|
S3 |
0.8105 |
0.8143 |
0.8246 |
|
S4 |
0.8014 |
0.8052 |
0.8221 |
|
|
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 |
0.8728 |
2.618 |
0.8579 |
1.618 |
0.8488 |
1.000 |
0.8432 |
0.618 |
0.8397 |
HIGH |
0.8341 |
0.618 |
0.8306 |
0.500 |
0.8296 |
0.382 |
0.8285 |
LOW |
0.8250 |
0.618 |
0.8194 |
1.000 |
0.8159 |
1.618 |
0.8103 |
2.618 |
0.8012 |
4.250 |
0.7863 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8296 |
0.8308 |
PP |
0.8287 |
0.8295 |
S1 |
0.8279 |
0.8283 |
|