CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8281 |
0.8180 |
-0.0101 |
-1.2% |
0.8280 |
High |
0.8299 |
0.8280 |
-0.0019 |
-0.2% |
0.8374 |
Low |
0.8195 |
0.8105 |
-0.0090 |
-1.1% |
0.8273 |
Close |
0.8218 |
0.8280 |
0.0062 |
0.8% |
0.8282 |
Range |
0.0104 |
0.0175 |
0.0071 |
68.3% |
0.0101 |
ATR |
0.0095 |
0.0101 |
0.0006 |
6.0% |
0.0000 |
Volume |
123 |
258 |
135 |
109.8% |
488 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8747 |
0.8688 |
0.8376 |
|
R3 |
0.8572 |
0.8513 |
0.8328 |
|
R2 |
0.8397 |
0.8397 |
0.8312 |
|
R1 |
0.8338 |
0.8338 |
0.8296 |
0.8368 |
PP |
0.8222 |
0.8222 |
0.8222 |
0.8236 |
S1 |
0.8163 |
0.8163 |
0.8264 |
0.8193 |
S2 |
0.8047 |
0.8047 |
0.8248 |
|
S3 |
0.7872 |
0.7988 |
0.8232 |
|
S4 |
0.7697 |
0.7813 |
0.8184 |
|
|
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 |
0.9024 |
2.618 |
0.8738 |
1.618 |
0.8563 |
1.000 |
0.8455 |
0.618 |
0.8388 |
HIGH |
0.8280 |
0.618 |
0.8213 |
0.500 |
0.8193 |
0.382 |
0.8172 |
LOW |
0.8105 |
0.618 |
0.7997 |
1.000 |
0.7930 |
1.618 |
0.7822 |
2.618 |
0.7647 |
4.250 |
0.7361 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8251 |
0.8261 |
PP |
0.8222 |
0.8242 |
S1 |
0.8193 |
0.8223 |
|