CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8180 |
0.8280 |
0.0100 |
1.2% |
0.8280 |
High |
0.8280 |
0.8356 |
0.0076 |
0.9% |
0.8374 |
Low |
0.8105 |
0.8275 |
0.0170 |
2.1% |
0.8273 |
Close |
0.8280 |
0.8323 |
0.0043 |
0.5% |
0.8282 |
Range |
0.0175 |
0.0081 |
-0.0094 |
-53.7% |
0.0101 |
ATR |
0.0101 |
0.0099 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
258 |
280 |
22 |
8.5% |
488 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8561 |
0.8523 |
0.8368 |
|
R3 |
0.8480 |
0.8442 |
0.8345 |
|
R2 |
0.8399 |
0.8399 |
0.8338 |
|
R1 |
0.8361 |
0.8361 |
0.8330 |
0.8380 |
PP |
0.8318 |
0.8318 |
0.8318 |
0.8328 |
S1 |
0.8280 |
0.8280 |
0.8316 |
0.8299 |
S2 |
0.8237 |
0.8237 |
0.8308 |
|
S3 |
0.8156 |
0.8199 |
0.8301 |
|
S4 |
0.8075 |
0.8118 |
0.8278 |
|
|
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 |
0.8700 |
2.618 |
0.8568 |
1.618 |
0.8487 |
1.000 |
0.8437 |
0.618 |
0.8406 |
HIGH |
0.8356 |
0.618 |
0.8325 |
0.500 |
0.8316 |
0.382 |
0.8306 |
LOW |
0.8275 |
0.618 |
0.8225 |
1.000 |
0.8194 |
1.618 |
0.8144 |
2.618 |
0.8063 |
4.250 |
0.7931 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8321 |
0.8292 |
PP |
0.8318 |
0.8261 |
S1 |
0.8316 |
0.8231 |
|