CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8225 |
0.8156 |
-0.0069 |
-0.8% |
0.8290 |
High |
0.8225 |
0.8195 |
-0.0030 |
-0.4% |
0.8398 |
Low |
0.8080 |
0.8121 |
0.0041 |
0.5% |
0.8105 |
Close |
0.8145 |
0.8187 |
0.0042 |
0.5% |
0.8203 |
Range |
0.0145 |
0.0074 |
-0.0071 |
-49.0% |
0.0293 |
ATR |
0.0109 |
0.0106 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
185 |
270 |
85 |
45.9% |
1,069 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8390 |
0.8362 |
0.8228 |
|
R3 |
0.8316 |
0.8288 |
0.8207 |
|
R2 |
0.8242 |
0.8242 |
0.8201 |
|
R1 |
0.8214 |
0.8214 |
0.8194 |
0.8228 |
PP |
0.8168 |
0.8168 |
0.8168 |
0.8175 |
S1 |
0.8140 |
0.8140 |
0.8180 |
0.8154 |
S2 |
0.8094 |
0.8094 |
0.8173 |
|
S3 |
0.8020 |
0.8066 |
0.8167 |
|
S4 |
0.7946 |
0.7992 |
0.8146 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9114 |
0.8952 |
0.8364 |
|
R3 |
0.8821 |
0.8659 |
0.8284 |
|
R2 |
0.8528 |
0.8528 |
0.8257 |
|
R1 |
0.8366 |
0.8366 |
0.8230 |
0.8301 |
PP |
0.8235 |
0.8235 |
0.8235 |
0.8203 |
S1 |
0.8073 |
0.8073 |
0.8176 |
0.8008 |
S2 |
0.7942 |
0.7942 |
0.8149 |
|
S3 |
0.7649 |
0.7780 |
0.8122 |
|
S4 |
0.7356 |
0.7487 |
0.8042 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8510 |
2.618 |
0.8389 |
1.618 |
0.8315 |
1.000 |
0.8269 |
0.618 |
0.8241 |
HIGH |
0.8195 |
0.618 |
0.8167 |
0.500 |
0.8158 |
0.382 |
0.8149 |
LOW |
0.8121 |
0.618 |
0.8075 |
1.000 |
0.8047 |
1.618 |
0.8001 |
2.618 |
0.7927 |
4.250 |
0.7807 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8177 |
0.8239 |
PP |
0.8168 |
0.8222 |
S1 |
0.8158 |
0.8204 |
|