CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8156 |
0.8208 |
0.0052 |
0.6% |
0.8290 |
High |
0.8195 |
0.8230 |
0.0035 |
0.4% |
0.8398 |
Low |
0.8121 |
0.8102 |
-0.0019 |
-0.2% |
0.8105 |
Close |
0.8187 |
0.8211 |
0.0024 |
0.3% |
0.8203 |
Range |
0.0074 |
0.0128 |
0.0054 |
73.0% |
0.0293 |
ATR |
0.0106 |
0.0108 |
0.0002 |
1.5% |
0.0000 |
Volume |
270 |
545 |
275 |
101.9% |
1,069 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8565 |
0.8516 |
0.8281 |
|
R3 |
0.8437 |
0.8388 |
0.8246 |
|
R2 |
0.8309 |
0.8309 |
0.8234 |
|
R1 |
0.8260 |
0.8260 |
0.8223 |
0.8285 |
PP |
0.8181 |
0.8181 |
0.8181 |
0.8193 |
S1 |
0.8132 |
0.8132 |
0.8199 |
0.8157 |
S2 |
0.8053 |
0.8053 |
0.8188 |
|
S3 |
0.7925 |
0.8004 |
0.8176 |
|
S4 |
0.7797 |
0.7876 |
0.8141 |
|
|
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 |
0.8774 |
2.618 |
0.8565 |
1.618 |
0.8437 |
1.000 |
0.8358 |
0.618 |
0.8309 |
HIGH |
0.8230 |
0.618 |
0.8181 |
0.500 |
0.8166 |
0.382 |
0.8151 |
LOW |
0.8102 |
0.618 |
0.8023 |
1.000 |
0.7974 |
1.618 |
0.7895 |
2.618 |
0.7767 |
4.250 |
0.7558 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8196 |
0.8192 |
PP |
0.8181 |
0.8174 |
S1 |
0.8166 |
0.8155 |
|