CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8208 |
0.8225 |
0.0017 |
0.2% |
0.8290 |
High |
0.8230 |
0.8255 |
0.0025 |
0.3% |
0.8398 |
Low |
0.8102 |
0.8215 |
0.0113 |
1.4% |
0.8105 |
Close |
0.8211 |
0.8236 |
0.0025 |
0.3% |
0.8203 |
Range |
0.0128 |
0.0040 |
-0.0088 |
-68.8% |
0.0293 |
ATR |
0.0108 |
0.0103 |
-0.0005 |
-4.2% |
0.0000 |
Volume |
545 |
186 |
-359 |
-65.9% |
1,069 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8355 |
0.8336 |
0.8258 |
|
R3 |
0.8315 |
0.8296 |
0.8247 |
|
R2 |
0.8275 |
0.8275 |
0.8243 |
|
R1 |
0.8256 |
0.8256 |
0.8240 |
0.8266 |
PP |
0.8235 |
0.8235 |
0.8235 |
0.8240 |
S1 |
0.8216 |
0.8216 |
0.8232 |
0.8226 |
S2 |
0.8195 |
0.8195 |
0.8229 |
|
S3 |
0.8155 |
0.8176 |
0.8225 |
|
S4 |
0.8115 |
0.8136 |
0.8214 |
|
|
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 |
0.8425 |
2.618 |
0.8360 |
1.618 |
0.8320 |
1.000 |
0.8295 |
0.618 |
0.8280 |
HIGH |
0.8255 |
0.618 |
0.8240 |
0.500 |
0.8235 |
0.382 |
0.8230 |
LOW |
0.8215 |
0.618 |
0.8190 |
1.000 |
0.8175 |
1.618 |
0.8150 |
2.618 |
0.8110 |
4.250 |
0.8045 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8236 |
0.8217 |
PP |
0.8235 |
0.8198 |
S1 |
0.8235 |
0.8179 |
|