CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8220 |
0.8310 |
0.0090 |
1.1% |
0.8225 |
High |
0.8321 |
0.8353 |
0.0032 |
0.4% |
0.8321 |
Low |
0.8145 |
0.8289 |
0.0144 |
1.8% |
0.8080 |
Close |
0.8268 |
0.8310 |
0.0042 |
0.5% |
0.8268 |
Range |
0.0176 |
0.0064 |
-0.0112 |
-63.6% |
0.0241 |
ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
126 |
1,049 |
923 |
732.5% |
1,312 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8509 |
0.8474 |
0.8345 |
|
R3 |
0.8445 |
0.8410 |
0.8328 |
|
R2 |
0.8381 |
0.8381 |
0.8322 |
|
R1 |
0.8346 |
0.8346 |
0.8316 |
0.8342 |
PP |
0.8317 |
0.8317 |
0.8317 |
0.8316 |
S1 |
0.8282 |
0.8282 |
0.8304 |
0.8278 |
S2 |
0.8253 |
0.8253 |
0.8298 |
|
S3 |
0.8189 |
0.8218 |
0.8292 |
|
S4 |
0.8125 |
0.8154 |
0.8275 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8946 |
0.8848 |
0.8401 |
|
R3 |
0.8705 |
0.8607 |
0.8334 |
|
R2 |
0.8464 |
0.8464 |
0.8312 |
|
R1 |
0.8366 |
0.8366 |
0.8290 |
0.8415 |
PP |
0.8223 |
0.8223 |
0.8223 |
0.8248 |
S1 |
0.8125 |
0.8125 |
0.8246 |
0.8174 |
S2 |
0.7982 |
0.7982 |
0.8224 |
|
S3 |
0.7741 |
0.7884 |
0.8202 |
|
S4 |
0.7500 |
0.7643 |
0.8135 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8625 |
2.618 |
0.8521 |
1.618 |
0.8457 |
1.000 |
0.8417 |
0.618 |
0.8393 |
HIGH |
0.8353 |
0.618 |
0.8329 |
0.500 |
0.8321 |
0.382 |
0.8313 |
LOW |
0.8289 |
0.618 |
0.8249 |
1.000 |
0.8225 |
1.618 |
0.8185 |
2.618 |
0.8121 |
4.250 |
0.8017 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8321 |
0.8290 |
PP |
0.8317 |
0.8269 |
S1 |
0.8314 |
0.8249 |
|