CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 25-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8310 |
0.8294 |
-0.0016 |
-0.2% |
0.8225 |
High |
0.8353 |
0.8350 |
-0.0003 |
0.0% |
0.8321 |
Low |
0.8289 |
0.8267 |
-0.0022 |
-0.3% |
0.8080 |
Close |
0.8310 |
0.8289 |
-0.0021 |
-0.3% |
0.8268 |
Range |
0.0064 |
0.0083 |
0.0019 |
29.7% |
0.0241 |
ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
1,049 |
179 |
-870 |
-82.9% |
1,312 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8551 |
0.8503 |
0.8335 |
|
R3 |
0.8468 |
0.8420 |
0.8312 |
|
R2 |
0.8385 |
0.8385 |
0.8304 |
|
R1 |
0.8337 |
0.8337 |
0.8297 |
0.8320 |
PP |
0.8302 |
0.8302 |
0.8302 |
0.8293 |
S1 |
0.8254 |
0.8254 |
0.8281 |
0.8237 |
S2 |
0.8219 |
0.8219 |
0.8274 |
|
S3 |
0.8136 |
0.8171 |
0.8266 |
|
S4 |
0.8053 |
0.8088 |
0.8243 |
|
|
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 |
0.8703 |
2.618 |
0.8567 |
1.618 |
0.8484 |
1.000 |
0.8433 |
0.618 |
0.8401 |
HIGH |
0.8350 |
0.618 |
0.8318 |
0.500 |
0.8309 |
0.382 |
0.8299 |
LOW |
0.8267 |
0.618 |
0.8216 |
1.000 |
0.8184 |
1.618 |
0.8133 |
2.618 |
0.8050 |
4.250 |
0.7914 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8309 |
0.8276 |
PP |
0.8302 |
0.8262 |
S1 |
0.8296 |
0.8249 |
|