CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8272 |
0.8204 |
-0.0068 |
-0.8% |
0.8225 |
High |
0.8311 |
0.8341 |
0.0030 |
0.4% |
0.8321 |
Low |
0.8181 |
0.8180 |
-0.0001 |
0.0% |
0.8080 |
Close |
0.8207 |
0.8333 |
0.0126 |
1.5% |
0.8268 |
Range |
0.0130 |
0.0161 |
0.0031 |
23.8% |
0.0241 |
ATR |
0.0107 |
0.0111 |
0.0004 |
3.6% |
0.0000 |
Volume |
526 |
2,754 |
2,228 |
423.6% |
1,312 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8768 |
0.8711 |
0.8422 |
|
R3 |
0.8607 |
0.8550 |
0.8377 |
|
R2 |
0.8446 |
0.8446 |
0.8363 |
|
R1 |
0.8389 |
0.8389 |
0.8348 |
0.8418 |
PP |
0.8285 |
0.8285 |
0.8285 |
0.8299 |
S1 |
0.8228 |
0.8228 |
0.8318 |
0.8257 |
S2 |
0.8124 |
0.8124 |
0.8303 |
|
S3 |
0.7963 |
0.8067 |
0.8289 |
|
S4 |
0.7802 |
0.7906 |
0.8244 |
|
|
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 |
0.9025 |
2.618 |
0.8762 |
1.618 |
0.8601 |
1.000 |
0.8502 |
0.618 |
0.8440 |
HIGH |
0.8341 |
0.618 |
0.8279 |
0.500 |
0.8261 |
0.382 |
0.8242 |
LOW |
0.8180 |
0.618 |
0.8081 |
1.000 |
0.8019 |
1.618 |
0.7920 |
2.618 |
0.7759 |
4.250 |
0.7496 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8309 |
0.8310 |
PP |
0.8285 |
0.8288 |
S1 |
0.8261 |
0.8265 |
|