CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8204 |
0.8327 |
0.0123 |
1.5% |
0.8310 |
High |
0.8341 |
0.8399 |
0.0058 |
0.7% |
0.8399 |
Low |
0.8180 |
0.8314 |
0.0134 |
1.6% |
0.8180 |
Close |
0.8333 |
0.8336 |
0.0003 |
0.0% |
0.8336 |
Range |
0.0161 |
0.0085 |
-0.0076 |
-47.2% |
0.0219 |
ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
2,754 |
3,546 |
792 |
28.8% |
8,054 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8605 |
0.8555 |
0.8383 |
|
R3 |
0.8520 |
0.8470 |
0.8359 |
|
R2 |
0.8435 |
0.8435 |
0.8352 |
|
R1 |
0.8385 |
0.8385 |
0.8344 |
0.8410 |
PP |
0.8350 |
0.8350 |
0.8350 |
0.8362 |
S1 |
0.8300 |
0.8300 |
0.8328 |
0.8325 |
S2 |
0.8265 |
0.8265 |
0.8320 |
|
S3 |
0.8180 |
0.8215 |
0.8313 |
|
S4 |
0.8095 |
0.8130 |
0.8289 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8962 |
0.8868 |
0.8456 |
|
R3 |
0.8743 |
0.8649 |
0.8396 |
|
R2 |
0.8524 |
0.8524 |
0.8376 |
|
R1 |
0.8430 |
0.8430 |
0.8356 |
0.8477 |
PP |
0.8305 |
0.8305 |
0.8305 |
0.8329 |
S1 |
0.8211 |
0.8211 |
0.8316 |
0.8258 |
S2 |
0.8086 |
0.8086 |
0.8296 |
|
S3 |
0.7867 |
0.7992 |
0.8276 |
|
S4 |
0.7648 |
0.7773 |
0.8216 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8760 |
2.618 |
0.8622 |
1.618 |
0.8537 |
1.000 |
0.8484 |
0.618 |
0.8452 |
HIGH |
0.8399 |
0.618 |
0.8367 |
0.500 |
0.8357 |
0.382 |
0.8346 |
LOW |
0.8314 |
0.618 |
0.8261 |
1.000 |
0.8229 |
1.618 |
0.8176 |
2.618 |
0.8091 |
4.250 |
0.7953 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8357 |
0.8321 |
PP |
0.8350 |
0.8305 |
S1 |
0.8343 |
0.8290 |
|