CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.8364 |
0.8195 |
-0.0169 |
-2.0% |
0.8310 |
High |
0.8375 |
0.8303 |
-0.0072 |
-0.9% |
0.8399 |
Low |
0.8177 |
0.8174 |
-0.0003 |
0.0% |
0.8180 |
Close |
0.8200 |
0.8290 |
0.0090 |
1.1% |
0.8336 |
Range |
0.0198 |
0.0129 |
-0.0069 |
-34.8% |
0.0219 |
ATR |
0.0116 |
0.0117 |
0.0001 |
0.8% |
0.0000 |
Volume |
10,932 |
5,591 |
-5,341 |
-48.9% |
8,054 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8643 |
0.8595 |
0.8361 |
|
R3 |
0.8514 |
0.8466 |
0.8325 |
|
R2 |
0.8385 |
0.8385 |
0.8314 |
|
R1 |
0.8337 |
0.8337 |
0.8302 |
0.8361 |
PP |
0.8256 |
0.8256 |
0.8256 |
0.8268 |
S1 |
0.8208 |
0.8208 |
0.8278 |
0.8232 |
S2 |
0.8127 |
0.8127 |
0.8266 |
|
S3 |
0.7998 |
0.8079 |
0.8255 |
|
S4 |
0.7869 |
0.7950 |
0.8219 |
|
|
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 |
0.8851 |
2.618 |
0.8641 |
1.618 |
0.8512 |
1.000 |
0.8432 |
0.618 |
0.8383 |
HIGH |
0.8303 |
0.618 |
0.8254 |
0.500 |
0.8239 |
0.382 |
0.8223 |
LOW |
0.8174 |
0.618 |
0.8094 |
1.000 |
0.8045 |
1.618 |
0.7965 |
2.618 |
0.7836 |
4.250 |
0.7626 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8273 |
0.8286 |
PP |
0.8256 |
0.8282 |
S1 |
0.8239 |
0.8279 |
|