CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.8195 |
0.8280 |
0.0085 |
1.0% |
0.8310 |
High |
0.8303 |
0.8360 |
0.0057 |
0.7% |
0.8399 |
Low |
0.8174 |
0.8256 |
0.0082 |
1.0% |
0.8180 |
Close |
0.8290 |
0.8319 |
0.0029 |
0.3% |
0.8336 |
Range |
0.0129 |
0.0104 |
-0.0025 |
-19.4% |
0.0219 |
ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
5,591 |
2,608 |
-2,983 |
-53.4% |
8,054 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8624 |
0.8575 |
0.8376 |
|
R3 |
0.8520 |
0.8471 |
0.8348 |
|
R2 |
0.8416 |
0.8416 |
0.8338 |
|
R1 |
0.8367 |
0.8367 |
0.8329 |
0.8392 |
PP |
0.8312 |
0.8312 |
0.8312 |
0.8324 |
S1 |
0.8263 |
0.8263 |
0.8309 |
0.8288 |
S2 |
0.8208 |
0.8208 |
0.8300 |
|
S3 |
0.8104 |
0.8159 |
0.8290 |
|
S4 |
0.8000 |
0.8055 |
0.8262 |
|
|
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 |
0.8802 |
2.618 |
0.8632 |
1.618 |
0.8528 |
1.000 |
0.8464 |
0.618 |
0.8424 |
HIGH |
0.8360 |
0.618 |
0.8320 |
0.500 |
0.8308 |
0.382 |
0.8296 |
LOW |
0.8256 |
0.618 |
0.8192 |
1.000 |
0.8152 |
1.618 |
0.8088 |
2.618 |
0.7984 |
4.250 |
0.7814 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8315 |
0.8304 |
PP |
0.8312 |
0.8289 |
S1 |
0.8308 |
0.8275 |
|