CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.8280 |
0.8330 |
0.0050 |
0.6% |
0.8336 |
High |
0.8360 |
0.8466 |
0.0106 |
1.3% |
0.8466 |
Low |
0.8256 |
0.8312 |
0.0056 |
0.7% |
0.8174 |
Close |
0.8319 |
0.8448 |
0.0129 |
1.6% |
0.8448 |
Range |
0.0104 |
0.0154 |
0.0050 |
48.1% |
0.0292 |
ATR |
0.0116 |
0.0118 |
0.0003 |
2.4% |
0.0000 |
Volume |
2,608 |
1,570 |
-1,038 |
-39.8% |
25,979 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8871 |
0.8813 |
0.8533 |
|
R3 |
0.8717 |
0.8659 |
0.8490 |
|
R2 |
0.8563 |
0.8563 |
0.8476 |
|
R1 |
0.8505 |
0.8505 |
0.8462 |
0.8534 |
PP |
0.8409 |
0.8409 |
0.8409 |
0.8423 |
S1 |
0.8351 |
0.8351 |
0.8434 |
0.8380 |
S2 |
0.8255 |
0.8255 |
0.8420 |
|
S3 |
0.8101 |
0.8197 |
0.8406 |
|
S4 |
0.7947 |
0.8043 |
0.8363 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9239 |
0.9135 |
0.8609 |
|
R3 |
0.8947 |
0.8843 |
0.8528 |
|
R2 |
0.8655 |
0.8655 |
0.8502 |
|
R1 |
0.8551 |
0.8551 |
0.8475 |
0.8603 |
PP |
0.8363 |
0.8363 |
0.8363 |
0.8389 |
S1 |
0.8259 |
0.8259 |
0.8421 |
0.8311 |
S2 |
0.8071 |
0.8071 |
0.8394 |
|
S3 |
0.7779 |
0.7967 |
0.8368 |
|
S4 |
0.7487 |
0.7675 |
0.8287 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9121 |
2.618 |
0.8869 |
1.618 |
0.8715 |
1.000 |
0.8620 |
0.618 |
0.8561 |
HIGH |
0.8466 |
0.618 |
0.8407 |
0.500 |
0.8389 |
0.382 |
0.8371 |
LOW |
0.8312 |
0.618 |
0.8217 |
1.000 |
0.8158 |
1.618 |
0.8063 |
2.618 |
0.7909 |
4.250 |
0.7658 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8428 |
0.8405 |
PP |
0.8409 |
0.8363 |
S1 |
0.8389 |
0.8320 |
|