CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 07-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
07-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.8330 |
0.8460 |
0.0130 |
1.6% |
0.8336 |
High |
0.8466 |
0.8507 |
0.0041 |
0.5% |
0.8466 |
Low |
0.8312 |
0.8444 |
0.0132 |
1.6% |
0.8174 |
Close |
0.8448 |
0.8491 |
0.0043 |
0.5% |
0.8448 |
Range |
0.0154 |
0.0063 |
-0.0091 |
-59.1% |
0.0292 |
ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.3% |
0.0000 |
Volume |
1,570 |
1,570 |
0 |
0.0% |
25,979 |
|
Daily Pivots for day following 07-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8670 |
0.8643 |
0.8526 |
|
R3 |
0.8607 |
0.8580 |
0.8508 |
|
R2 |
0.8544 |
0.8544 |
0.8503 |
|
R1 |
0.8517 |
0.8517 |
0.8497 |
0.8531 |
PP |
0.8481 |
0.8481 |
0.8481 |
0.8487 |
S1 |
0.8454 |
0.8454 |
0.8485 |
0.8468 |
S2 |
0.8418 |
0.8418 |
0.8479 |
|
S3 |
0.8355 |
0.8391 |
0.8474 |
|
S4 |
0.8292 |
0.8328 |
0.8456 |
|
|
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 |
0.8775 |
2.618 |
0.8672 |
1.618 |
0.8609 |
1.000 |
0.8570 |
0.618 |
0.8546 |
HIGH |
0.8507 |
0.618 |
0.8483 |
0.500 |
0.8476 |
0.382 |
0.8468 |
LOW |
0.8444 |
0.618 |
0.8405 |
1.000 |
0.8381 |
1.618 |
0.8342 |
2.618 |
0.8279 |
4.250 |
0.8176 |
|
|
Fisher Pivots for day following 07-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8486 |
0.8455 |
PP |
0.8481 |
0.8418 |
S1 |
0.8476 |
0.8382 |
|