CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7072 |
0.7095 |
0.0023 |
0.3% |
0.7060 |
| High |
0.7090 |
0.7152 |
0.0062 |
0.9% |
0.7152 |
| Low |
0.7062 |
0.7095 |
0.0033 |
0.5% |
0.6904 |
| Close |
0.7070 |
0.7163 |
0.0093 |
1.3% |
0.7163 |
| Range |
0.0028 |
0.0057 |
0.0029 |
103.6% |
0.0248 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
6 |
93 |
87 |
1,450.0% |
203 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7308 |
0.7292 |
0.7194 |
|
| R3 |
0.7251 |
0.7235 |
0.7179 |
|
| R2 |
0.7194 |
0.7194 |
0.7173 |
|
| R1 |
0.7178 |
0.7178 |
0.7168 |
0.7186 |
| PP |
0.7137 |
0.7137 |
0.7137 |
0.7141 |
| S1 |
0.7121 |
0.7121 |
0.7158 |
0.7129 |
| S2 |
0.7080 |
0.7080 |
0.7153 |
|
| S3 |
0.7023 |
0.7064 |
0.7147 |
|
| S4 |
0.6966 |
0.7007 |
0.7132 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7738 |
0.7299 |
|
| R3 |
0.7569 |
0.7490 |
0.7231 |
|
| R2 |
0.7321 |
0.7321 |
0.7208 |
|
| R1 |
0.7242 |
0.7242 |
0.7186 |
0.7282 |
| PP |
0.7073 |
0.7073 |
0.7073 |
0.7093 |
| S1 |
0.6994 |
0.6994 |
0.7140 |
0.7034 |
| S2 |
0.6825 |
0.6825 |
0.7118 |
|
| S3 |
0.6577 |
0.6746 |
0.7095 |
|
| S4 |
0.6329 |
0.6498 |
0.7027 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7394 |
|
2.618 |
0.7301 |
|
1.618 |
0.7244 |
|
1.000 |
0.7209 |
|
0.618 |
0.7187 |
|
HIGH |
0.7152 |
|
0.618 |
0.7130 |
|
0.500 |
0.7124 |
|
0.382 |
0.7117 |
|
LOW |
0.7095 |
|
0.618 |
0.7060 |
|
1.000 |
0.7038 |
|
1.618 |
0.7003 |
|
2.618 |
0.6946 |
|
4.250 |
0.6853 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7150 |
0.7138 |
| PP |
0.7137 |
0.7113 |
| S1 |
0.7124 |
0.7088 |
|