CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7000 |
0.7070 |
0.0070 |
1.0% |
0.7060 |
| High |
0.7009 |
0.7280 |
0.0271 |
3.9% |
0.7152 |
| Low |
0.6947 |
0.7070 |
0.0123 |
1.8% |
0.6904 |
| Close |
0.7018 |
0.7230 |
0.0212 |
3.0% |
0.7163 |
| Range |
0.0062 |
0.0210 |
0.0148 |
238.7% |
0.0248 |
| ATR |
0.0090 |
0.0102 |
0.0012 |
13.7% |
0.0000 |
| Volume |
15 |
13 |
-2 |
-13.3% |
203 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7737 |
0.7346 |
|
| R3 |
0.7613 |
0.7527 |
0.7288 |
|
| R2 |
0.7403 |
0.7403 |
0.7269 |
|
| R1 |
0.7317 |
0.7317 |
0.7249 |
0.7360 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7215 |
| S1 |
0.7107 |
0.7107 |
0.7211 |
0.7150 |
| S2 |
0.6983 |
0.6983 |
0.7192 |
|
| S3 |
0.6773 |
0.6897 |
0.7172 |
|
| S4 |
0.6563 |
0.6687 |
0.7115 |
|
|
| 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 |
0.8173 |
|
2.618 |
0.7830 |
|
1.618 |
0.7620 |
|
1.000 |
0.7490 |
|
0.618 |
0.7410 |
|
HIGH |
0.7280 |
|
0.618 |
0.7200 |
|
0.500 |
0.7175 |
|
0.382 |
0.7150 |
|
LOW |
0.7070 |
|
0.618 |
0.6940 |
|
1.000 |
0.6860 |
|
1.618 |
0.6730 |
|
2.618 |
0.6520 |
|
4.250 |
0.6178 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7212 |
0.7191 |
| PP |
0.7193 |
0.7152 |
| S1 |
0.7175 |
0.7114 |
|