CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7610 |
0.0010 |
0.1% |
0.7270 |
| High |
0.7611 |
0.7624 |
0.0013 |
0.2% |
0.7580 |
| Low |
0.7528 |
0.7556 |
0.0028 |
0.4% |
0.7262 |
| Close |
0.7547 |
0.7586 |
0.0039 |
0.5% |
0.7629 |
| Range |
0.0083 |
0.0068 |
-0.0015 |
-18.1% |
0.0318 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
19 |
14 |
-5 |
-26.3% |
301 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7757 |
0.7623 |
|
| R3 |
0.7725 |
0.7689 |
0.7605 |
|
| R2 |
0.7657 |
0.7657 |
0.7598 |
|
| R1 |
0.7621 |
0.7621 |
0.7592 |
0.7605 |
| PP |
0.7589 |
0.7589 |
0.7589 |
0.7581 |
| S1 |
0.7553 |
0.7553 |
0.7580 |
0.7537 |
| S2 |
0.7521 |
0.7521 |
0.7574 |
|
| S3 |
0.7453 |
0.7485 |
0.7567 |
|
| S4 |
0.7385 |
0.7417 |
0.7549 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8444 |
0.8355 |
0.7804 |
|
| R3 |
0.8126 |
0.8037 |
0.7716 |
|
| R2 |
0.7808 |
0.7808 |
0.7687 |
|
| R1 |
0.7719 |
0.7719 |
0.7658 |
0.7764 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7513 |
| S1 |
0.7401 |
0.7401 |
0.7600 |
0.7446 |
| S2 |
0.7172 |
0.7172 |
0.7571 |
|
| S3 |
0.6854 |
0.7083 |
0.7542 |
|
| S4 |
0.6536 |
0.6765 |
0.7454 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7913 |
|
2.618 |
0.7802 |
|
1.618 |
0.7734 |
|
1.000 |
0.7692 |
|
0.618 |
0.7666 |
|
HIGH |
0.7624 |
|
0.618 |
0.7598 |
|
0.500 |
0.7590 |
|
0.382 |
0.7582 |
|
LOW |
0.7556 |
|
0.618 |
0.7514 |
|
1.000 |
0.7488 |
|
1.618 |
0.7446 |
|
2.618 |
0.7378 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7579 |
| PP |
0.7589 |
0.7573 |
| S1 |
0.7587 |
0.7566 |
|