CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7445 |
0.7513 |
0.0068 |
0.9% |
0.7600 |
| High |
0.7531 |
0.7514 |
-0.0017 |
-0.2% |
0.7649 |
| Low |
0.7409 |
0.7436 |
0.0027 |
0.4% |
0.7409 |
| Close |
0.7548 |
0.7425 |
-0.0123 |
-1.6% |
0.7425 |
| Range |
0.0122 |
0.0078 |
-0.0044 |
-36.1% |
0.0240 |
| ATR |
0.0106 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
54 |
129 |
75 |
138.9% |
411 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7637 |
0.7468 |
|
| R3 |
0.7614 |
0.7559 |
0.7446 |
|
| R2 |
0.7536 |
0.7536 |
0.7439 |
|
| R1 |
0.7481 |
0.7481 |
0.7432 |
0.7470 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7453 |
| S1 |
0.7403 |
0.7403 |
0.7418 |
0.7392 |
| S2 |
0.7380 |
0.7380 |
0.7411 |
|
| S3 |
0.7302 |
0.7325 |
0.7404 |
|
| S4 |
0.7224 |
0.7247 |
0.7382 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8060 |
0.7557 |
|
| R3 |
0.7974 |
0.7820 |
0.7491 |
|
| R2 |
0.7734 |
0.7734 |
0.7469 |
|
| R1 |
0.7580 |
0.7580 |
0.7447 |
0.7537 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7473 |
| S1 |
0.7340 |
0.7340 |
0.7403 |
0.7297 |
| S2 |
0.7254 |
0.7254 |
0.7381 |
|
| S3 |
0.7014 |
0.7100 |
0.7359 |
|
| S4 |
0.6774 |
0.6860 |
0.7293 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7846 |
|
2.618 |
0.7718 |
|
1.618 |
0.7640 |
|
1.000 |
0.7592 |
|
0.618 |
0.7562 |
|
HIGH |
0.7514 |
|
0.618 |
0.7484 |
|
0.500 |
0.7475 |
|
0.382 |
0.7466 |
|
LOW |
0.7436 |
|
0.618 |
0.7388 |
|
1.000 |
0.7358 |
|
1.618 |
0.7310 |
|
2.618 |
0.7232 |
|
4.250 |
0.7105 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7529 |
| PP |
0.7458 |
0.7494 |
| S1 |
0.7442 |
0.7460 |
|