CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7418 |
0.7610 |
0.0192 |
2.6% |
0.7600 |
| High |
0.7550 |
0.7721 |
0.0171 |
2.3% |
0.7649 |
| Low |
0.7395 |
0.7610 |
0.0215 |
2.9% |
0.7409 |
| Close |
0.7579 |
0.7716 |
0.0137 |
1.8% |
0.7425 |
| Range |
0.0155 |
0.0111 |
-0.0044 |
-28.4% |
0.0240 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
268 |
295 |
27 |
10.1% |
411 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8015 |
0.7977 |
0.7777 |
|
| R3 |
0.7904 |
0.7866 |
0.7747 |
|
| R2 |
0.7793 |
0.7793 |
0.7736 |
|
| R1 |
0.7755 |
0.7755 |
0.7726 |
0.7774 |
| PP |
0.7682 |
0.7682 |
0.7682 |
0.7692 |
| S1 |
0.7644 |
0.7644 |
0.7706 |
0.7663 |
| S2 |
0.7571 |
0.7571 |
0.7696 |
|
| S3 |
0.7460 |
0.7533 |
0.7685 |
|
| S4 |
0.7349 |
0.7422 |
0.7655 |
|
|
| 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 |
0.8193 |
|
2.618 |
0.8012 |
|
1.618 |
0.7901 |
|
1.000 |
0.7832 |
|
0.618 |
0.7790 |
|
HIGH |
0.7721 |
|
0.618 |
0.7679 |
|
0.500 |
0.7666 |
|
0.382 |
0.7652 |
|
LOW |
0.7610 |
|
0.618 |
0.7541 |
|
1.000 |
0.7499 |
|
1.618 |
0.7430 |
|
2.618 |
0.7319 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7699 |
0.7663 |
| PP |
0.7682 |
0.7611 |
| S1 |
0.7666 |
0.7558 |
|