CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7699 |
0.7674 |
-0.0025 |
-0.3% |
0.7600 |
| High |
0.7745 |
0.7727 |
-0.0018 |
-0.2% |
0.7649 |
| Low |
0.7630 |
0.7618 |
-0.0012 |
-0.2% |
0.7409 |
| Close |
0.7734 |
0.7689 |
-0.0045 |
-0.6% |
0.7425 |
| Range |
0.0115 |
0.0109 |
-0.0006 |
-5.2% |
0.0240 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
733 |
223 |
-510 |
-69.6% |
411 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8005 |
0.7956 |
0.7749 |
|
| R3 |
0.7896 |
0.7847 |
0.7719 |
|
| R2 |
0.7787 |
0.7787 |
0.7709 |
|
| R1 |
0.7738 |
0.7738 |
0.7699 |
0.7763 |
| PP |
0.7678 |
0.7678 |
0.7678 |
0.7690 |
| S1 |
0.7629 |
0.7629 |
0.7679 |
0.7654 |
| S2 |
0.7569 |
0.7569 |
0.7669 |
|
| S3 |
0.7460 |
0.7520 |
0.7659 |
|
| S4 |
0.7351 |
0.7411 |
0.7629 |
|
|
| 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 |
0.8190 |
|
2.618 |
0.8012 |
|
1.618 |
0.7903 |
|
1.000 |
0.7836 |
|
0.618 |
0.7794 |
|
HIGH |
0.7727 |
|
0.618 |
0.7685 |
|
0.500 |
0.7673 |
|
0.382 |
0.7660 |
|
LOW |
0.7618 |
|
0.618 |
0.7551 |
|
1.000 |
0.7509 |
|
1.618 |
0.7442 |
|
2.618 |
0.7333 |
|
4.250 |
0.7155 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7684 |
0.7685 |
| PP |
0.7678 |
0.7681 |
| S1 |
0.7673 |
0.7678 |
|