CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7779 |
0.0056 |
0.7% |
0.7418 |
| High |
0.7802 |
0.7806 |
0.0004 |
0.1% |
0.7802 |
| Low |
0.7715 |
0.7666 |
-0.0049 |
-0.6% |
0.7395 |
| Close |
0.7784 |
0.7784 |
0.0000 |
0.0% |
0.7784 |
| Range |
0.0087 |
0.0140 |
0.0053 |
60.9% |
0.0407 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.7% |
0.0000 |
| Volume |
93 |
197 |
104 |
111.8% |
1,612 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8172 |
0.8118 |
0.7861 |
|
| R3 |
0.8032 |
0.7978 |
0.7823 |
|
| R2 |
0.7892 |
0.7892 |
0.7810 |
|
| R1 |
0.7838 |
0.7838 |
0.7797 |
0.7865 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7766 |
| S1 |
0.7698 |
0.7698 |
0.7771 |
0.7725 |
| S2 |
0.7612 |
0.7612 |
0.7758 |
|
| S3 |
0.7472 |
0.7558 |
0.7746 |
|
| S4 |
0.7332 |
0.7418 |
0.7707 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8881 |
0.8740 |
0.8008 |
|
| R3 |
0.8474 |
0.8333 |
0.7896 |
|
| R2 |
0.8067 |
0.8067 |
0.7859 |
|
| R1 |
0.7926 |
0.7926 |
0.7821 |
0.7997 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7696 |
| S1 |
0.7519 |
0.7519 |
0.7747 |
0.7590 |
| S2 |
0.7253 |
0.7253 |
0.7709 |
|
| S3 |
0.6846 |
0.7112 |
0.7672 |
|
| S4 |
0.6439 |
0.6705 |
0.7560 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8401 |
|
2.618 |
0.8173 |
|
1.618 |
0.8033 |
|
1.000 |
0.7946 |
|
0.618 |
0.7893 |
|
HIGH |
0.7806 |
|
0.618 |
0.7753 |
|
0.500 |
0.7736 |
|
0.382 |
0.7719 |
|
LOW |
0.7666 |
|
0.618 |
0.7579 |
|
1.000 |
0.7526 |
|
1.618 |
0.7439 |
|
2.618 |
0.7299 |
|
4.250 |
0.7071 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7768 |
0.7760 |
| PP |
0.7752 |
0.7736 |
| S1 |
0.7736 |
0.7712 |
|