CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7809 |
0.7701 |
-0.0108 |
-1.4% |
0.7418 |
| High |
0.7823 |
0.7809 |
-0.0014 |
-0.2% |
0.7802 |
| Low |
0.7707 |
0.7701 |
-0.0006 |
-0.1% |
0.7395 |
| Close |
0.7766 |
0.7798 |
0.0032 |
0.4% |
0.7784 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0407 |
| ATR |
0.0115 |
0.0114 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
283 |
204 |
-79 |
-27.9% |
1,612 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8093 |
0.8054 |
0.7857 |
|
| R3 |
0.7985 |
0.7946 |
0.7828 |
|
| R2 |
0.7877 |
0.7877 |
0.7818 |
|
| R1 |
0.7838 |
0.7838 |
0.7808 |
0.7858 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7779 |
| S1 |
0.7730 |
0.7730 |
0.7788 |
0.7750 |
| S2 |
0.7661 |
0.7661 |
0.7778 |
|
| S3 |
0.7553 |
0.7622 |
0.7768 |
|
| S4 |
0.7445 |
0.7514 |
0.7739 |
|
|
| 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 |
0.8268 |
|
2.618 |
0.8092 |
|
1.618 |
0.7984 |
|
1.000 |
0.7917 |
|
0.618 |
0.7876 |
|
HIGH |
0.7809 |
|
0.618 |
0.7768 |
|
0.500 |
0.7755 |
|
0.382 |
0.7742 |
|
LOW |
0.7701 |
|
0.618 |
0.7634 |
|
1.000 |
0.7593 |
|
1.618 |
0.7526 |
|
2.618 |
0.7418 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7784 |
0.7780 |
| PP |
0.7769 |
0.7762 |
| S1 |
0.7755 |
0.7745 |
|