CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7978 |
0.0198 |
2.5% |
0.7779 |
| High |
0.7956 |
0.8092 |
0.0136 |
1.7% |
0.7956 |
| Low |
0.7780 |
0.7935 |
0.0155 |
2.0% |
0.7666 |
| Close |
0.7930 |
0.8050 |
0.0120 |
1.5% |
0.7930 |
| Range |
0.0176 |
0.0157 |
-0.0019 |
-10.8% |
0.0290 |
| ATR |
0.0119 |
0.0122 |
0.0003 |
2.6% |
0.0000 |
| Volume |
328 |
666 |
338 |
103.0% |
1,012 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8497 |
0.8430 |
0.8136 |
|
| R3 |
0.8340 |
0.8273 |
0.8093 |
|
| R2 |
0.8183 |
0.8183 |
0.8079 |
|
| R1 |
0.8116 |
0.8116 |
0.8064 |
0.8150 |
| PP |
0.8026 |
0.8026 |
0.8026 |
0.8042 |
| S1 |
0.7959 |
0.7959 |
0.8036 |
0.7993 |
| S2 |
0.7869 |
0.7869 |
0.8021 |
|
| S3 |
0.7712 |
0.7802 |
0.8007 |
|
| S4 |
0.7555 |
0.7645 |
0.7964 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8721 |
0.8615 |
0.8090 |
|
| R3 |
0.8431 |
0.8325 |
0.8010 |
|
| R2 |
0.8141 |
0.8141 |
0.7983 |
|
| R1 |
0.8035 |
0.8035 |
0.7957 |
0.8088 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7877 |
| S1 |
0.7745 |
0.7745 |
0.7903 |
0.7798 |
| S2 |
0.7561 |
0.7561 |
0.7877 |
|
| S3 |
0.7271 |
0.7455 |
0.7850 |
|
| S4 |
0.6981 |
0.7165 |
0.7771 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8759 |
|
2.618 |
0.8503 |
|
1.618 |
0.8346 |
|
1.000 |
0.8249 |
|
0.618 |
0.8189 |
|
HIGH |
0.8092 |
|
0.618 |
0.8032 |
|
0.500 |
0.8014 |
|
0.382 |
0.7995 |
|
LOW |
0.7935 |
|
0.618 |
0.7838 |
|
1.000 |
0.7778 |
|
1.618 |
0.7681 |
|
2.618 |
0.7524 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8038 |
0.7999 |
| PP |
0.8026 |
0.7948 |
| S1 |
0.8014 |
0.7897 |
|