CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7839 |
0.7957 |
0.0118 |
1.5% |
0.7978 |
| High |
0.7987 |
0.8079 |
0.0092 |
1.2% |
0.8204 |
| Low |
0.7800 |
0.7912 |
0.0112 |
1.4% |
0.7818 |
| Close |
0.7965 |
0.7953 |
-0.0012 |
-0.2% |
0.7893 |
| Range |
0.0187 |
0.0167 |
-0.0020 |
-10.7% |
0.0386 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.7% |
0.0000 |
| Volume |
15,059 |
21,018 |
5,959 |
39.6% |
13,092 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8385 |
0.8045 |
|
| R3 |
0.8315 |
0.8218 |
0.7999 |
|
| R2 |
0.8148 |
0.8148 |
0.7984 |
|
| R1 |
0.8051 |
0.8051 |
0.7968 |
0.8016 |
| PP |
0.7981 |
0.7981 |
0.7981 |
0.7964 |
| S1 |
0.7884 |
0.7884 |
0.7938 |
0.7849 |
| S2 |
0.7814 |
0.7814 |
0.7922 |
|
| S3 |
0.7647 |
0.7717 |
0.7907 |
|
| S4 |
0.7480 |
0.7550 |
0.7861 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9130 |
0.8897 |
0.8105 |
|
| R3 |
0.8744 |
0.8511 |
0.7999 |
|
| R2 |
0.8358 |
0.8358 |
0.7964 |
|
| R1 |
0.8125 |
0.8125 |
0.7928 |
0.8049 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7933 |
| S1 |
0.7739 |
0.7739 |
0.7858 |
0.7663 |
| S2 |
0.7586 |
0.7586 |
0.7822 |
|
| S3 |
0.7200 |
0.7353 |
0.7787 |
|
| S4 |
0.6814 |
0.6967 |
0.7681 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8789 |
|
2.618 |
0.8516 |
|
1.618 |
0.8349 |
|
1.000 |
0.8246 |
|
0.618 |
0.8182 |
|
HIGH |
0.8079 |
|
0.618 |
0.8015 |
|
0.500 |
0.7996 |
|
0.382 |
0.7976 |
|
LOW |
0.7912 |
|
0.618 |
0.7809 |
|
1.000 |
0.7745 |
|
1.618 |
0.7642 |
|
2.618 |
0.7475 |
|
4.250 |
0.7202 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7996 |
0.7944 |
| PP |
0.7981 |
0.7935 |
| S1 |
0.7967 |
0.7927 |
|