CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7964 |
0.8136 |
0.0172 |
2.2% |
0.7876 |
| High |
0.8182 |
0.8158 |
-0.0024 |
-0.3% |
0.8182 |
| Low |
0.7964 |
0.8003 |
0.0039 |
0.5% |
0.7774 |
| Close |
0.8166 |
0.8074 |
-0.0092 |
-1.1% |
0.8074 |
| Range |
0.0218 |
0.0155 |
-0.0063 |
-28.9% |
0.0408 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
0.2% |
0.0000 |
| Volume |
38,708 |
62,629 |
23,921 |
61.8% |
147,921 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8543 |
0.8464 |
0.8159 |
|
| R3 |
0.8388 |
0.8309 |
0.8117 |
|
| R2 |
0.8233 |
0.8233 |
0.8102 |
|
| R1 |
0.8154 |
0.8154 |
0.8088 |
0.8116 |
| PP |
0.8078 |
0.8078 |
0.8078 |
0.8060 |
| S1 |
0.7999 |
0.7999 |
0.8060 |
0.7961 |
| S2 |
0.7923 |
0.7923 |
0.8046 |
|
| S3 |
0.7768 |
0.7844 |
0.8031 |
|
| S4 |
0.7613 |
0.7689 |
0.7989 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9062 |
0.8298 |
|
| R3 |
0.8826 |
0.8654 |
0.8186 |
|
| R2 |
0.8418 |
0.8418 |
0.8149 |
|
| R1 |
0.8246 |
0.8246 |
0.8111 |
0.8332 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8053 |
| S1 |
0.7838 |
0.7838 |
0.8037 |
0.7924 |
| S2 |
0.7602 |
0.7602 |
0.7999 |
|
| S3 |
0.7194 |
0.7430 |
0.7962 |
|
| S4 |
0.6786 |
0.7022 |
0.7850 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8817 |
|
2.618 |
0.8564 |
|
1.618 |
0.8409 |
|
1.000 |
0.8313 |
|
0.618 |
0.8254 |
|
HIGH |
0.8158 |
|
0.618 |
0.8099 |
|
0.500 |
0.8081 |
|
0.382 |
0.8062 |
|
LOW |
0.8003 |
|
0.618 |
0.7907 |
|
1.000 |
0.7848 |
|
1.618 |
0.7752 |
|
2.618 |
0.7597 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8081 |
0.8065 |
| PP |
0.8078 |
0.8056 |
| S1 |
0.8076 |
0.8047 |
|