CME Australian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7872 |
0.7883 |
0.0011 |
0.1% |
0.7876 |
| High |
0.7944 |
0.8005 |
0.0061 |
0.8% |
0.8182 |
| Low |
0.7797 |
0.7861 |
0.0064 |
0.8% |
0.7774 |
| Close |
0.7900 |
0.7954 |
0.0054 |
0.7% |
0.8074 |
| Range |
0.0147 |
0.0144 |
-0.0003 |
-2.0% |
0.0408 |
| ATR |
0.0166 |
0.0164 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
60,336 |
75,842 |
15,506 |
25.7% |
147,921 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8307 |
0.8033 |
|
| R3 |
0.8228 |
0.8163 |
0.7994 |
|
| R2 |
0.8084 |
0.8084 |
0.7980 |
|
| R1 |
0.8019 |
0.8019 |
0.7967 |
0.8052 |
| PP |
0.7940 |
0.7940 |
0.7940 |
0.7956 |
| S1 |
0.7875 |
0.7875 |
0.7941 |
0.7908 |
| S2 |
0.7796 |
0.7796 |
0.7928 |
|
| S3 |
0.7652 |
0.7731 |
0.7914 |
|
| S4 |
0.7508 |
0.7587 |
0.7875 |
|
|
| 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 |
0.8617 |
|
2.618 |
0.8382 |
|
1.618 |
0.8238 |
|
1.000 |
0.8149 |
|
0.618 |
0.8094 |
|
HIGH |
0.8005 |
|
0.618 |
0.7950 |
|
0.500 |
0.7933 |
|
0.382 |
0.7916 |
|
LOW |
0.7861 |
|
0.618 |
0.7772 |
|
1.000 |
0.7717 |
|
1.618 |
0.7628 |
|
2.618 |
0.7484 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7947 |
0.7938 |
| PP |
0.7940 |
0.7922 |
| S1 |
0.7933 |
0.7907 |
|