CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7734 |
0.0064 |
0.8% |
0.7800 |
High |
0.7764 |
0.7734 |
-0.0030 |
-0.4% |
0.7866 |
Low |
0.7670 |
0.7660 |
-0.0010 |
-0.1% |
0.7641 |
Close |
0.7758 |
0.7688 |
-0.0070 |
-0.9% |
0.7688 |
Range |
0.0094 |
0.0074 |
-0.0020 |
-21.3% |
0.0225 |
ATR |
0.0089 |
0.0090 |
0.0001 |
0.7% |
0.0000 |
Volume |
23 |
12 |
-11 |
-47.8% |
82 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7916 |
0.7876 |
0.7729 |
|
R3 |
0.7842 |
0.7802 |
0.7708 |
|
R2 |
0.7768 |
0.7768 |
0.7702 |
|
R1 |
0.7728 |
0.7728 |
0.7695 |
0.7711 |
PP |
0.7694 |
0.7694 |
0.7694 |
0.7686 |
S1 |
0.7654 |
0.7654 |
0.7681 |
0.7637 |
S2 |
0.7620 |
0.7620 |
0.7674 |
|
S3 |
0.7546 |
0.7580 |
0.7668 |
|
S4 |
0.7472 |
0.7506 |
0.7647 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8407 |
0.8272 |
0.7812 |
|
R3 |
0.8182 |
0.8047 |
0.7750 |
|
R2 |
0.7957 |
0.7957 |
0.7729 |
|
R1 |
0.7822 |
0.7822 |
0.7709 |
0.7777 |
PP |
0.7732 |
0.7732 |
0.7732 |
0.7709 |
S1 |
0.7597 |
0.7597 |
0.7667 |
0.7552 |
S2 |
0.7507 |
0.7507 |
0.7647 |
|
S3 |
0.7282 |
0.7372 |
0.7626 |
|
S4 |
0.7057 |
0.7147 |
0.7564 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8049 |
2.618 |
0.7928 |
1.618 |
0.7854 |
1.000 |
0.7808 |
0.618 |
0.7780 |
HIGH |
0.7734 |
0.618 |
0.7706 |
0.500 |
0.7697 |
0.382 |
0.7688 |
LOW |
0.7660 |
0.618 |
0.7614 |
1.000 |
0.7586 |
1.618 |
0.7540 |
2.618 |
0.7466 |
4.250 |
0.7346 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7697 |
0.7711 |
PP |
0.7694 |
0.7703 |
S1 |
0.7691 |
0.7696 |
|