CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8078 |
0.8050 |
-0.0028 |
-0.3% |
0.7960 |
High |
0.8134 |
0.8095 |
-0.0039 |
-0.5% |
0.8134 |
Low |
0.8023 |
0.8050 |
0.0027 |
0.3% |
0.7960 |
Close |
0.8081 |
0.8082 |
0.0001 |
0.0% |
0.8082 |
Range |
0.0111 |
0.0045 |
-0.0066 |
-59.5% |
0.0174 |
ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.9% |
0.0000 |
Volume |
85 |
104 |
19 |
22.4% |
415 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8211 |
0.8191 |
0.8107 |
|
R3 |
0.8166 |
0.8146 |
0.8094 |
|
R2 |
0.8121 |
0.8121 |
0.8090 |
|
R1 |
0.8101 |
0.8101 |
0.8086 |
0.8111 |
PP |
0.8076 |
0.8076 |
0.8076 |
0.8081 |
S1 |
0.8056 |
0.8056 |
0.8078 |
0.8066 |
S2 |
0.8031 |
0.8031 |
0.8074 |
|
S3 |
0.7986 |
0.8011 |
0.8070 |
|
S4 |
0.7941 |
0.7966 |
0.8057 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8581 |
0.8505 |
0.8178 |
|
R3 |
0.8407 |
0.8331 |
0.8130 |
|
R2 |
0.8233 |
0.8233 |
0.8114 |
|
R1 |
0.8157 |
0.8157 |
0.8098 |
0.8195 |
PP |
0.8059 |
0.8059 |
0.8059 |
0.8078 |
S1 |
0.7983 |
0.7983 |
0.8066 |
0.8021 |
S2 |
0.7885 |
0.7885 |
0.8050 |
|
S3 |
0.7711 |
0.7809 |
0.8034 |
|
S4 |
0.7537 |
0.7635 |
0.7986 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8286 |
2.618 |
0.8213 |
1.618 |
0.8168 |
1.000 |
0.8140 |
0.618 |
0.8123 |
HIGH |
0.8095 |
0.618 |
0.8078 |
0.500 |
0.8073 |
0.382 |
0.8067 |
LOW |
0.8050 |
0.618 |
0.8022 |
1.000 |
0.8005 |
1.618 |
0.7977 |
2.618 |
0.7932 |
4.250 |
0.7859 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8079 |
0.8080 |
PP |
0.8076 |
0.8079 |
S1 |
0.8073 |
0.8077 |
|