CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8160 |
0.8090 |
-0.0070 |
-0.9% |
0.7960 |
High |
0.8170 |
0.8195 |
0.0025 |
0.3% |
0.8134 |
Low |
0.8046 |
0.8090 |
0.0044 |
0.5% |
0.7960 |
Close |
0.8041 |
0.8188 |
0.0147 |
1.8% |
0.8082 |
Range |
0.0124 |
0.0105 |
-0.0019 |
-15.3% |
0.0174 |
ATR |
0.0096 |
0.0101 |
0.0004 |
4.3% |
0.0000 |
Volume |
64 |
256 |
192 |
300.0% |
415 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8473 |
0.8435 |
0.8246 |
|
R3 |
0.8368 |
0.8330 |
0.8217 |
|
R2 |
0.8263 |
0.8263 |
0.8207 |
|
R1 |
0.8225 |
0.8225 |
0.8198 |
0.8244 |
PP |
0.8158 |
0.8158 |
0.8158 |
0.8167 |
S1 |
0.8120 |
0.8120 |
0.8178 |
0.8139 |
S2 |
0.8053 |
0.8053 |
0.8169 |
|
S3 |
0.7948 |
0.8015 |
0.8159 |
|
S4 |
0.7843 |
0.7910 |
0.8130 |
|
|
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 |
0.8641 |
2.618 |
0.8470 |
1.618 |
0.8365 |
1.000 |
0.8300 |
0.618 |
0.8260 |
HIGH |
0.8195 |
0.618 |
0.8155 |
0.500 |
0.8143 |
0.382 |
0.8130 |
LOW |
0.8090 |
0.618 |
0.8025 |
1.000 |
0.7985 |
1.618 |
0.7920 |
2.618 |
0.7815 |
4.250 |
0.7644 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8173 |
0.8169 |
PP |
0.8158 |
0.8150 |
S1 |
0.8143 |
0.8131 |
|