CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.8380 |
0.8225 |
-0.0155 |
-1.8% |
0.8290 |
High |
0.8398 |
0.8225 |
-0.0173 |
-2.1% |
0.8398 |
Low |
0.8205 |
0.8080 |
-0.0125 |
-1.5% |
0.8105 |
Close |
0.8203 |
0.8145 |
-0.0058 |
-0.7% |
0.8203 |
Range |
0.0193 |
0.0145 |
-0.0048 |
-24.9% |
0.0293 |
ATR |
0.0106 |
0.0109 |
0.0003 |
2.6% |
0.0000 |
Volume |
225 |
185 |
-40 |
-17.8% |
1,069 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8585 |
0.8510 |
0.8225 |
|
R3 |
0.8440 |
0.8365 |
0.8185 |
|
R2 |
0.8295 |
0.8295 |
0.8172 |
|
R1 |
0.8220 |
0.8220 |
0.8158 |
0.8185 |
PP |
0.8150 |
0.8150 |
0.8150 |
0.8133 |
S1 |
0.8075 |
0.8075 |
0.8132 |
0.8040 |
S2 |
0.8005 |
0.8005 |
0.8118 |
|
S3 |
0.7860 |
0.7930 |
0.8105 |
|
S4 |
0.7715 |
0.7785 |
0.8065 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9114 |
0.8952 |
0.8364 |
|
R3 |
0.8821 |
0.8659 |
0.8284 |
|
R2 |
0.8528 |
0.8528 |
0.8257 |
|
R1 |
0.8366 |
0.8366 |
0.8230 |
0.8301 |
PP |
0.8235 |
0.8235 |
0.8235 |
0.8203 |
S1 |
0.8073 |
0.8073 |
0.8176 |
0.8008 |
S2 |
0.7942 |
0.7942 |
0.8149 |
|
S3 |
0.7649 |
0.7780 |
0.8122 |
|
S4 |
0.7356 |
0.7487 |
0.8042 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8841 |
2.618 |
0.8605 |
1.618 |
0.8460 |
1.000 |
0.8370 |
0.618 |
0.8315 |
HIGH |
0.8225 |
0.618 |
0.8170 |
0.500 |
0.8153 |
0.382 |
0.8135 |
LOW |
0.8080 |
0.618 |
0.7990 |
1.000 |
0.7935 |
1.618 |
0.7845 |
2.618 |
0.7700 |
4.250 |
0.7464 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8153 |
0.8239 |
PP |
0.8150 |
0.8208 |
S1 |
0.8148 |
0.8176 |
|