CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8552 |
0.8560 |
0.0008 |
0.1% |
0.8336 |
| High |
0.8602 |
0.8583 |
-0.0019 |
-0.2% |
0.8466 |
| Low |
0.8499 |
0.8481 |
-0.0018 |
-0.2% |
0.8174 |
| Close |
0.8545 |
0.8566 |
0.0021 |
0.2% |
0.8448 |
| Range |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0292 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
30,339 |
45,788 |
15,449 |
50.9% |
25,979 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8849 |
0.8810 |
0.8622 |
|
| R3 |
0.8747 |
0.8708 |
0.8594 |
|
| R2 |
0.8645 |
0.8645 |
0.8585 |
|
| R1 |
0.8606 |
0.8606 |
0.8575 |
0.8626 |
| PP |
0.8543 |
0.8543 |
0.8543 |
0.8553 |
| S1 |
0.8504 |
0.8504 |
0.8557 |
0.8524 |
| S2 |
0.8441 |
0.8441 |
0.8547 |
|
| S3 |
0.8339 |
0.8402 |
0.8538 |
|
| S4 |
0.8237 |
0.8300 |
0.8510 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9135 |
0.8609 |
|
| R3 |
0.8947 |
0.8843 |
0.8528 |
|
| R2 |
0.8655 |
0.8655 |
0.8502 |
|
| R1 |
0.8551 |
0.8551 |
0.8475 |
0.8603 |
| PP |
0.8363 |
0.8363 |
0.8363 |
0.8389 |
| S1 |
0.8259 |
0.8259 |
0.8421 |
0.8311 |
| S2 |
0.8071 |
0.8071 |
0.8394 |
|
| S3 |
0.7779 |
0.7967 |
0.8368 |
|
| S4 |
0.7487 |
0.7675 |
0.8287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8602 |
0.8312 |
0.0290 |
3.4% |
0.0114 |
1.3% |
88% |
False |
False |
17,459 |
| 10 |
0.8602 |
0.8174 |
0.0428 |
5.0% |
0.0120 |
1.4% |
92% |
False |
False |
11,525 |
| 20 |
0.8602 |
0.8080 |
0.0522 |
6.1% |
0.0120 |
1.4% |
93% |
False |
False |
6,064 |
| 40 |
0.8602 |
0.7888 |
0.0714 |
8.3% |
0.0105 |
1.2% |
95% |
False |
False |
3,091 |
| 60 |
0.8602 |
0.7615 |
0.0987 |
11.5% |
0.0095 |
1.1% |
96% |
False |
False |
2,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9017 |
|
2.618 |
0.8850 |
|
1.618 |
0.8748 |
|
1.000 |
0.8685 |
|
0.618 |
0.8646 |
|
HIGH |
0.8583 |
|
0.618 |
0.8544 |
|
0.500 |
0.8532 |
|
0.382 |
0.8520 |
|
LOW |
0.8481 |
|
0.618 |
0.8418 |
|
1.000 |
0.8379 |
|
1.618 |
0.8316 |
|
2.618 |
0.8214 |
|
4.250 |
0.8048 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8555 |
0.8552 |
| PP |
0.8543 |
0.8537 |
| S1 |
0.8532 |
0.8523 |
|