CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8560 |
0.8572 |
0.0012 |
0.1% |
0.8460 |
| High |
0.8583 |
0.8613 |
0.0030 |
0.3% |
0.8613 |
| Low |
0.8481 |
0.8545 |
0.0064 |
0.8% |
0.8444 |
| Close |
0.8566 |
0.8579 |
0.0013 |
0.2% |
0.8579 |
| Range |
0.0102 |
0.0068 |
-0.0034 |
-33.3% |
0.0169 |
| ATR |
0.0115 |
0.0111 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
45,788 |
75,123 |
29,335 |
64.1% |
160,852 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8749 |
0.8616 |
|
| R3 |
0.8715 |
0.8681 |
0.8598 |
|
| R2 |
0.8647 |
0.8647 |
0.8591 |
|
| R1 |
0.8613 |
0.8613 |
0.8585 |
0.8630 |
| PP |
0.8579 |
0.8579 |
0.8579 |
0.8588 |
| S1 |
0.8545 |
0.8545 |
0.8573 |
0.8562 |
| S2 |
0.8511 |
0.8511 |
0.8567 |
|
| S3 |
0.8443 |
0.8477 |
0.8560 |
|
| S4 |
0.8375 |
0.8409 |
0.8542 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9052 |
0.8985 |
0.8672 |
|
| R3 |
0.8883 |
0.8816 |
0.8625 |
|
| R2 |
0.8714 |
0.8714 |
0.8610 |
|
| R1 |
0.8647 |
0.8647 |
0.8594 |
0.8681 |
| PP |
0.8545 |
0.8545 |
0.8545 |
0.8562 |
| S1 |
0.8478 |
0.8478 |
0.8564 |
0.8512 |
| S2 |
0.8376 |
0.8376 |
0.8548 |
|
| S3 |
0.8207 |
0.8309 |
0.8533 |
|
| S4 |
0.8038 |
0.8140 |
0.8486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8613 |
0.8444 |
0.0169 |
2.0% |
0.0096 |
1.1% |
80% |
True |
False |
32,170 |
| 10 |
0.8613 |
0.8174 |
0.0439 |
5.1% |
0.0118 |
1.4% |
92% |
True |
False |
18,683 |
| 20 |
0.8613 |
0.8080 |
0.0533 |
6.2% |
0.0113 |
1.3% |
94% |
True |
False |
9,809 |
| 40 |
0.8613 |
0.7960 |
0.0653 |
7.6% |
0.0105 |
1.2% |
95% |
True |
False |
4,966 |
| 60 |
0.8613 |
0.7615 |
0.0998 |
11.6% |
0.0095 |
1.1% |
97% |
True |
False |
3,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8902 |
|
2.618 |
0.8791 |
|
1.618 |
0.8723 |
|
1.000 |
0.8681 |
|
0.618 |
0.8655 |
|
HIGH |
0.8613 |
|
0.618 |
0.8587 |
|
0.500 |
0.8579 |
|
0.382 |
0.8571 |
|
LOW |
0.8545 |
|
0.618 |
0.8503 |
|
1.000 |
0.8477 |
|
1.618 |
0.8435 |
|
2.618 |
0.8367 |
|
4.250 |
0.8256 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8579 |
0.8568 |
| PP |
0.8579 |
0.8558 |
| S1 |
0.8579 |
0.8547 |
|