CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8572 |
0.8561 |
-0.0011 |
-0.1% |
0.8460 |
| High |
0.8613 |
0.8579 |
-0.0034 |
-0.4% |
0.8613 |
| Low |
0.8545 |
0.8481 |
-0.0064 |
-0.7% |
0.8444 |
| Close |
0.8579 |
0.8544 |
-0.0035 |
-0.4% |
0.8579 |
| Range |
0.0068 |
0.0098 |
0.0030 |
44.1% |
0.0169 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
75,123 |
69,537 |
-5,586 |
-7.4% |
160,852 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8829 |
0.8784 |
0.8598 |
|
| R3 |
0.8731 |
0.8686 |
0.8571 |
|
| R2 |
0.8633 |
0.8633 |
0.8562 |
|
| R1 |
0.8588 |
0.8588 |
0.8553 |
0.8562 |
| PP |
0.8535 |
0.8535 |
0.8535 |
0.8521 |
| S1 |
0.8490 |
0.8490 |
0.8535 |
0.8464 |
| S2 |
0.8437 |
0.8437 |
0.8526 |
|
| S3 |
0.8339 |
0.8392 |
0.8517 |
|
| S4 |
0.8241 |
0.8294 |
0.8490 |
|
|
| 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% |
0.0103 |
1.2% |
59% |
False |
False |
45,763 |
| 10 |
0.8613 |
0.8174 |
0.0439 |
5.1% |
0.0117 |
1.4% |
84% |
False |
False |
25,109 |
| 20 |
0.8613 |
0.8102 |
0.0511 |
6.0% |
0.0111 |
1.3% |
86% |
False |
False |
13,277 |
| 40 |
0.8613 |
0.8010 |
0.0603 |
7.1% |
0.0105 |
1.2% |
89% |
False |
False |
6,703 |
| 60 |
0.8613 |
0.7615 |
0.0998 |
11.7% |
0.0095 |
1.1% |
93% |
False |
False |
4,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8996 |
|
2.618 |
0.8836 |
|
1.618 |
0.8738 |
|
1.000 |
0.8677 |
|
0.618 |
0.8640 |
|
HIGH |
0.8579 |
|
0.618 |
0.8542 |
|
0.500 |
0.8530 |
|
0.382 |
0.8518 |
|
LOW |
0.8481 |
|
0.618 |
0.8420 |
|
1.000 |
0.8383 |
|
1.618 |
0.8322 |
|
2.618 |
0.8224 |
|
4.250 |
0.8065 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8539 |
0.8547 |
| PP |
0.8535 |
0.8546 |
| S1 |
0.8530 |
0.8545 |
|