CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8562 |
0.8573 |
0.0011 |
0.1% |
0.8460 |
| High |
0.8586 |
0.8688 |
0.0102 |
1.2% |
0.8613 |
| Low |
0.8502 |
0.8567 |
0.0065 |
0.8% |
0.8444 |
| Close |
0.8570 |
0.8677 |
0.0107 |
1.2% |
0.8579 |
| Range |
0.0084 |
0.0121 |
0.0037 |
44.0% |
0.0169 |
| ATR |
0.0109 |
0.0109 |
0.0001 |
0.8% |
0.0000 |
| Volume |
65,855 |
69,511 |
3,656 |
5.6% |
160,852 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8963 |
0.8744 |
|
| R3 |
0.8886 |
0.8842 |
0.8710 |
|
| R2 |
0.8765 |
0.8765 |
0.8699 |
|
| R1 |
0.8721 |
0.8721 |
0.8688 |
0.8743 |
| PP |
0.8644 |
0.8644 |
0.8644 |
0.8655 |
| S1 |
0.8600 |
0.8600 |
0.8666 |
0.8622 |
| S2 |
0.8523 |
0.8523 |
0.8655 |
|
| S3 |
0.8402 |
0.8479 |
0.8644 |
|
| S4 |
0.8281 |
0.8358 |
0.8610 |
|
|
| 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 |
0.8688 |
0.8481 |
0.0207 |
2.4% |
0.0095 |
1.1% |
95% |
True |
False |
65,162 |
| 10 |
0.8688 |
0.8256 |
0.0432 |
5.0% |
0.0104 |
1.2% |
97% |
True |
False |
36,993 |
| 20 |
0.8688 |
0.8145 |
0.0543 |
6.3% |
0.0111 |
1.3% |
98% |
True |
False |
20,005 |
| 40 |
0.8688 |
0.8023 |
0.0665 |
7.7% |
0.0106 |
1.2% |
98% |
True |
False |
10,083 |
| 60 |
0.8688 |
0.7615 |
0.1073 |
12.4% |
0.0094 |
1.1% |
99% |
True |
False |
6,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9202 |
|
2.618 |
0.9005 |
|
1.618 |
0.8884 |
|
1.000 |
0.8809 |
|
0.618 |
0.8763 |
|
HIGH |
0.8688 |
|
0.618 |
0.8642 |
|
0.500 |
0.8628 |
|
0.382 |
0.8613 |
|
LOW |
0.8567 |
|
0.618 |
0.8492 |
|
1.000 |
0.8446 |
|
1.618 |
0.8371 |
|
2.618 |
0.8250 |
|
4.250 |
0.8053 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8661 |
0.8646 |
| PP |
0.8644 |
0.8615 |
| S1 |
0.8628 |
0.8585 |
|