CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8573 |
0.8678 |
0.0105 |
1.2% |
0.8561 |
| High |
0.8703 |
0.8734 |
0.0031 |
0.4% |
0.8716 |
| Low |
0.8570 |
0.8632 |
0.0062 |
0.7% |
0.8481 |
| Close |
0.8672 |
0.8699 |
0.0027 |
0.3% |
0.8628 |
| Range |
0.0133 |
0.0102 |
-0.0031 |
-23.3% |
0.0235 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
62,859 |
60,469 |
-2,390 |
-3.8% |
351,916 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8994 |
0.8949 |
0.8755 |
|
| R3 |
0.8892 |
0.8847 |
0.8727 |
|
| R2 |
0.8790 |
0.8790 |
0.8718 |
|
| R1 |
0.8745 |
0.8745 |
0.8708 |
0.8768 |
| PP |
0.8688 |
0.8688 |
0.8688 |
0.8700 |
| S1 |
0.8643 |
0.8643 |
0.8690 |
0.8666 |
| S2 |
0.8586 |
0.8586 |
0.8680 |
|
| S3 |
0.8484 |
0.8541 |
0.8671 |
|
| S4 |
0.8382 |
0.8439 |
0.8643 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9206 |
0.8757 |
|
| R3 |
0.9078 |
0.8971 |
0.8693 |
|
| R2 |
0.8843 |
0.8843 |
0.8671 |
|
| R1 |
0.8736 |
0.8736 |
0.8650 |
0.8790 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8635 |
| S1 |
0.8501 |
0.8501 |
0.8606 |
0.8555 |
| S2 |
0.8373 |
0.8373 |
0.8585 |
|
| S3 |
0.8138 |
0.8266 |
0.8563 |
|
| S4 |
0.7903 |
0.8031 |
0.8499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8734 |
0.8533 |
0.0201 |
2.3% |
0.0097 |
1.1% |
83% |
True |
False |
66,007 |
| 10 |
0.8734 |
0.8481 |
0.0253 |
2.9% |
0.0096 |
1.1% |
86% |
True |
False |
65,585 |
| 20 |
0.8734 |
0.8174 |
0.0560 |
6.4% |
0.0111 |
1.3% |
94% |
True |
False |
36,403 |
| 40 |
0.8734 |
0.8080 |
0.0654 |
7.5% |
0.0107 |
1.2% |
95% |
True |
False |
18,325 |
| 60 |
0.8734 |
0.7615 |
0.1119 |
12.9% |
0.0098 |
1.1% |
97% |
True |
False |
12,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9168 |
|
2.618 |
0.9001 |
|
1.618 |
0.8899 |
|
1.000 |
0.8836 |
|
0.618 |
0.8797 |
|
HIGH |
0.8734 |
|
0.618 |
0.8695 |
|
0.500 |
0.8683 |
|
0.382 |
0.8671 |
|
LOW |
0.8632 |
|
0.618 |
0.8569 |
|
1.000 |
0.8530 |
|
1.618 |
0.8467 |
|
2.618 |
0.8365 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8694 |
0.8677 |
| PP |
0.8688 |
0.8655 |
| S1 |
0.8683 |
0.8634 |
|