CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8619 |
0.8599 |
-0.0020 |
-0.2% |
0.8599 |
| High |
0.8715 |
0.8660 |
-0.0055 |
-0.6% |
0.8734 |
| Low |
0.8565 |
0.8554 |
-0.0011 |
-0.1% |
0.8533 |
| Close |
0.8596 |
0.8611 |
0.0015 |
0.2% |
0.8611 |
| Range |
0.0150 |
0.0106 |
-0.0044 |
-29.3% |
0.0201 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
63,251 |
91,411 |
28,160 |
44.5% |
337,686 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8926 |
0.8875 |
0.8669 |
|
| R3 |
0.8820 |
0.8769 |
0.8640 |
|
| R2 |
0.8714 |
0.8714 |
0.8630 |
|
| R1 |
0.8663 |
0.8663 |
0.8621 |
0.8689 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8621 |
| S1 |
0.8557 |
0.8557 |
0.8601 |
0.8583 |
| S2 |
0.8502 |
0.8502 |
0.8592 |
|
| S3 |
0.8396 |
0.8451 |
0.8582 |
|
| S4 |
0.8290 |
0.8345 |
0.8553 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9121 |
0.8722 |
|
| R3 |
0.9028 |
0.8920 |
0.8666 |
|
| R2 |
0.8827 |
0.8827 |
0.8648 |
|
| R1 |
0.8719 |
0.8719 |
0.8629 |
0.8773 |
| PP |
0.8626 |
0.8626 |
0.8626 |
0.8653 |
| S1 |
0.8518 |
0.8518 |
0.8593 |
0.8572 |
| S2 |
0.8425 |
0.8425 |
0.8574 |
|
| S3 |
0.8224 |
0.8317 |
0.8556 |
|
| S4 |
0.8023 |
0.8116 |
0.8500 |
|
|
| 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% |
0.0116 |
1.4% |
39% |
False |
False |
67,537 |
| 10 |
0.8734 |
0.8481 |
0.0253 |
2.9% |
0.0104 |
1.2% |
51% |
False |
False |
68,960 |
| 20 |
0.8734 |
0.8174 |
0.0560 |
6.5% |
0.0111 |
1.3% |
78% |
False |
False |
43,821 |
| 40 |
0.8734 |
0.8080 |
0.0654 |
7.6% |
0.0109 |
1.3% |
81% |
False |
False |
22,183 |
| 60 |
0.8734 |
0.7615 |
0.1119 |
13.0% |
0.0102 |
1.2% |
89% |
False |
False |
14,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9111 |
|
2.618 |
0.8938 |
|
1.618 |
0.8832 |
|
1.000 |
0.8766 |
|
0.618 |
0.8726 |
|
HIGH |
0.8660 |
|
0.618 |
0.8620 |
|
0.500 |
0.8607 |
|
0.382 |
0.8594 |
|
LOW |
0.8554 |
|
0.618 |
0.8488 |
|
1.000 |
0.8448 |
|
1.618 |
0.8382 |
|
2.618 |
0.8276 |
|
4.250 |
0.8104 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8610 |
0.8644 |
| PP |
0.8608 |
0.8633 |
| S1 |
0.8607 |
0.8622 |
|