CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8599 |
0.8609 |
0.0010 |
0.1% |
0.8599 |
| High |
0.8660 |
0.8702 |
0.0042 |
0.5% |
0.8734 |
| Low |
0.8554 |
0.8531 |
-0.0023 |
-0.3% |
0.8533 |
| Close |
0.8611 |
0.8653 |
0.0042 |
0.5% |
0.8611 |
| Range |
0.0106 |
0.0171 |
0.0065 |
61.3% |
0.0201 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
4.1% |
0.0000 |
| Volume |
91,411 |
88,285 |
-3,126 |
-3.4% |
337,686 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9142 |
0.9068 |
0.8747 |
|
| R3 |
0.8971 |
0.8897 |
0.8700 |
|
| R2 |
0.8800 |
0.8800 |
0.8684 |
|
| R1 |
0.8726 |
0.8726 |
0.8669 |
0.8763 |
| PP |
0.8629 |
0.8629 |
0.8629 |
0.8647 |
| S1 |
0.8555 |
0.8555 |
0.8637 |
0.8592 |
| S2 |
0.8458 |
0.8458 |
0.8622 |
|
| S3 |
0.8287 |
0.8384 |
0.8606 |
|
| S4 |
0.8116 |
0.8213 |
0.8559 |
|
|
| 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 |
0.8531 |
0.0203 |
2.3% |
0.0132 |
1.5% |
60% |
False |
True |
73,255 |
| 10 |
0.8734 |
0.8502 |
0.0232 |
2.7% |
0.0112 |
1.3% |
65% |
False |
False |
70,835 |
| 20 |
0.8734 |
0.8174 |
0.0560 |
6.5% |
0.0114 |
1.3% |
86% |
False |
False |
47,972 |
| 40 |
0.8734 |
0.8080 |
0.0654 |
7.6% |
0.0111 |
1.3% |
88% |
False |
False |
24,389 |
| 60 |
0.8734 |
0.7615 |
0.1119 |
12.9% |
0.0105 |
1.2% |
93% |
False |
False |
16,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9429 |
|
2.618 |
0.9150 |
|
1.618 |
0.8979 |
|
1.000 |
0.8873 |
|
0.618 |
0.8808 |
|
HIGH |
0.8702 |
|
0.618 |
0.8637 |
|
0.500 |
0.8617 |
|
0.382 |
0.8596 |
|
LOW |
0.8531 |
|
0.618 |
0.8425 |
|
1.000 |
0.8360 |
|
1.618 |
0.8254 |
|
2.618 |
0.8083 |
|
4.250 |
0.7804 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8641 |
0.8643 |
| PP |
0.8629 |
0.8633 |
| S1 |
0.8617 |
0.8623 |
|