CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8671 |
0.8657 |
-0.0014 |
-0.2% |
0.8599 |
| High |
0.8709 |
0.8794 |
0.0085 |
1.0% |
0.8734 |
| Low |
0.8622 |
0.8655 |
0.0033 |
0.4% |
0.8533 |
| Close |
0.8668 |
0.8774 |
0.0106 |
1.2% |
0.8611 |
| Range |
0.0087 |
0.0139 |
0.0052 |
59.8% |
0.0201 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.8% |
0.0000 |
| Volume |
70,867 |
70,262 |
-605 |
-0.9% |
337,686 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9158 |
0.9105 |
0.8850 |
|
| R3 |
0.9019 |
0.8966 |
0.8812 |
|
| R2 |
0.8880 |
0.8880 |
0.8799 |
|
| R1 |
0.8827 |
0.8827 |
0.8787 |
0.8854 |
| PP |
0.8741 |
0.8741 |
0.8741 |
0.8754 |
| S1 |
0.8688 |
0.8688 |
0.8761 |
0.8715 |
| S2 |
0.8602 |
0.8602 |
0.8749 |
|
| S3 |
0.8463 |
0.8549 |
0.8736 |
|
| S4 |
0.8324 |
0.8410 |
0.8698 |
|
|
| 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 |
0.8794 |
0.8531 |
0.0263 |
3.0% |
0.0131 |
1.5% |
92% |
True |
False |
76,815 |
| 10 |
0.8794 |
0.8531 |
0.0263 |
3.0% |
0.0114 |
1.3% |
92% |
True |
False |
71,411 |
| 20 |
0.8794 |
0.8256 |
0.0538 |
6.1% |
0.0109 |
1.2% |
96% |
True |
False |
54,202 |
| 40 |
0.8794 |
0.8080 |
0.0714 |
8.1% |
0.0113 |
1.3% |
97% |
True |
False |
27,913 |
| 60 |
0.8794 |
0.7615 |
0.1179 |
13.4% |
0.0105 |
1.2% |
98% |
True |
False |
18,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9158 |
|
1.618 |
0.9019 |
|
1.000 |
0.8933 |
|
0.618 |
0.8880 |
|
HIGH |
0.8794 |
|
0.618 |
0.8741 |
|
0.500 |
0.8725 |
|
0.382 |
0.8708 |
|
LOW |
0.8655 |
|
0.618 |
0.8569 |
|
1.000 |
0.8516 |
|
1.618 |
0.8430 |
|
2.618 |
0.8291 |
|
4.250 |
0.8064 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8758 |
0.8737 |
| PP |
0.8741 |
0.8700 |
| S1 |
0.8725 |
0.8663 |
|