CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8776 |
0.0119 |
1.4% |
0.8599 |
| High |
0.8794 |
0.8808 |
0.0014 |
0.2% |
0.8734 |
| Low |
0.8655 |
0.8626 |
-0.0029 |
-0.3% |
0.8533 |
| Close |
0.8774 |
0.8655 |
-0.0119 |
-1.4% |
0.8611 |
| Range |
0.0139 |
0.0182 |
0.0043 |
30.9% |
0.0201 |
| ATR |
0.0114 |
0.0118 |
0.0005 |
4.3% |
0.0000 |
| Volume |
70,262 |
100,493 |
30,231 |
43.0% |
337,686 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9131 |
0.8755 |
|
| R3 |
0.9060 |
0.8949 |
0.8705 |
|
| R2 |
0.8878 |
0.8878 |
0.8688 |
|
| R1 |
0.8767 |
0.8767 |
0.8672 |
0.8732 |
| PP |
0.8696 |
0.8696 |
0.8696 |
0.8679 |
| S1 |
0.8585 |
0.8585 |
0.8638 |
0.8550 |
| S2 |
0.8514 |
0.8514 |
0.8622 |
|
| S3 |
0.8332 |
0.8403 |
0.8605 |
|
| S4 |
0.8150 |
0.8221 |
0.8555 |
|
|
| 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 |
0.8808 |
0.8531 |
0.0277 |
3.2% |
0.0137 |
1.6% |
45% |
True |
False |
84,263 |
| 10 |
0.8808 |
0.8531 |
0.0277 |
3.2% |
0.0123 |
1.4% |
45% |
True |
False |
74,339 |
| 20 |
0.8808 |
0.8312 |
0.0496 |
5.7% |
0.0113 |
1.3% |
69% |
True |
False |
59,096 |
| 40 |
0.8808 |
0.8080 |
0.0728 |
8.4% |
0.0116 |
1.3% |
79% |
True |
False |
30,421 |
| 60 |
0.8808 |
0.7615 |
0.1193 |
13.8% |
0.0107 |
1.2% |
87% |
True |
False |
20,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9582 |
|
2.618 |
0.9284 |
|
1.618 |
0.9102 |
|
1.000 |
0.8990 |
|
0.618 |
0.8920 |
|
HIGH |
0.8808 |
|
0.618 |
0.8738 |
|
0.500 |
0.8717 |
|
0.382 |
0.8696 |
|
LOW |
0.8626 |
|
0.618 |
0.8514 |
|
1.000 |
0.8444 |
|
1.618 |
0.8332 |
|
2.618 |
0.8150 |
|
4.250 |
0.7853 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8717 |
0.8715 |
| PP |
0.8696 |
0.8695 |
| S1 |
0.8676 |
0.8675 |
|