CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8776 |
0.8650 |
-0.0126 |
-1.4% |
0.8609 |
| High |
0.8808 |
0.8663 |
-0.0145 |
-1.6% |
0.8808 |
| Low |
0.8626 |
0.8500 |
-0.0126 |
-1.5% |
0.8500 |
| Close |
0.8655 |
0.8602 |
-0.0053 |
-0.6% |
0.8602 |
| Range |
0.0182 |
0.0163 |
-0.0019 |
-10.4% |
0.0308 |
| ATR |
0.0118 |
0.0122 |
0.0003 |
2.7% |
0.0000 |
| Volume |
100,493 |
95,630 |
-4,863 |
-4.8% |
425,537 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9077 |
0.9003 |
0.8692 |
|
| R3 |
0.8914 |
0.8840 |
0.8647 |
|
| R2 |
0.8751 |
0.8751 |
0.8632 |
|
| R1 |
0.8677 |
0.8677 |
0.8617 |
0.8633 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8566 |
| S1 |
0.8514 |
0.8514 |
0.8587 |
0.8470 |
| S2 |
0.8425 |
0.8425 |
0.8572 |
|
| S3 |
0.8262 |
0.8351 |
0.8557 |
|
| S4 |
0.8099 |
0.8188 |
0.8512 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9389 |
0.8771 |
|
| R3 |
0.9253 |
0.9081 |
0.8687 |
|
| R2 |
0.8945 |
0.8945 |
0.8658 |
|
| R1 |
0.8773 |
0.8773 |
0.8630 |
0.8705 |
| PP |
0.8637 |
0.8637 |
0.8637 |
0.8603 |
| S1 |
0.8465 |
0.8465 |
0.8574 |
0.8397 |
| S2 |
0.8329 |
0.8329 |
0.8546 |
|
| S3 |
0.8021 |
0.8157 |
0.8517 |
|
| S4 |
0.7713 |
0.7849 |
0.8433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8808 |
0.8500 |
0.0308 |
3.6% |
0.0148 |
1.7% |
33% |
False |
True |
85,107 |
| 10 |
0.8808 |
0.8500 |
0.0308 |
3.6% |
0.0132 |
1.5% |
33% |
False |
True |
76,322 |
| 20 |
0.8808 |
0.8444 |
0.0364 |
4.2% |
0.0113 |
1.3% |
43% |
False |
False |
63,799 |
| 40 |
0.8808 |
0.8080 |
0.0728 |
8.5% |
0.0117 |
1.4% |
72% |
False |
False |
32,810 |
| 60 |
0.8808 |
0.7615 |
0.1193 |
13.9% |
0.0108 |
1.3% |
83% |
False |
False |
21,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9090 |
|
1.618 |
0.8927 |
|
1.000 |
0.8826 |
|
0.618 |
0.8764 |
|
HIGH |
0.8663 |
|
0.618 |
0.8601 |
|
0.500 |
0.8582 |
|
0.382 |
0.8562 |
|
LOW |
0.8500 |
|
0.618 |
0.8399 |
|
1.000 |
0.8337 |
|
1.618 |
0.8236 |
|
2.618 |
0.8073 |
|
4.250 |
0.7807 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8595 |
0.8654 |
| PP |
0.8588 |
0.8637 |
| S1 |
0.8582 |
0.8619 |
|