CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8609 |
0.8731 |
0.0122 |
1.4% |
0.8609 |
| High |
0.8747 |
0.8867 |
0.0120 |
1.4% |
0.8808 |
| Low |
0.8597 |
0.8703 |
0.0106 |
1.2% |
0.8500 |
| Close |
0.8741 |
0.8840 |
0.0099 |
1.1% |
0.8602 |
| Range |
0.0150 |
0.0164 |
0.0014 |
9.3% |
0.0308 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.3% |
0.0000 |
| Volume |
119,043 |
61,443 |
-57,600 |
-48.4% |
425,537 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9295 |
0.9232 |
0.8930 |
|
| R3 |
0.9131 |
0.9068 |
0.8885 |
|
| R2 |
0.8967 |
0.8967 |
0.8870 |
|
| R1 |
0.8904 |
0.8904 |
0.8855 |
0.8936 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8819 |
| S1 |
0.8740 |
0.8740 |
0.8825 |
0.8772 |
| S2 |
0.8639 |
0.8639 |
0.8810 |
|
| S3 |
0.8475 |
0.8576 |
0.8795 |
|
| S4 |
0.8311 |
0.8412 |
0.8750 |
|
|
| 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 |
0.8867 |
0.8500 |
0.0367 |
4.2% |
0.0160 |
1.8% |
93% |
True |
False |
89,374 |
| 10 |
0.8867 |
0.8500 |
0.0367 |
4.2% |
0.0141 |
1.6% |
93% |
True |
False |
82,115 |
| 20 |
0.8867 |
0.8481 |
0.0386 |
4.4% |
0.0119 |
1.3% |
93% |
True |
False |
72,343 |
| 40 |
0.8867 |
0.8080 |
0.0787 |
8.9% |
0.0120 |
1.4% |
97% |
True |
False |
37,314 |
| 60 |
0.8867 |
0.7828 |
0.1039 |
11.8% |
0.0110 |
1.2% |
97% |
True |
False |
24,909 |
| 80 |
0.8867 |
0.7615 |
0.1252 |
14.2% |
0.0099 |
1.1% |
98% |
True |
False |
18,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9564 |
|
2.618 |
0.9296 |
|
1.618 |
0.9132 |
|
1.000 |
0.9031 |
|
0.618 |
0.8968 |
|
HIGH |
0.8867 |
|
0.618 |
0.8804 |
|
0.500 |
0.8785 |
|
0.382 |
0.8766 |
|
LOW |
0.8703 |
|
0.618 |
0.8602 |
|
1.000 |
0.8539 |
|
1.618 |
0.8438 |
|
2.618 |
0.8274 |
|
4.250 |
0.8006 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8822 |
0.8788 |
| PP |
0.8803 |
0.8736 |
| S1 |
0.8785 |
0.8684 |
|