CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8731 |
0.8855 |
0.0124 |
1.4% |
0.8609 |
| High |
0.8867 |
0.8898 |
0.0031 |
0.3% |
0.8808 |
| Low |
0.8703 |
0.8813 |
0.0110 |
1.3% |
0.8500 |
| Close |
0.8840 |
0.8835 |
-0.0005 |
-0.1% |
0.8602 |
| Range |
0.0164 |
0.0085 |
-0.0079 |
-48.2% |
0.0308 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
61,443 |
79,691 |
18,248 |
29.7% |
425,537 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9054 |
0.8882 |
|
| R3 |
0.9019 |
0.8969 |
0.8858 |
|
| R2 |
0.8934 |
0.8934 |
0.8851 |
|
| R1 |
0.8884 |
0.8884 |
0.8843 |
0.8867 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8840 |
| S1 |
0.8799 |
0.8799 |
0.8827 |
0.8782 |
| S2 |
0.8764 |
0.8764 |
0.8819 |
|
| S3 |
0.8679 |
0.8714 |
0.8812 |
|
| S4 |
0.8594 |
0.8629 |
0.8788 |
|
|
| 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 |
0.8898 |
0.8500 |
0.0398 |
4.5% |
0.0149 |
1.7% |
84% |
True |
False |
91,260 |
| 10 |
0.8898 |
0.8500 |
0.0398 |
4.5% |
0.0140 |
1.6% |
84% |
True |
False |
84,037 |
| 20 |
0.8898 |
0.8481 |
0.0417 |
4.7% |
0.0118 |
1.3% |
85% |
True |
False |
74,811 |
| 40 |
0.8898 |
0.8080 |
0.0818 |
9.3% |
0.0118 |
1.3% |
92% |
True |
False |
39,300 |
| 60 |
0.8898 |
0.7878 |
0.1020 |
11.5% |
0.0109 |
1.2% |
94% |
True |
False |
26,236 |
| 80 |
0.8898 |
0.7615 |
0.1283 |
14.5% |
0.0100 |
1.1% |
95% |
True |
False |
19,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9259 |
|
2.618 |
0.9121 |
|
1.618 |
0.9036 |
|
1.000 |
0.8983 |
|
0.618 |
0.8951 |
|
HIGH |
0.8898 |
|
0.618 |
0.8866 |
|
0.500 |
0.8856 |
|
0.382 |
0.8845 |
|
LOW |
0.8813 |
|
0.618 |
0.8760 |
|
1.000 |
0.8728 |
|
1.618 |
0.8675 |
|
2.618 |
0.8590 |
|
4.250 |
0.8452 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8856 |
0.8806 |
| PP |
0.8849 |
0.8777 |
| S1 |
0.8842 |
0.8748 |
|