CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8855 |
0.8859 |
0.0004 |
0.0% |
0.8609 |
| High |
0.8898 |
0.9039 |
0.0141 |
1.6% |
0.8808 |
| Low |
0.8813 |
0.8850 |
0.0037 |
0.4% |
0.8500 |
| Close |
0.8835 |
0.9009 |
0.0174 |
2.0% |
0.8602 |
| Range |
0.0085 |
0.0189 |
0.0104 |
122.4% |
0.0308 |
| ATR |
0.0124 |
0.0129 |
0.0006 |
4.7% |
0.0000 |
| Volume |
79,691 |
66,576 |
-13,115 |
-16.5% |
425,537 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9460 |
0.9113 |
|
| R3 |
0.9344 |
0.9271 |
0.9061 |
|
| R2 |
0.9155 |
0.9155 |
0.9044 |
|
| R1 |
0.9082 |
0.9082 |
0.9026 |
0.9119 |
| PP |
0.8966 |
0.8966 |
0.8966 |
0.8984 |
| S1 |
0.8893 |
0.8893 |
0.8992 |
0.8930 |
| S2 |
0.8777 |
0.8777 |
0.8974 |
|
| S3 |
0.8588 |
0.8704 |
0.8957 |
|
| S4 |
0.8399 |
0.8515 |
0.8905 |
|
|
| 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 |
0.9039 |
0.8500 |
0.0539 |
6.0% |
0.0150 |
1.7% |
94% |
True |
False |
84,476 |
| 10 |
0.9039 |
0.8500 |
0.0539 |
6.0% |
0.0144 |
1.6% |
94% |
True |
False |
84,370 |
| 20 |
0.9039 |
0.8481 |
0.0558 |
6.2% |
0.0122 |
1.4% |
95% |
True |
False |
75,850 |
| 40 |
0.9039 |
0.8080 |
0.0959 |
10.6% |
0.0121 |
1.3% |
97% |
True |
False |
40,957 |
| 60 |
0.9039 |
0.7888 |
0.1151 |
12.8% |
0.0111 |
1.2% |
97% |
True |
False |
27,344 |
| 80 |
0.9039 |
0.7615 |
0.1424 |
15.8% |
0.0101 |
1.1% |
98% |
True |
False |
20,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9842 |
|
2.618 |
0.9534 |
|
1.618 |
0.9345 |
|
1.000 |
0.9228 |
|
0.618 |
0.9156 |
|
HIGH |
0.9039 |
|
0.618 |
0.8967 |
|
0.500 |
0.8945 |
|
0.382 |
0.8922 |
|
LOW |
0.8850 |
|
0.618 |
0.8733 |
|
1.000 |
0.8661 |
|
1.618 |
0.8544 |
|
2.618 |
0.8355 |
|
4.250 |
0.8047 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8988 |
0.8963 |
| PP |
0.8966 |
0.8917 |
| S1 |
0.8945 |
0.8871 |
|