CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9014 |
0.8991 |
-0.0023 |
-0.3% |
0.8609 |
| High |
0.9033 |
0.9031 |
-0.0002 |
0.0% |
0.9039 |
| Low |
0.8961 |
0.8933 |
-0.0028 |
-0.3% |
0.8597 |
| Close |
0.8985 |
0.9014 |
0.0029 |
0.3% |
0.8985 |
| Range |
0.0072 |
0.0098 |
0.0026 |
36.1% |
0.0442 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
84,643 |
66,180 |
-18,463 |
-21.8% |
411,396 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9287 |
0.9248 |
0.9068 |
|
| R3 |
0.9189 |
0.9150 |
0.9041 |
|
| R2 |
0.9091 |
0.9091 |
0.9032 |
|
| R1 |
0.9052 |
0.9052 |
0.9023 |
0.9072 |
| PP |
0.8993 |
0.8993 |
0.8993 |
0.9002 |
| S1 |
0.8954 |
0.8954 |
0.9005 |
0.8974 |
| S2 |
0.8895 |
0.8895 |
0.8996 |
|
| S3 |
0.8797 |
0.8856 |
0.8987 |
|
| S4 |
0.8699 |
0.8758 |
0.8960 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0034 |
0.9228 |
|
| R3 |
0.9758 |
0.9592 |
0.9107 |
|
| R2 |
0.9316 |
0.9316 |
0.9066 |
|
| R1 |
0.9150 |
0.9150 |
0.9026 |
0.9233 |
| PP |
0.8874 |
0.8874 |
0.8874 |
0.8915 |
| S1 |
0.8708 |
0.8708 |
0.8944 |
0.8791 |
| S2 |
0.8432 |
0.8432 |
0.8904 |
|
| S3 |
0.7990 |
0.8266 |
0.8863 |
|
| S4 |
0.7548 |
0.7824 |
0.8742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9039 |
0.8703 |
0.0336 |
3.7% |
0.0122 |
1.3% |
93% |
False |
False |
71,706 |
| 10 |
0.9039 |
0.8500 |
0.0539 |
6.0% |
0.0133 |
1.5% |
95% |
False |
False |
81,482 |
| 20 |
0.9039 |
0.8500 |
0.0539 |
6.0% |
0.0122 |
1.4% |
95% |
False |
False |
76,158 |
| 40 |
0.9039 |
0.8102 |
0.0937 |
10.4% |
0.0117 |
1.3% |
97% |
False |
False |
44,718 |
| 60 |
0.9039 |
0.8010 |
0.1029 |
11.4% |
0.0111 |
1.2% |
98% |
False |
False |
29,855 |
| 80 |
0.9039 |
0.7615 |
0.1424 |
15.8% |
0.0101 |
1.1% |
98% |
False |
False |
22,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9448 |
|
2.618 |
0.9288 |
|
1.618 |
0.9190 |
|
1.000 |
0.9129 |
|
0.618 |
0.9092 |
|
HIGH |
0.9031 |
|
0.618 |
0.8994 |
|
0.500 |
0.8982 |
|
0.382 |
0.8970 |
|
LOW |
0.8933 |
|
0.618 |
0.8872 |
|
1.000 |
0.8835 |
|
1.618 |
0.8774 |
|
2.618 |
0.8676 |
|
4.250 |
0.8517 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9003 |
0.8991 |
| PP |
0.8993 |
0.8968 |
| S1 |
0.8982 |
0.8945 |
|