CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9019 |
0.9040 |
0.0021 |
0.2% |
0.8609 |
| High |
0.9077 |
0.9108 |
0.0031 |
0.3% |
0.9039 |
| Low |
0.8981 |
0.8995 |
0.0014 |
0.2% |
0.8597 |
| Close |
0.8995 |
0.9090 |
0.0095 |
1.1% |
0.8985 |
| Range |
0.0096 |
0.0113 |
0.0017 |
17.7% |
0.0442 |
| ATR |
0.0121 |
0.0121 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
36,970 |
85,631 |
48,661 |
131.6% |
411,396 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9360 |
0.9152 |
|
| R3 |
0.9290 |
0.9247 |
0.9121 |
|
| R2 |
0.9177 |
0.9177 |
0.9111 |
|
| R1 |
0.9134 |
0.9134 |
0.9100 |
0.9156 |
| PP |
0.9064 |
0.9064 |
0.9064 |
0.9075 |
| S1 |
0.9021 |
0.9021 |
0.9080 |
0.9043 |
| S2 |
0.8951 |
0.8951 |
0.9069 |
|
| S3 |
0.8838 |
0.8908 |
0.9059 |
|
| S4 |
0.8725 |
0.8795 |
0.9028 |
|
|
| 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 |
0.9108 |
0.8850 |
0.0258 |
2.8% |
0.0114 |
1.2% |
93% |
True |
False |
68,000 |
| 10 |
0.9108 |
0.8500 |
0.0608 |
6.7% |
0.0131 |
1.4% |
97% |
True |
False |
79,630 |
| 20 |
0.9108 |
0.8500 |
0.0608 |
6.7% |
0.0122 |
1.3% |
97% |
True |
False |
75,520 |
| 40 |
0.9108 |
0.8145 |
0.0963 |
10.6% |
0.0117 |
1.3% |
98% |
True |
False |
47,762 |
| 60 |
0.9108 |
0.8023 |
0.1085 |
11.9% |
0.0111 |
1.2% |
98% |
True |
False |
31,895 |
| 80 |
0.9108 |
0.7615 |
0.1493 |
16.4% |
0.0101 |
1.1% |
99% |
True |
False |
23,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9588 |
|
2.618 |
0.9404 |
|
1.618 |
0.9291 |
|
1.000 |
0.9221 |
|
0.618 |
0.9178 |
|
HIGH |
0.9108 |
|
0.618 |
0.9065 |
|
0.500 |
0.9052 |
|
0.382 |
0.9038 |
|
LOW |
0.8995 |
|
0.618 |
0.8925 |
|
1.000 |
0.8882 |
|
1.618 |
0.8812 |
|
2.618 |
0.8699 |
|
4.250 |
0.8515 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9067 |
| PP |
0.9064 |
0.9044 |
| S1 |
0.9052 |
0.9021 |
|