CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9040 |
0.9107 |
0.0067 |
0.7% |
0.8609 |
| High |
0.9108 |
0.9178 |
0.0070 |
0.8% |
0.9039 |
| Low |
0.8995 |
0.9097 |
0.0102 |
1.1% |
0.8597 |
| Close |
0.9090 |
0.9148 |
0.0058 |
0.6% |
0.8985 |
| Range |
0.0113 |
0.0081 |
-0.0032 |
-28.3% |
0.0442 |
| ATR |
0.0121 |
0.0118 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
85,631 |
83,322 |
-2,309 |
-2.7% |
411,396 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9384 |
0.9347 |
0.9193 |
|
| R3 |
0.9303 |
0.9266 |
0.9170 |
|
| R2 |
0.9222 |
0.9222 |
0.9163 |
|
| R1 |
0.9185 |
0.9185 |
0.9155 |
0.9204 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9150 |
| S1 |
0.9104 |
0.9104 |
0.9141 |
0.9123 |
| S2 |
0.9060 |
0.9060 |
0.9133 |
|
| S3 |
0.8979 |
0.9023 |
0.9126 |
|
| S4 |
0.8898 |
0.8942 |
0.9103 |
|
|
| 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 |
0.9178 |
0.8933 |
0.0245 |
2.7% |
0.0092 |
1.0% |
88% |
True |
False |
71,349 |
| 10 |
0.9178 |
0.8500 |
0.0678 |
7.4% |
0.0121 |
1.3% |
96% |
True |
False |
77,912 |
| 20 |
0.9178 |
0.8500 |
0.0678 |
7.4% |
0.0122 |
1.3% |
96% |
True |
False |
76,126 |
| 40 |
0.9178 |
0.8145 |
0.1033 |
11.3% |
0.0118 |
1.3% |
97% |
True |
False |
49,841 |
| 60 |
0.9178 |
0.8046 |
0.1132 |
12.4% |
0.0111 |
1.2% |
97% |
True |
False |
33,283 |
| 80 |
0.9178 |
0.7615 |
0.1563 |
17.1% |
0.0102 |
1.1% |
98% |
True |
False |
24,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9522 |
|
2.618 |
0.9390 |
|
1.618 |
0.9309 |
|
1.000 |
0.9259 |
|
0.618 |
0.9228 |
|
HIGH |
0.9178 |
|
0.618 |
0.9147 |
|
0.500 |
0.9138 |
|
0.382 |
0.9128 |
|
LOW |
0.9097 |
|
0.618 |
0.9047 |
|
1.000 |
0.9016 |
|
1.618 |
0.8966 |
|
2.618 |
0.8885 |
|
4.250 |
0.8753 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9125 |
| PP |
0.9141 |
0.9102 |
| S1 |
0.9138 |
0.9080 |
|