CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9107 |
0.9153 |
0.0046 |
0.5% |
0.8991 |
| High |
0.9178 |
0.9221 |
0.0043 |
0.5% |
0.9221 |
| Low |
0.9097 |
0.9072 |
-0.0025 |
-0.3% |
0.8933 |
| Close |
0.9148 |
0.9124 |
-0.0024 |
-0.3% |
0.9124 |
| Range |
0.0081 |
0.0149 |
0.0068 |
84.0% |
0.0288 |
| ATR |
0.0118 |
0.0121 |
0.0002 |
1.8% |
0.0000 |
| Volume |
83,322 |
75,896 |
-7,426 |
-8.9% |
347,999 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9586 |
0.9504 |
0.9206 |
|
| R3 |
0.9437 |
0.9355 |
0.9165 |
|
| R2 |
0.9288 |
0.9288 |
0.9151 |
|
| R1 |
0.9206 |
0.9206 |
0.9138 |
0.9173 |
| PP |
0.9139 |
0.9139 |
0.9139 |
0.9122 |
| S1 |
0.9057 |
0.9057 |
0.9110 |
0.9024 |
| S2 |
0.8990 |
0.8990 |
0.9097 |
|
| S3 |
0.8841 |
0.8908 |
0.9083 |
|
| S4 |
0.8692 |
0.8759 |
0.9042 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9828 |
0.9282 |
|
| R3 |
0.9669 |
0.9540 |
0.9203 |
|
| R2 |
0.9381 |
0.9381 |
0.9177 |
|
| R1 |
0.9252 |
0.9252 |
0.9150 |
0.9317 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9125 |
| S1 |
0.8964 |
0.8964 |
0.9098 |
0.9029 |
| S2 |
0.8805 |
0.8805 |
0.9071 |
|
| S3 |
0.8517 |
0.8676 |
0.9045 |
|
| S4 |
0.8229 |
0.8388 |
0.8966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9221 |
0.8933 |
0.0288 |
3.2% |
0.0107 |
1.2% |
66% |
True |
False |
69,599 |
| 10 |
0.9221 |
0.8597 |
0.0624 |
6.8% |
0.0120 |
1.3% |
84% |
True |
False |
75,939 |
| 20 |
0.9221 |
0.8500 |
0.0721 |
7.9% |
0.0126 |
1.4% |
87% |
True |
False |
76,130 |
| 40 |
0.9221 |
0.8174 |
0.1047 |
11.5% |
0.0117 |
1.3% |
91% |
True |
False |
51,735 |
| 60 |
0.9221 |
0.8046 |
0.1175 |
12.9% |
0.0113 |
1.2% |
92% |
True |
False |
34,546 |
| 80 |
0.9221 |
0.7615 |
0.1606 |
17.6% |
0.0103 |
1.1% |
94% |
True |
False |
25,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9854 |
|
2.618 |
0.9611 |
|
1.618 |
0.9462 |
|
1.000 |
0.9370 |
|
0.618 |
0.9313 |
|
HIGH |
0.9221 |
|
0.618 |
0.9164 |
|
0.500 |
0.9147 |
|
0.382 |
0.9129 |
|
LOW |
0.9072 |
|
0.618 |
0.8980 |
|
1.000 |
0.8923 |
|
1.618 |
0.8831 |
|
2.618 |
0.8682 |
|
4.250 |
0.8439 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9147 |
0.9119 |
| PP |
0.9139 |
0.9113 |
| S1 |
0.9132 |
0.9108 |
|