CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9104 |
-0.0049 |
-0.5% |
0.8991 |
| High |
0.9221 |
0.9246 |
0.0025 |
0.3% |
0.9221 |
| Low |
0.9072 |
0.9062 |
-0.0010 |
-0.1% |
0.8933 |
| Close |
0.9124 |
0.9229 |
0.0105 |
1.2% |
0.9124 |
| Range |
0.0149 |
0.0184 |
0.0035 |
23.5% |
0.0288 |
| ATR |
0.0121 |
0.0125 |
0.0005 |
3.8% |
0.0000 |
| Volume |
75,896 |
96,823 |
20,927 |
27.6% |
347,999 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9731 |
0.9664 |
0.9330 |
|
| R3 |
0.9547 |
0.9480 |
0.9280 |
|
| R2 |
0.9363 |
0.9363 |
0.9263 |
|
| R1 |
0.9296 |
0.9296 |
0.9246 |
0.9330 |
| PP |
0.9179 |
0.9179 |
0.9179 |
0.9196 |
| S1 |
0.9112 |
0.9112 |
0.9212 |
0.9146 |
| S2 |
0.8995 |
0.8995 |
0.9195 |
|
| S3 |
0.8811 |
0.8928 |
0.9178 |
|
| S4 |
0.8627 |
0.8744 |
0.9128 |
|
|
| 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 |
0.9246 |
0.8981 |
0.0265 |
2.9% |
0.0125 |
1.4% |
94% |
True |
False |
75,728 |
| 10 |
0.9246 |
0.8703 |
0.0543 |
5.9% |
0.0123 |
1.3% |
97% |
True |
False |
73,717 |
| 20 |
0.9246 |
0.8500 |
0.0746 |
8.1% |
0.0131 |
1.4% |
98% |
True |
False |
77,987 |
| 40 |
0.9246 |
0.8174 |
0.1072 |
11.6% |
0.0120 |
1.3% |
98% |
True |
False |
54,129 |
| 60 |
0.9246 |
0.8046 |
0.1200 |
13.0% |
0.0115 |
1.2% |
99% |
True |
False |
36,158 |
| 80 |
0.9246 |
0.7615 |
0.1631 |
17.7% |
0.0105 |
1.1% |
99% |
True |
False |
27,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0028 |
|
2.618 |
0.9728 |
|
1.618 |
0.9544 |
|
1.000 |
0.9430 |
|
0.618 |
0.9360 |
|
HIGH |
0.9246 |
|
0.618 |
0.9176 |
|
0.500 |
0.9154 |
|
0.382 |
0.9132 |
|
LOW |
0.9062 |
|
0.618 |
0.8948 |
|
1.000 |
0.8878 |
|
1.618 |
0.8764 |
|
2.618 |
0.8580 |
|
4.250 |
0.8280 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9204 |
0.9204 |
| PP |
0.9179 |
0.9179 |
| S1 |
0.9154 |
0.9154 |
|