CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9104 |
0.9239 |
0.0135 |
1.5% |
0.8991 |
| High |
0.9246 |
0.9264 |
0.0018 |
0.2% |
0.9221 |
| Low |
0.9062 |
0.9134 |
0.0072 |
0.8% |
0.8933 |
| Close |
0.9229 |
0.9174 |
-0.0055 |
-0.6% |
0.9124 |
| Range |
0.0184 |
0.0130 |
-0.0054 |
-29.3% |
0.0288 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.3% |
0.0000 |
| Volume |
96,823 |
65,083 |
-31,740 |
-32.8% |
347,999 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9581 |
0.9507 |
0.9246 |
|
| R3 |
0.9451 |
0.9377 |
0.9210 |
|
| R2 |
0.9321 |
0.9321 |
0.9198 |
|
| R1 |
0.9247 |
0.9247 |
0.9186 |
0.9219 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9177 |
| S1 |
0.9117 |
0.9117 |
0.9162 |
0.9089 |
| S2 |
0.9061 |
0.9061 |
0.9150 |
|
| S3 |
0.8931 |
0.8987 |
0.9138 |
|
| S4 |
0.8801 |
0.8857 |
0.9103 |
|
|
| 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 |
0.9264 |
0.8995 |
0.0269 |
2.9% |
0.0131 |
1.4% |
67% |
True |
False |
81,351 |
| 10 |
0.9264 |
0.8813 |
0.0451 |
4.9% |
0.0120 |
1.3% |
80% |
True |
False |
74,081 |
| 20 |
0.9264 |
0.8500 |
0.0764 |
8.3% |
0.0131 |
1.4% |
88% |
True |
False |
78,098 |
| 40 |
0.9264 |
0.8174 |
0.1090 |
11.9% |
0.0121 |
1.3% |
92% |
True |
False |
55,752 |
| 60 |
0.9264 |
0.8046 |
0.1218 |
13.3% |
0.0115 |
1.3% |
93% |
True |
False |
37,242 |
| 80 |
0.9264 |
0.7615 |
0.1649 |
18.0% |
0.0106 |
1.2% |
95% |
True |
False |
27,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9817 |
|
2.618 |
0.9604 |
|
1.618 |
0.9474 |
|
1.000 |
0.9394 |
|
0.618 |
0.9344 |
|
HIGH |
0.9264 |
|
0.618 |
0.9214 |
|
0.500 |
0.9199 |
|
0.382 |
0.9184 |
|
LOW |
0.9134 |
|
0.618 |
0.9054 |
|
1.000 |
0.9004 |
|
1.618 |
0.8924 |
|
2.618 |
0.8794 |
|
4.250 |
0.8582 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9199 |
0.9170 |
| PP |
0.9191 |
0.9167 |
| S1 |
0.9182 |
0.9163 |
|