CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9239 |
0.9189 |
-0.0050 |
-0.5% |
0.8991 |
| High |
0.9264 |
0.9282 |
0.0018 |
0.2% |
0.9221 |
| Low |
0.9134 |
0.9146 |
0.0012 |
0.1% |
0.8933 |
| Close |
0.9174 |
0.9265 |
0.0091 |
1.0% |
0.9124 |
| Range |
0.0130 |
0.0136 |
0.0006 |
4.6% |
0.0288 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
0.6% |
0.0000 |
| Volume |
65,083 |
79,400 |
14,317 |
22.0% |
347,999 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9639 |
0.9588 |
0.9340 |
|
| R3 |
0.9503 |
0.9452 |
0.9302 |
|
| R2 |
0.9367 |
0.9367 |
0.9290 |
|
| R1 |
0.9316 |
0.9316 |
0.9277 |
0.9342 |
| PP |
0.9231 |
0.9231 |
0.9231 |
0.9244 |
| S1 |
0.9180 |
0.9180 |
0.9253 |
0.9206 |
| S2 |
0.9095 |
0.9095 |
0.9240 |
|
| S3 |
0.8959 |
0.9044 |
0.9228 |
|
| S4 |
0.8823 |
0.8908 |
0.9190 |
|
|
| 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 |
0.9282 |
0.9062 |
0.0220 |
2.4% |
0.0136 |
1.5% |
92% |
True |
False |
80,104 |
| 10 |
0.9282 |
0.8850 |
0.0432 |
4.7% |
0.0125 |
1.3% |
96% |
True |
False |
74,052 |
| 20 |
0.9282 |
0.8500 |
0.0782 |
8.4% |
0.0132 |
1.4% |
98% |
True |
False |
79,045 |
| 40 |
0.9282 |
0.8174 |
0.1108 |
12.0% |
0.0121 |
1.3% |
98% |
True |
False |
57,724 |
| 60 |
0.9282 |
0.8080 |
0.1202 |
13.0% |
0.0116 |
1.2% |
99% |
True |
False |
38,565 |
| 80 |
0.9282 |
0.7615 |
0.1667 |
18.0% |
0.0107 |
1.2% |
99% |
True |
False |
28,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9860 |
|
2.618 |
0.9638 |
|
1.618 |
0.9502 |
|
1.000 |
0.9418 |
|
0.618 |
0.9366 |
|
HIGH |
0.9282 |
|
0.618 |
0.9230 |
|
0.500 |
0.9214 |
|
0.382 |
0.9198 |
|
LOW |
0.9146 |
|
0.618 |
0.9062 |
|
1.000 |
0.9010 |
|
1.618 |
0.8926 |
|
2.618 |
0.8790 |
|
4.250 |
0.8568 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9248 |
0.9234 |
| PP |
0.9231 |
0.9203 |
| S1 |
0.9214 |
0.9172 |
|