CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9189 |
0.9219 |
0.0030 |
0.3% |
0.8991 |
| High |
0.9282 |
0.9254 |
-0.0028 |
-0.3% |
0.9221 |
| Low |
0.9146 |
0.9140 |
-0.0006 |
-0.1% |
0.8933 |
| Close |
0.9265 |
0.9221 |
-0.0044 |
-0.5% |
0.9124 |
| Range |
0.0136 |
0.0114 |
-0.0022 |
-16.2% |
0.0288 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
79,400 |
92,811 |
13,411 |
16.9% |
347,999 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9498 |
0.9284 |
|
| R3 |
0.9433 |
0.9384 |
0.9252 |
|
| R2 |
0.9319 |
0.9319 |
0.9242 |
|
| R1 |
0.9270 |
0.9270 |
0.9231 |
0.9295 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9217 |
| S1 |
0.9156 |
0.9156 |
0.9211 |
0.9181 |
| S2 |
0.9091 |
0.9091 |
0.9200 |
|
| S3 |
0.8977 |
0.9042 |
0.9190 |
|
| S4 |
0.8863 |
0.8928 |
0.9158 |
|
|
| 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% |
0.0143 |
1.5% |
72% |
False |
False |
82,002 |
| 10 |
0.9282 |
0.8933 |
0.0349 |
3.8% |
0.0117 |
1.3% |
83% |
False |
False |
76,675 |
| 20 |
0.9282 |
0.8500 |
0.0782 |
8.5% |
0.0130 |
1.4% |
92% |
False |
False |
80,523 |
| 40 |
0.9282 |
0.8174 |
0.1108 |
12.0% |
0.0120 |
1.3% |
94% |
False |
False |
59,975 |
| 60 |
0.9282 |
0.8080 |
0.1202 |
13.0% |
0.0116 |
1.3% |
95% |
False |
False |
40,107 |
| 80 |
0.9282 |
0.7615 |
0.1667 |
18.1% |
0.0108 |
1.2% |
96% |
False |
False |
30,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9739 |
|
2.618 |
0.9552 |
|
1.618 |
0.9438 |
|
1.000 |
0.9368 |
|
0.618 |
0.9324 |
|
HIGH |
0.9254 |
|
0.618 |
0.9210 |
|
0.500 |
0.9197 |
|
0.382 |
0.9184 |
|
LOW |
0.9140 |
|
0.618 |
0.9070 |
|
1.000 |
0.9026 |
|
1.618 |
0.8956 |
|
2.618 |
0.8842 |
|
4.250 |
0.8656 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9213 |
0.9217 |
| PP |
0.9205 |
0.9212 |
| S1 |
0.9197 |
0.9208 |
|