CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9219 |
0.9222 |
0.0003 |
0.0% |
0.9104 |
| High |
0.9254 |
0.9382 |
0.0128 |
1.4% |
0.9382 |
| Low |
0.9140 |
0.9154 |
0.0014 |
0.2% |
0.9062 |
| Close |
0.9221 |
0.9169 |
-0.0052 |
-0.6% |
0.9169 |
| Range |
0.0114 |
0.0228 |
0.0114 |
100.0% |
0.0320 |
| ATR |
0.0126 |
0.0133 |
0.0007 |
5.8% |
0.0000 |
| Volume |
92,811 |
81,735 |
-11,076 |
-11.9% |
415,852 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9772 |
0.9294 |
|
| R3 |
0.9691 |
0.9544 |
0.9232 |
|
| R2 |
0.9463 |
0.9463 |
0.9211 |
|
| R1 |
0.9316 |
0.9316 |
0.9190 |
0.9276 |
| PP |
0.9235 |
0.9235 |
0.9235 |
0.9215 |
| S1 |
0.9088 |
0.9088 |
0.9148 |
0.9048 |
| S2 |
0.9007 |
0.9007 |
0.9127 |
|
| S3 |
0.8779 |
0.8860 |
0.9106 |
|
| S4 |
0.8551 |
0.8632 |
0.9044 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
0.9987 |
0.9345 |
|
| R3 |
0.9844 |
0.9667 |
0.9257 |
|
| R2 |
0.9524 |
0.9524 |
0.9228 |
|
| R1 |
0.9347 |
0.9347 |
0.9198 |
0.9436 |
| PP |
0.9204 |
0.9204 |
0.9204 |
0.9249 |
| S1 |
0.9027 |
0.9027 |
0.9140 |
0.9116 |
| S2 |
0.8884 |
0.8884 |
0.9110 |
|
| S3 |
0.8564 |
0.8707 |
0.9081 |
|
| S4 |
0.8244 |
0.8387 |
0.8993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9382 |
0.9062 |
0.0320 |
3.5% |
0.0158 |
1.7% |
33% |
True |
False |
83,170 |
| 10 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0133 |
1.4% |
53% |
True |
False |
76,385 |
| 20 |
0.9382 |
0.8500 |
0.0882 |
9.6% |
0.0137 |
1.5% |
76% |
True |
False |
80,039 |
| 40 |
0.9382 |
0.8174 |
0.1208 |
13.2% |
0.0124 |
1.4% |
82% |
True |
False |
61,930 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.2% |
0.0118 |
1.3% |
84% |
True |
False |
41,469 |
| 80 |
0.9382 |
0.7615 |
0.1767 |
19.3% |
0.0111 |
1.2% |
88% |
True |
False |
31,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0351 |
|
2.618 |
0.9979 |
|
1.618 |
0.9751 |
|
1.000 |
0.9610 |
|
0.618 |
0.9523 |
|
HIGH |
0.9382 |
|
0.618 |
0.9295 |
|
0.500 |
0.9268 |
|
0.382 |
0.9241 |
|
LOW |
0.9154 |
|
0.618 |
0.9013 |
|
1.000 |
0.8926 |
|
1.618 |
0.8785 |
|
2.618 |
0.8557 |
|
4.250 |
0.8185 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9268 |
0.9261 |
| PP |
0.9235 |
0.9230 |
| S1 |
0.9202 |
0.9200 |
|