CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9165 |
-0.0057 |
-0.6% |
0.9104 |
| High |
0.9382 |
0.9234 |
-0.0148 |
-1.6% |
0.9382 |
| Low |
0.9154 |
0.9081 |
-0.0073 |
-0.8% |
0.9062 |
| Close |
0.9169 |
0.9096 |
-0.0073 |
-0.8% |
0.9169 |
| Range |
0.0228 |
0.0153 |
-0.0075 |
-32.9% |
0.0320 |
| ATR |
0.0133 |
0.0135 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,735 |
85,397 |
3,662 |
4.5% |
415,852 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9499 |
0.9180 |
|
| R3 |
0.9443 |
0.9346 |
0.9138 |
|
| R2 |
0.9290 |
0.9290 |
0.9124 |
|
| R1 |
0.9193 |
0.9193 |
0.9110 |
0.9165 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9123 |
| S1 |
0.9040 |
0.9040 |
0.9082 |
0.9012 |
| S2 |
0.8984 |
0.8984 |
0.9068 |
|
| S3 |
0.8831 |
0.8887 |
0.9054 |
|
| S4 |
0.8678 |
0.8734 |
0.9012 |
|
|
| 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 |
0.9081 |
0.0301 |
3.3% |
0.0152 |
1.7% |
5% |
False |
True |
80,885 |
| 10 |
0.9382 |
0.8981 |
0.0401 |
4.4% |
0.0138 |
1.5% |
29% |
False |
False |
78,306 |
| 20 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0136 |
1.5% |
68% |
False |
False |
79,894 |
| 40 |
0.9382 |
0.8174 |
0.1208 |
13.3% |
0.0125 |
1.4% |
76% |
False |
False |
63,933 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0119 |
1.3% |
78% |
False |
False |
42,891 |
| 80 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0113 |
1.2% |
84% |
False |
False |
32,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9635 |
|
1.618 |
0.9482 |
|
1.000 |
0.9387 |
|
0.618 |
0.9329 |
|
HIGH |
0.9234 |
|
0.618 |
0.9176 |
|
0.500 |
0.9158 |
|
0.382 |
0.9139 |
|
LOW |
0.9081 |
|
0.618 |
0.8986 |
|
1.000 |
0.8928 |
|
1.618 |
0.8833 |
|
2.618 |
0.8680 |
|
4.250 |
0.8431 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9158 |
0.9232 |
| PP |
0.9137 |
0.9186 |
| S1 |
0.9117 |
0.9141 |
|