CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9124 |
-0.0041 |
-0.4% |
0.9104 |
| High |
0.9234 |
0.9177 |
-0.0057 |
-0.6% |
0.9382 |
| Low |
0.9081 |
0.9079 |
-0.0002 |
0.0% |
0.9062 |
| Close |
0.9096 |
0.9128 |
0.0032 |
0.4% |
0.9169 |
| Range |
0.0153 |
0.0098 |
-0.0055 |
-35.9% |
0.0320 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
85,397 |
96,386 |
10,989 |
12.9% |
415,852 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9422 |
0.9373 |
0.9182 |
|
| R3 |
0.9324 |
0.9275 |
0.9155 |
|
| R2 |
0.9226 |
0.9226 |
0.9146 |
|
| R1 |
0.9177 |
0.9177 |
0.9137 |
0.9202 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9140 |
| S1 |
0.9079 |
0.9079 |
0.9119 |
0.9104 |
| S2 |
0.9030 |
0.9030 |
0.9110 |
|
| S3 |
0.8932 |
0.8981 |
0.9101 |
|
| S4 |
0.8834 |
0.8883 |
0.9074 |
|
|
| 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 |
0.9079 |
0.0303 |
3.3% |
0.0146 |
1.6% |
16% |
False |
True |
87,145 |
| 10 |
0.9382 |
0.8995 |
0.0387 |
4.2% |
0.0139 |
1.5% |
34% |
False |
False |
84,248 |
| 20 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0136 |
1.5% |
71% |
False |
False |
81,170 |
| 40 |
0.9382 |
0.8174 |
0.1208 |
13.2% |
0.0122 |
1.3% |
79% |
False |
False |
66,069 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0120 |
1.3% |
80% |
False |
False |
44,496 |
| 80 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0113 |
1.2% |
86% |
False |
False |
33,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9594 |
|
2.618 |
0.9434 |
|
1.618 |
0.9336 |
|
1.000 |
0.9275 |
|
0.618 |
0.9238 |
|
HIGH |
0.9177 |
|
0.618 |
0.9140 |
|
0.500 |
0.9128 |
|
0.382 |
0.9116 |
|
LOW |
0.9079 |
|
0.618 |
0.9018 |
|
1.000 |
0.8981 |
|
1.618 |
0.8920 |
|
2.618 |
0.8822 |
|
4.250 |
0.8663 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9128 |
0.9231 |
| PP |
0.9128 |
0.9196 |
| S1 |
0.9128 |
0.9162 |
|