CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9124 |
0.9125 |
0.0001 |
0.0% |
0.9104 |
| High |
0.9177 |
0.9164 |
-0.0013 |
-0.1% |
0.9382 |
| Low |
0.9079 |
0.8922 |
-0.0157 |
-1.7% |
0.9062 |
| Close |
0.9128 |
0.8947 |
-0.0181 |
-2.0% |
0.9169 |
| Range |
0.0098 |
0.0242 |
0.0144 |
146.9% |
0.0320 |
| ATR |
0.0132 |
0.0140 |
0.0008 |
5.9% |
0.0000 |
| Volume |
96,386 |
109,001 |
12,615 |
13.1% |
415,852 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9737 |
0.9584 |
0.9080 |
|
| R3 |
0.9495 |
0.9342 |
0.9014 |
|
| R2 |
0.9253 |
0.9253 |
0.8991 |
|
| R1 |
0.9100 |
0.9100 |
0.8969 |
0.9056 |
| PP |
0.9011 |
0.9011 |
0.9011 |
0.8989 |
| S1 |
0.8858 |
0.8858 |
0.8925 |
0.8814 |
| S2 |
0.8769 |
0.8769 |
0.8903 |
|
| S3 |
0.8527 |
0.8616 |
0.8880 |
|
| S4 |
0.8285 |
0.8374 |
0.8814 |
|
|
| 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 |
0.8922 |
0.0460 |
5.1% |
0.0167 |
1.9% |
5% |
False |
True |
93,066 |
| 10 |
0.9382 |
0.8922 |
0.0460 |
5.1% |
0.0152 |
1.7% |
5% |
False |
True |
86,585 |
| 20 |
0.9382 |
0.8500 |
0.0882 |
9.9% |
0.0141 |
1.6% |
51% |
False |
False |
83,107 |
| 40 |
0.9382 |
0.8256 |
0.1126 |
12.6% |
0.0125 |
1.4% |
61% |
False |
False |
68,655 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.6% |
0.0122 |
1.4% |
67% |
False |
False |
46,311 |
| 80 |
0.9382 |
0.7615 |
0.1767 |
19.7% |
0.0114 |
1.3% |
75% |
False |
False |
34,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0193 |
|
2.618 |
0.9798 |
|
1.618 |
0.9556 |
|
1.000 |
0.9406 |
|
0.618 |
0.9314 |
|
HIGH |
0.9164 |
|
0.618 |
0.9072 |
|
0.500 |
0.9043 |
|
0.382 |
0.9014 |
|
LOW |
0.8922 |
|
0.618 |
0.8772 |
|
1.000 |
0.8680 |
|
1.618 |
0.8530 |
|
2.618 |
0.8288 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9043 |
0.9078 |
| PP |
0.9011 |
0.9034 |
| S1 |
0.8979 |
0.8991 |
|