CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9125 |
0.8945 |
-0.0180 |
-2.0% |
0.9104 |
| High |
0.9164 |
0.9145 |
-0.0019 |
-0.2% |
0.9382 |
| Low |
0.8922 |
0.8904 |
-0.0018 |
-0.2% |
0.9062 |
| Close |
0.8947 |
0.9137 |
0.0190 |
2.1% |
0.9169 |
| Range |
0.0242 |
0.0241 |
-0.0001 |
-0.4% |
0.0320 |
| ATR |
0.0140 |
0.0147 |
0.0007 |
5.2% |
0.0000 |
| Volume |
109,001 |
139,071 |
30,070 |
27.6% |
415,852 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9785 |
0.9702 |
0.9270 |
|
| R3 |
0.9544 |
0.9461 |
0.9203 |
|
| R2 |
0.9303 |
0.9303 |
0.9181 |
|
| R1 |
0.9220 |
0.9220 |
0.9159 |
0.9262 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9083 |
| S1 |
0.8979 |
0.8979 |
0.9115 |
0.9021 |
| S2 |
0.8821 |
0.8821 |
0.9093 |
|
| S3 |
0.8580 |
0.8738 |
0.9071 |
|
| S4 |
0.8339 |
0.8497 |
0.9004 |
|
|
| 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 |
0.8904 |
0.0478 |
5.2% |
0.0192 |
2.1% |
49% |
False |
True |
102,318 |
| 10 |
0.9382 |
0.8904 |
0.0478 |
5.2% |
0.0168 |
1.8% |
49% |
False |
True |
92,160 |
| 20 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0144 |
1.6% |
72% |
False |
False |
85,036 |
| 40 |
0.9382 |
0.8312 |
0.1070 |
11.7% |
0.0129 |
1.4% |
77% |
False |
False |
72,066 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.2% |
0.0125 |
1.4% |
81% |
False |
False |
48,626 |
| 80 |
0.9382 |
0.7615 |
0.1767 |
19.3% |
0.0116 |
1.3% |
86% |
False |
False |
36,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0169 |
|
2.618 |
0.9776 |
|
1.618 |
0.9535 |
|
1.000 |
0.9386 |
|
0.618 |
0.9294 |
|
HIGH |
0.9145 |
|
0.618 |
0.9053 |
|
0.500 |
0.9025 |
|
0.382 |
0.8996 |
|
LOW |
0.8904 |
|
0.618 |
0.8755 |
|
1.000 |
0.8663 |
|
1.618 |
0.8514 |
|
2.618 |
0.8273 |
|
4.250 |
0.7880 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9100 |
0.9105 |
| PP |
0.9062 |
0.9073 |
| S1 |
0.9025 |
0.9041 |
|