CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8945 |
0.9123 |
0.0178 |
2.0% |
0.9165 |
| High |
0.9145 |
0.9145 |
0.0000 |
0.0% |
0.9234 |
| Low |
0.8904 |
0.8942 |
0.0038 |
0.4% |
0.8904 |
| Close |
0.9137 |
0.8969 |
-0.0168 |
-1.8% |
0.8969 |
| Range |
0.0241 |
0.0203 |
-0.0038 |
-15.8% |
0.0330 |
| ATR |
0.0147 |
0.0151 |
0.0004 |
2.7% |
0.0000 |
| Volume |
139,071 |
110,478 |
-28,593 |
-20.6% |
540,333 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9501 |
0.9081 |
|
| R3 |
0.9425 |
0.9298 |
0.9025 |
|
| R2 |
0.9222 |
0.9222 |
0.9006 |
|
| R1 |
0.9095 |
0.9095 |
0.8988 |
0.9057 |
| PP |
0.9019 |
0.9019 |
0.9019 |
0.9000 |
| S1 |
0.8892 |
0.8892 |
0.8950 |
0.8854 |
| S2 |
0.8816 |
0.8816 |
0.8932 |
|
| S3 |
0.8613 |
0.8689 |
0.8913 |
|
| S4 |
0.8410 |
0.8486 |
0.8857 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9827 |
0.9151 |
|
| R3 |
0.9696 |
0.9497 |
0.9060 |
|
| R2 |
0.9366 |
0.9366 |
0.9030 |
|
| R1 |
0.9167 |
0.9167 |
0.8999 |
0.9102 |
| PP |
0.9036 |
0.9036 |
0.9036 |
0.9003 |
| S1 |
0.8837 |
0.8837 |
0.8939 |
0.8772 |
| S2 |
0.8706 |
0.8706 |
0.8909 |
|
| S3 |
0.8376 |
0.8507 |
0.8878 |
|
| S4 |
0.8046 |
0.8177 |
0.8788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9234 |
0.8904 |
0.0330 |
3.7% |
0.0187 |
2.1% |
20% |
False |
False |
108,066 |
| 10 |
0.9382 |
0.8904 |
0.0478 |
5.3% |
0.0173 |
1.9% |
14% |
False |
False |
95,618 |
| 20 |
0.9382 |
0.8597 |
0.0785 |
8.8% |
0.0146 |
1.6% |
47% |
False |
False |
85,779 |
| 40 |
0.9382 |
0.8444 |
0.0938 |
10.5% |
0.0130 |
1.4% |
56% |
False |
False |
74,789 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.5% |
0.0127 |
1.4% |
68% |
False |
False |
50,466 |
| 80 |
0.9382 |
0.7615 |
0.1767 |
19.7% |
0.0118 |
1.3% |
77% |
False |
False |
37,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0008 |
|
2.618 |
0.9676 |
|
1.618 |
0.9473 |
|
1.000 |
0.9348 |
|
0.618 |
0.9270 |
|
HIGH |
0.9145 |
|
0.618 |
0.9067 |
|
0.500 |
0.9044 |
|
0.382 |
0.9020 |
|
LOW |
0.8942 |
|
0.618 |
0.8817 |
|
1.000 |
0.8739 |
|
1.618 |
0.8614 |
|
2.618 |
0.8411 |
|
4.250 |
0.8079 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9034 |
| PP |
0.9019 |
0.9012 |
| S1 |
0.8994 |
0.8991 |
|