CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.8913 |
-0.0210 |
-2.3% |
0.9165 |
| High |
0.9145 |
0.9087 |
-0.0058 |
-0.6% |
0.9234 |
| Low |
0.8942 |
0.8913 |
-0.0029 |
-0.3% |
0.8904 |
| Close |
0.8969 |
0.8979 |
0.0010 |
0.1% |
0.8969 |
| Range |
0.0203 |
0.0174 |
-0.0029 |
-14.3% |
0.0330 |
| ATR |
0.0151 |
0.0153 |
0.0002 |
1.1% |
0.0000 |
| Volume |
110,478 |
129,844 |
19,366 |
17.5% |
540,333 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9515 |
0.9421 |
0.9075 |
|
| R3 |
0.9341 |
0.9247 |
0.9027 |
|
| R2 |
0.9167 |
0.9167 |
0.9011 |
|
| R1 |
0.9073 |
0.9073 |
0.8995 |
0.9120 |
| PP |
0.8993 |
0.8993 |
0.8993 |
0.9017 |
| S1 |
0.8899 |
0.8899 |
0.8963 |
0.8946 |
| S2 |
0.8819 |
0.8819 |
0.8947 |
|
| S3 |
0.8645 |
0.8725 |
0.8931 |
|
| S4 |
0.8471 |
0.8551 |
0.8883 |
|
|
| 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 |
0.9177 |
0.8904 |
0.0273 |
3.0% |
0.0192 |
2.1% |
27% |
False |
False |
116,956 |
| 10 |
0.9382 |
0.8904 |
0.0478 |
5.3% |
0.0172 |
1.9% |
16% |
False |
False |
98,920 |
| 20 |
0.9382 |
0.8703 |
0.0679 |
7.6% |
0.0148 |
1.6% |
41% |
False |
False |
86,319 |
| 40 |
0.9382 |
0.8444 |
0.0938 |
10.4% |
0.0133 |
1.5% |
57% |
False |
False |
77,996 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.5% |
0.0128 |
1.4% |
69% |
False |
False |
52,627 |
| 80 |
0.9382 |
0.7757 |
0.1625 |
18.1% |
0.0118 |
1.3% |
75% |
False |
False |
39,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9543 |
|
1.618 |
0.9369 |
|
1.000 |
0.9261 |
|
0.618 |
0.9195 |
|
HIGH |
0.9087 |
|
0.618 |
0.9021 |
|
0.500 |
0.9000 |
|
0.382 |
0.8979 |
|
LOW |
0.8913 |
|
0.618 |
0.8805 |
|
1.000 |
0.8739 |
|
1.618 |
0.8631 |
|
2.618 |
0.8457 |
|
4.250 |
0.8174 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9000 |
0.9025 |
| PP |
0.8993 |
0.9009 |
| S1 |
0.8986 |
0.8994 |
|