CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.9012 |
0.0099 |
1.1% |
0.9165 |
| High |
0.9087 |
0.9060 |
-0.0027 |
-0.3% |
0.9234 |
| Low |
0.8913 |
0.8882 |
-0.0031 |
-0.3% |
0.8904 |
| Close |
0.8979 |
0.8974 |
-0.0005 |
-0.1% |
0.8969 |
| Range |
0.0174 |
0.0178 |
0.0004 |
2.3% |
0.0330 |
| ATR |
0.0153 |
0.0155 |
0.0002 |
1.2% |
0.0000 |
| Volume |
129,844 |
118,215 |
-11,629 |
-9.0% |
540,333 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9418 |
0.9072 |
|
| R3 |
0.9328 |
0.9240 |
0.9023 |
|
| R2 |
0.9150 |
0.9150 |
0.9007 |
|
| R1 |
0.9062 |
0.9062 |
0.8990 |
0.9017 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8950 |
| S1 |
0.8884 |
0.8884 |
0.8958 |
0.8839 |
| S2 |
0.8794 |
0.8794 |
0.8941 |
|
| S3 |
0.8616 |
0.8706 |
0.8925 |
|
| S4 |
0.8438 |
0.8528 |
0.8876 |
|
|
| 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 |
0.9164 |
0.8882 |
0.0282 |
3.1% |
0.0208 |
2.3% |
33% |
False |
True |
121,321 |
| 10 |
0.9382 |
0.8882 |
0.0500 |
5.6% |
0.0177 |
2.0% |
18% |
False |
True |
104,233 |
| 20 |
0.9382 |
0.8813 |
0.0569 |
6.3% |
0.0148 |
1.7% |
28% |
False |
False |
89,157 |
| 40 |
0.9382 |
0.8481 |
0.0901 |
10.0% |
0.0133 |
1.5% |
55% |
False |
False |
80,750 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.5% |
0.0130 |
1.4% |
69% |
False |
False |
54,595 |
| 80 |
0.9382 |
0.7828 |
0.1554 |
17.3% |
0.0119 |
1.3% |
74% |
False |
False |
40,971 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.7% |
0.0109 |
1.2% |
77% |
False |
False |
32,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9817 |
|
2.618 |
0.9526 |
|
1.618 |
0.9348 |
|
1.000 |
0.9238 |
|
0.618 |
0.9170 |
|
HIGH |
0.9060 |
|
0.618 |
0.8992 |
|
0.500 |
0.8971 |
|
0.382 |
0.8950 |
|
LOW |
0.8882 |
|
0.618 |
0.8772 |
|
1.000 |
0.8704 |
|
1.618 |
0.8594 |
|
2.618 |
0.8416 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.9014 |
| PP |
0.8972 |
0.9000 |
| S1 |
0.8971 |
0.8987 |
|