CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9012 |
0.8993 |
-0.0019 |
-0.2% |
0.9165 |
| High |
0.9060 |
0.9111 |
0.0051 |
0.6% |
0.9234 |
| Low |
0.8882 |
0.8922 |
0.0040 |
0.5% |
0.8904 |
| Close |
0.8974 |
0.9105 |
0.0131 |
1.5% |
0.8969 |
| Range |
0.0178 |
0.0189 |
0.0011 |
6.2% |
0.0330 |
| ATR |
0.0155 |
0.0157 |
0.0002 |
1.6% |
0.0000 |
| Volume |
118,215 |
120,181 |
1,966 |
1.7% |
540,333 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9613 |
0.9548 |
0.9209 |
|
| R3 |
0.9424 |
0.9359 |
0.9157 |
|
| R2 |
0.9235 |
0.9235 |
0.9140 |
|
| R1 |
0.9170 |
0.9170 |
0.9122 |
0.9203 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9062 |
| S1 |
0.8981 |
0.8981 |
0.9088 |
0.9014 |
| S2 |
0.8857 |
0.8857 |
0.9070 |
|
| S3 |
0.8668 |
0.8792 |
0.9053 |
|
| S4 |
0.8479 |
0.8603 |
0.9001 |
|
|
| 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 |
0.9145 |
0.8882 |
0.0263 |
2.9% |
0.0197 |
2.2% |
85% |
False |
False |
123,557 |
| 10 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0182 |
2.0% |
45% |
False |
False |
108,311 |
| 20 |
0.9382 |
0.8850 |
0.0532 |
5.8% |
0.0153 |
1.7% |
48% |
False |
False |
91,182 |
| 40 |
0.9382 |
0.8481 |
0.0901 |
9.9% |
0.0136 |
1.5% |
69% |
False |
False |
82,996 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0130 |
1.4% |
79% |
False |
False |
56,594 |
| 80 |
0.9382 |
0.7878 |
0.1504 |
16.5% |
0.0120 |
1.3% |
82% |
False |
False |
42,472 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0110 |
1.2% |
84% |
False |
False |
33,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9914 |
|
2.618 |
0.9606 |
|
1.618 |
0.9417 |
|
1.000 |
0.9300 |
|
0.618 |
0.9228 |
|
HIGH |
0.9111 |
|
0.618 |
0.9039 |
|
0.500 |
0.9017 |
|
0.382 |
0.8994 |
|
LOW |
0.8922 |
|
0.618 |
0.8805 |
|
1.000 |
0.8733 |
|
1.618 |
0.8616 |
|
2.618 |
0.8427 |
|
4.250 |
0.8119 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9069 |
| PP |
0.9046 |
0.9033 |
| S1 |
0.9017 |
0.8997 |
|