CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9065 |
0.9176 |
0.0111 |
1.2% |
0.8913 |
| High |
0.9168 |
0.9279 |
0.0111 |
1.2% |
0.9168 |
| Low |
0.9062 |
0.9165 |
0.0103 |
1.1% |
0.8882 |
| Close |
0.9129 |
0.9271 |
0.0142 |
1.6% |
0.9129 |
| Range |
0.0106 |
0.0114 |
0.0008 |
7.5% |
0.0286 |
| ATR |
0.0150 |
0.0150 |
0.0000 |
0.0% |
0.0000 |
| Volume |
79,637 |
108,631 |
28,994 |
36.4% |
548,787 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9540 |
0.9334 |
|
| R3 |
0.9466 |
0.9426 |
0.9302 |
|
| R2 |
0.9352 |
0.9352 |
0.9292 |
|
| R1 |
0.9312 |
0.9312 |
0.9281 |
0.9332 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9249 |
| S1 |
0.9198 |
0.9198 |
0.9261 |
0.9218 |
| S2 |
0.9124 |
0.9124 |
0.9250 |
|
| S3 |
0.9010 |
0.9084 |
0.9240 |
|
| S4 |
0.8896 |
0.8970 |
0.9208 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9809 |
0.9286 |
|
| R3 |
0.9632 |
0.9523 |
0.9208 |
|
| R2 |
0.9346 |
0.9346 |
0.9181 |
|
| R1 |
0.9237 |
0.9237 |
0.9155 |
0.9292 |
| PP |
0.9060 |
0.9060 |
0.9060 |
0.9087 |
| S1 |
0.8951 |
0.8951 |
0.9103 |
0.9006 |
| S2 |
0.8774 |
0.8774 |
0.9077 |
|
| S3 |
0.8488 |
0.8665 |
0.9050 |
|
| S4 |
0.8202 |
0.8379 |
0.8972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9279 |
0.8882 |
0.0397 |
4.3% |
0.0140 |
1.5% |
98% |
True |
False |
105,514 |
| 10 |
0.9279 |
0.8882 |
0.0397 |
4.3% |
0.0166 |
1.8% |
98% |
True |
False |
111,235 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0152 |
1.6% |
78% |
False |
False |
94,771 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.5% |
0.0137 |
1.5% |
87% |
False |
False |
85,465 |
| 60 |
0.9382 |
0.8102 |
0.1280 |
13.8% |
0.0128 |
1.4% |
91% |
False |
False |
61,402 |
| 80 |
0.9382 |
0.8010 |
0.1372 |
14.8% |
0.0121 |
1.3% |
92% |
False |
False |
46,084 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0112 |
1.2% |
94% |
False |
False |
36,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9764 |
|
2.618 |
0.9577 |
|
1.618 |
0.9463 |
|
1.000 |
0.9393 |
|
0.618 |
0.9349 |
|
HIGH |
0.9279 |
|
0.618 |
0.9235 |
|
0.500 |
0.9222 |
|
0.382 |
0.9209 |
|
LOW |
0.9165 |
|
0.618 |
0.9095 |
|
1.000 |
0.9051 |
|
1.618 |
0.8981 |
|
2.618 |
0.8867 |
|
4.250 |
0.8681 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9255 |
0.9226 |
| PP |
0.9238 |
0.9181 |
| S1 |
0.9222 |
0.9136 |
|