CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9276 |
0.9269 |
-0.0007 |
-0.1% |
0.8913 |
| High |
0.9293 |
0.9315 |
0.0022 |
0.2% |
0.9168 |
| Low |
0.9226 |
0.9242 |
0.0016 |
0.2% |
0.8882 |
| Close |
0.9275 |
0.9260 |
-0.0015 |
-0.2% |
0.9129 |
| Range |
0.0067 |
0.0073 |
0.0006 |
9.0% |
0.0286 |
| ATR |
0.0144 |
0.0139 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
62,926 |
70,614 |
7,688 |
12.2% |
548,787 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9449 |
0.9300 |
|
| R3 |
0.9418 |
0.9376 |
0.9280 |
|
| R2 |
0.9345 |
0.9345 |
0.9273 |
|
| R1 |
0.9303 |
0.9303 |
0.9267 |
0.9288 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9265 |
| S1 |
0.9230 |
0.9230 |
0.9253 |
0.9215 |
| S2 |
0.9199 |
0.9199 |
0.9247 |
|
| S3 |
0.9126 |
0.9157 |
0.9240 |
|
| S4 |
0.9053 |
0.9084 |
0.9220 |
|
|
| 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 |
0.9315 |
0.8993 |
0.0322 |
3.5% |
0.0094 |
1.0% |
83% |
True |
False |
84,543 |
| 10 |
0.9315 |
0.8882 |
0.0433 |
4.7% |
0.0146 |
1.6% |
87% |
True |
False |
104,050 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0149 |
1.6% |
76% |
False |
False |
95,318 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.5% |
0.0136 |
1.5% |
86% |
False |
False |
85,419 |
| 60 |
0.9382 |
0.8145 |
0.1237 |
13.4% |
0.0127 |
1.4% |
90% |
False |
False |
63,614 |
| 80 |
0.9382 |
0.8023 |
0.1359 |
14.7% |
0.0121 |
1.3% |
91% |
False |
False |
47,751 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0111 |
1.2% |
93% |
False |
False |
38,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9625 |
|
2.618 |
0.9506 |
|
1.618 |
0.9433 |
|
1.000 |
0.9388 |
|
0.618 |
0.9360 |
|
HIGH |
0.9315 |
|
0.618 |
0.9287 |
|
0.500 |
0.9279 |
|
0.382 |
0.9270 |
|
LOW |
0.9242 |
|
0.618 |
0.9197 |
|
1.000 |
0.9169 |
|
1.618 |
0.9124 |
|
2.618 |
0.9051 |
|
4.250 |
0.8932 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9279 |
0.9253 |
| PP |
0.9272 |
0.9247 |
| S1 |
0.9266 |
0.9240 |
|