CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9210 |
0.9316 |
0.0106 |
1.2% |
0.9176 |
| High |
0.9319 |
0.9382 |
0.0063 |
0.7% |
0.9344 |
| Low |
0.9210 |
0.9291 |
0.0081 |
0.9% |
0.9165 |
| Close |
0.9294 |
0.9354 |
0.0060 |
0.6% |
0.9294 |
| Range |
0.0109 |
0.0091 |
-0.0018 |
-16.5% |
0.0179 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
116,750 |
86,337 |
-30,413 |
-26.0% |
445,604 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9576 |
0.9404 |
|
| R3 |
0.9524 |
0.9485 |
0.9379 |
|
| R2 |
0.9433 |
0.9433 |
0.9371 |
|
| R1 |
0.9394 |
0.9394 |
0.9362 |
0.9414 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9352 |
| S1 |
0.9303 |
0.9303 |
0.9346 |
0.9323 |
| S2 |
0.9251 |
0.9251 |
0.9337 |
|
| S3 |
0.9160 |
0.9212 |
0.9329 |
|
| S4 |
0.9069 |
0.9121 |
0.9304 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9805 |
0.9728 |
0.9392 |
|
| R3 |
0.9626 |
0.9549 |
0.9343 |
|
| R2 |
0.9447 |
0.9447 |
0.9327 |
|
| R1 |
0.9370 |
0.9370 |
0.9310 |
0.9409 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9287 |
| S1 |
0.9191 |
0.9191 |
0.9278 |
0.9230 |
| S2 |
0.9089 |
0.9089 |
0.9261 |
|
| S3 |
0.8910 |
0.9012 |
0.9245 |
|
| S4 |
0.8731 |
0.8833 |
0.9196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9382 |
0.9183 |
0.0199 |
2.1% |
0.0100 |
1.1% |
86% |
True |
False |
84,662 |
| 10 |
0.9382 |
0.8882 |
0.0500 |
5.3% |
0.0120 |
1.3% |
94% |
True |
False |
95,088 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.3% |
0.0146 |
1.6% |
94% |
True |
False |
97,004 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.4% |
0.0138 |
1.5% |
97% |
True |
False |
87,495 |
| 60 |
0.9382 |
0.8174 |
0.1208 |
12.9% |
0.0129 |
1.4% |
98% |
True |
False |
68,421 |
| 80 |
0.9382 |
0.8046 |
0.1336 |
14.3% |
0.0123 |
1.3% |
98% |
True |
False |
51,370 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
18.9% |
0.0113 |
1.2% |
98% |
True |
False |
41,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9620 |
|
1.618 |
0.9529 |
|
1.000 |
0.9473 |
|
0.618 |
0.9438 |
|
HIGH |
0.9382 |
|
0.618 |
0.9347 |
|
0.500 |
0.9337 |
|
0.382 |
0.9326 |
|
LOW |
0.9291 |
|
0.618 |
0.9235 |
|
1.000 |
0.9200 |
|
1.618 |
0.9144 |
|
2.618 |
0.9053 |
|
4.250 |
0.8904 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9348 |
0.9330 |
| PP |
0.9342 |
0.9306 |
| S1 |
0.9337 |
0.9283 |
|