CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9336 |
0.9279 |
-0.0057 |
-0.6% |
0.9176 |
| High |
0.9356 |
0.9315 |
-0.0041 |
-0.4% |
0.9344 |
| Low |
0.9213 |
0.9242 |
0.0029 |
0.3% |
0.9165 |
| Close |
0.9259 |
0.9248 |
-0.0011 |
-0.1% |
0.9294 |
| Range |
0.0143 |
0.0073 |
-0.0070 |
-49.0% |
0.0179 |
| ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
77,509 |
93,599 |
16,090 |
20.8% |
445,604 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9487 |
0.9441 |
0.9288 |
|
| R3 |
0.9414 |
0.9368 |
0.9268 |
|
| R2 |
0.9341 |
0.9341 |
0.9261 |
|
| R1 |
0.9295 |
0.9295 |
0.9255 |
0.9282 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9262 |
| S1 |
0.9222 |
0.9222 |
0.9241 |
0.9209 |
| S2 |
0.9195 |
0.9195 |
0.9235 |
|
| S3 |
0.9122 |
0.9149 |
0.9228 |
|
| S4 |
0.9049 |
0.9076 |
0.9208 |
|
|
| 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 |
2.2% |
0.0115 |
1.2% |
33% |
False |
False |
92,175 |
| 10 |
0.9382 |
0.8993 |
0.0389 |
4.2% |
0.0105 |
1.1% |
66% |
False |
False |
88,359 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0143 |
1.6% |
73% |
False |
False |
98,335 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.5% |
0.0138 |
1.5% |
85% |
False |
False |
88,690 |
| 60 |
0.9382 |
0.8174 |
0.1208 |
13.1% |
0.0129 |
1.4% |
89% |
False |
False |
71,261 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.1% |
0.0123 |
1.3% |
90% |
False |
False |
53,507 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0114 |
1.2% |
92% |
False |
False |
42,818 |
|
|
|
| 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 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9279 |
0.9298 |
| PP |
0.9268 |
0.9281 |
| S1 |
0.9258 |
0.9265 |
|