CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9279 |
0.9270 |
-0.0009 |
-0.1% |
0.9176 |
| High |
0.9315 |
0.9277 |
-0.0038 |
-0.4% |
0.9344 |
| Low |
0.9242 |
0.9111 |
-0.0131 |
-1.4% |
0.9165 |
| Close |
0.9248 |
0.9169 |
-0.0079 |
-0.9% |
0.9294 |
| Range |
0.0073 |
0.0166 |
0.0093 |
127.4% |
0.0179 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.8% |
0.0000 |
| Volume |
93,599 |
75,227 |
-18,372 |
-19.6% |
445,604 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9592 |
0.9260 |
|
| R3 |
0.9518 |
0.9426 |
0.9215 |
|
| R2 |
0.9352 |
0.9352 |
0.9199 |
|
| R1 |
0.9260 |
0.9260 |
0.9184 |
0.9223 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9167 |
| S1 |
0.9094 |
0.9094 |
0.9154 |
0.9057 |
| S2 |
0.9020 |
0.9020 |
0.9139 |
|
| S3 |
0.8854 |
0.8928 |
0.9123 |
|
| S4 |
0.8688 |
0.8762 |
0.9078 |
|
|
| 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 |
0.9111 |
0.0271 |
3.0% |
0.0116 |
1.3% |
21% |
False |
True |
89,884 |
| 10 |
0.9382 |
0.9062 |
0.0320 |
3.5% |
0.0110 |
1.2% |
33% |
False |
False |
85,791 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0146 |
1.6% |
57% |
False |
False |
97,456 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.6% |
0.0138 |
1.5% |
76% |
False |
False |
88,989 |
| 60 |
0.9382 |
0.8174 |
0.1208 |
13.2% |
0.0129 |
1.4% |
82% |
False |
False |
72,469 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.2% |
0.0123 |
1.3% |
84% |
False |
False |
54,444 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.3% |
0.0116 |
1.3% |
88% |
False |
False |
43,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9983 |
|
2.618 |
0.9712 |
|
1.618 |
0.9546 |
|
1.000 |
0.9443 |
|
0.618 |
0.9380 |
|
HIGH |
0.9277 |
|
0.618 |
0.9214 |
|
0.500 |
0.9194 |
|
0.382 |
0.9174 |
|
LOW |
0.9111 |
|
0.618 |
0.9008 |
|
1.000 |
0.8945 |
|
1.618 |
0.8842 |
|
2.618 |
0.8676 |
|
4.250 |
0.8406 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9194 |
0.9234 |
| PP |
0.9186 |
0.9212 |
| S1 |
0.9177 |
0.9191 |
|