CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9270 |
0.9175 |
-0.0095 |
-1.0% |
0.9316 |
| High |
0.9277 |
0.9196 |
-0.0081 |
-0.9% |
0.9382 |
| Low |
0.9111 |
0.9041 |
-0.0070 |
-0.8% |
0.9041 |
| Close |
0.9169 |
0.9121 |
-0.0048 |
-0.5% |
0.9121 |
| Range |
0.0166 |
0.0155 |
-0.0011 |
-6.6% |
0.0341 |
| ATR |
0.0134 |
0.0136 |
0.0001 |
1.1% |
0.0000 |
| Volume |
75,227 |
111,381 |
36,154 |
48.1% |
444,053 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9584 |
0.9508 |
0.9206 |
|
| R3 |
0.9429 |
0.9353 |
0.9164 |
|
| R2 |
0.9274 |
0.9274 |
0.9149 |
|
| R1 |
0.9198 |
0.9198 |
0.9135 |
0.9159 |
| PP |
0.9119 |
0.9119 |
0.9119 |
0.9100 |
| S1 |
0.9043 |
0.9043 |
0.9107 |
0.9004 |
| S2 |
0.8964 |
0.8964 |
0.9093 |
|
| S3 |
0.8809 |
0.8888 |
0.9078 |
|
| S4 |
0.8654 |
0.8733 |
0.9036 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0004 |
0.9309 |
|
| R3 |
0.9863 |
0.9663 |
0.9215 |
|
| R2 |
0.9522 |
0.9522 |
0.9184 |
|
| R1 |
0.9322 |
0.9322 |
0.9152 |
0.9252 |
| PP |
0.9181 |
0.9181 |
0.9181 |
0.9146 |
| S1 |
0.8981 |
0.8981 |
0.9090 |
0.8911 |
| S2 |
0.8840 |
0.8840 |
0.9058 |
|
| S3 |
0.8499 |
0.8640 |
0.9027 |
|
| S4 |
0.8158 |
0.8299 |
0.8933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9382 |
0.9041 |
0.0341 |
3.7% |
0.0126 |
1.4% |
23% |
False |
True |
88,810 |
| 10 |
0.9382 |
0.9041 |
0.0341 |
3.7% |
0.0115 |
1.3% |
23% |
False |
True |
88,965 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0142 |
1.6% |
48% |
False |
False |
98,938 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0139 |
1.5% |
70% |
False |
False |
89,489 |
| 60 |
0.9382 |
0.8174 |
0.1208 |
13.2% |
0.0130 |
1.4% |
78% |
False |
False |
74,266 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0124 |
1.4% |
80% |
False |
False |
55,836 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0117 |
1.3% |
85% |
False |
False |
44,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9602 |
|
1.618 |
0.9447 |
|
1.000 |
0.9351 |
|
0.618 |
0.9292 |
|
HIGH |
0.9196 |
|
0.618 |
0.9137 |
|
0.500 |
0.9119 |
|
0.382 |
0.9100 |
|
LOW |
0.9041 |
|
0.618 |
0.8945 |
|
1.000 |
0.8886 |
|
1.618 |
0.8790 |
|
2.618 |
0.8635 |
|
4.250 |
0.8382 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9120 |
0.9178 |
| PP |
0.9119 |
0.9159 |
| S1 |
0.9119 |
0.9140 |
|