CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9104 |
-0.0071 |
-0.8% |
0.9316 |
| High |
0.9196 |
0.9263 |
0.0067 |
0.7% |
0.9382 |
| Low |
0.9041 |
0.9101 |
0.0060 |
0.7% |
0.9041 |
| Close |
0.9121 |
0.9231 |
0.0110 |
1.2% |
0.9121 |
| Range |
0.0155 |
0.0162 |
0.0007 |
4.5% |
0.0341 |
| ATR |
0.0136 |
0.0138 |
0.0002 |
1.4% |
0.0000 |
| Volume |
111,381 |
93,633 |
-17,748 |
-15.9% |
444,053 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9620 |
0.9320 |
|
| R3 |
0.9522 |
0.9458 |
0.9276 |
|
| R2 |
0.9360 |
0.9360 |
0.9261 |
|
| R1 |
0.9296 |
0.9296 |
0.9246 |
0.9328 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9215 |
| S1 |
0.9134 |
0.9134 |
0.9216 |
0.9166 |
| S2 |
0.9036 |
0.9036 |
0.9201 |
|
| S3 |
0.8874 |
0.8972 |
0.9186 |
|
| S4 |
0.8712 |
0.8810 |
0.9142 |
|
|
| 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 |
0.9356 |
0.9041 |
0.0315 |
3.4% |
0.0140 |
1.5% |
60% |
False |
False |
90,269 |
| 10 |
0.9382 |
0.9041 |
0.0341 |
3.7% |
0.0120 |
1.3% |
56% |
False |
False |
87,465 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0143 |
1.5% |
70% |
False |
False |
99,350 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.6% |
0.0139 |
1.5% |
83% |
False |
False |
89,622 |
| 60 |
0.9382 |
0.8174 |
0.1208 |
13.1% |
0.0131 |
1.4% |
88% |
False |
False |
75,739 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.1% |
0.0125 |
1.4% |
88% |
False |
False |
57,006 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0119 |
1.3% |
91% |
False |
False |
45,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9952 |
|
2.618 |
0.9687 |
|
1.618 |
0.9525 |
|
1.000 |
0.9425 |
|
0.618 |
0.9363 |
|
HIGH |
0.9263 |
|
0.618 |
0.9201 |
|
0.500 |
0.9182 |
|
0.382 |
0.9163 |
|
LOW |
0.9101 |
|
0.618 |
0.9001 |
|
1.000 |
0.8939 |
|
1.618 |
0.8839 |
|
2.618 |
0.8677 |
|
4.250 |
0.8413 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9215 |
0.9207 |
| PP |
0.9198 |
0.9183 |
| S1 |
0.9182 |
0.9159 |
|