CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9224 |
0.9188 |
-0.0036 |
-0.4% |
0.9316 |
| High |
0.9239 |
0.9309 |
0.0070 |
0.8% |
0.9382 |
| Low |
0.9114 |
0.9186 |
0.0072 |
0.8% |
0.9041 |
| Close |
0.9185 |
0.9301 |
0.0116 |
1.3% |
0.9121 |
| Range |
0.0125 |
0.0123 |
-0.0002 |
-1.6% |
0.0341 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
73,699 |
87,136 |
13,437 |
18.2% |
444,053 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9591 |
0.9369 |
|
| R3 |
0.9511 |
0.9468 |
0.9335 |
|
| R2 |
0.9388 |
0.9388 |
0.9324 |
|
| R1 |
0.9345 |
0.9345 |
0.9312 |
0.9367 |
| PP |
0.9265 |
0.9265 |
0.9265 |
0.9276 |
| S1 |
0.9222 |
0.9222 |
0.9290 |
0.9244 |
| S2 |
0.9142 |
0.9142 |
0.9278 |
|
| S3 |
0.9019 |
0.9099 |
0.9267 |
|
| S4 |
0.8896 |
0.8976 |
0.9233 |
|
|
| 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 |
0.9309 |
0.9041 |
0.0268 |
2.9% |
0.0146 |
1.6% |
97% |
True |
False |
88,215 |
| 10 |
0.9382 |
0.9041 |
0.0341 |
3.7% |
0.0131 |
1.4% |
76% |
False |
False |
90,195 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0138 |
1.5% |
84% |
False |
False |
97,123 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.5% |
0.0140 |
1.5% |
91% |
False |
False |
90,115 |
| 60 |
0.9382 |
0.8256 |
0.1126 |
12.1% |
0.0130 |
1.4% |
93% |
False |
False |
78,144 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.0% |
0.0126 |
1.4% |
94% |
False |
False |
59,014 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.0% |
0.0119 |
1.3% |
95% |
False |
False |
47,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9631 |
|
1.618 |
0.9508 |
|
1.000 |
0.9432 |
|
0.618 |
0.9385 |
|
HIGH |
0.9309 |
|
0.618 |
0.9262 |
|
0.500 |
0.9248 |
|
0.382 |
0.9233 |
|
LOW |
0.9186 |
|
0.618 |
0.9110 |
|
1.000 |
0.9063 |
|
1.618 |
0.8987 |
|
2.618 |
0.8864 |
|
4.250 |
0.8663 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9283 |
0.9269 |
| PP |
0.9265 |
0.9237 |
| S1 |
0.9248 |
0.9205 |
|