CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9101 |
0.9159 |
0.0058 |
0.6% |
0.9104 |
| High |
0.9183 |
0.9260 |
0.0077 |
0.8% |
0.9309 |
| Low |
0.9083 |
0.9093 |
0.0010 |
0.1% |
0.8933 |
| Close |
0.9130 |
0.9248 |
0.0118 |
1.3% |
0.9052 |
| Range |
0.0100 |
0.0167 |
0.0067 |
67.0% |
0.0376 |
| ATR |
0.0151 |
0.0152 |
0.0001 |
0.7% |
0.0000 |
| Volume |
174,371 |
107,730 |
-66,641 |
-38.2% |
338,321 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9701 |
0.9642 |
0.9340 |
|
| R3 |
0.9534 |
0.9475 |
0.9294 |
|
| R2 |
0.9367 |
0.9367 |
0.9279 |
|
| R1 |
0.9308 |
0.9308 |
0.9263 |
0.9338 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9215 |
| S1 |
0.9141 |
0.9141 |
0.9233 |
0.9171 |
| S2 |
0.9033 |
0.9033 |
0.9217 |
|
| S3 |
0.8866 |
0.8974 |
0.9202 |
|
| S4 |
0.8699 |
0.8807 |
0.9156 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0015 |
0.9259 |
|
| R3 |
0.9850 |
0.9639 |
0.9155 |
|
| R2 |
0.9474 |
0.9474 |
0.9121 |
|
| R1 |
0.9263 |
0.9263 |
0.9086 |
0.9181 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9057 |
| S1 |
0.8887 |
0.8887 |
0.9018 |
0.8805 |
| S2 |
0.8722 |
0.8722 |
0.8983 |
|
| S3 |
0.8346 |
0.8511 |
0.8949 |
|
| S4 |
0.7970 |
0.8135 |
0.8845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9309 |
0.8933 |
0.0376 |
4.1% |
0.0178 |
1.9% |
84% |
False |
False |
105,357 |
| 10 |
0.9356 |
0.8933 |
0.0423 |
4.6% |
0.0159 |
1.7% |
74% |
False |
False |
97,813 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0139 |
1.5% |
73% |
False |
False |
96,451 |
| 40 |
0.9382 |
0.8703 |
0.0679 |
7.3% |
0.0143 |
1.6% |
80% |
False |
False |
91,385 |
| 60 |
0.9382 |
0.8444 |
0.0938 |
10.1% |
0.0135 |
1.5% |
86% |
False |
False |
84,147 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.1% |
0.0131 |
1.4% |
90% |
False |
False |
63,583 |
| 100 |
0.9382 |
0.7757 |
0.1625 |
17.6% |
0.0123 |
1.3% |
92% |
False |
False |
50,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9970 |
|
2.618 |
0.9697 |
|
1.618 |
0.9530 |
|
1.000 |
0.9427 |
|
0.618 |
0.9363 |
|
HIGH |
0.9260 |
|
0.618 |
0.9196 |
|
0.500 |
0.9177 |
|
0.382 |
0.9157 |
|
LOW |
0.9093 |
|
0.618 |
0.8990 |
|
1.000 |
0.8926 |
|
1.618 |
0.8823 |
|
2.618 |
0.8656 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9224 |
0.9205 |
| PP |
0.9200 |
0.9163 |
| S1 |
0.9177 |
0.9120 |
|