CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9159 |
0.9232 |
0.0073 |
0.8% |
0.9104 |
| High |
0.9260 |
0.9285 |
0.0025 |
0.3% |
0.9309 |
| Low |
0.9093 |
0.9220 |
0.0127 |
1.4% |
0.8933 |
| Close |
0.9248 |
0.9233 |
-0.0015 |
-0.2% |
0.9052 |
| Range |
0.0167 |
0.0065 |
-0.0102 |
-61.1% |
0.0376 |
| ATR |
0.0152 |
0.0146 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
107,730 |
104,072 |
-3,658 |
-3.4% |
338,321 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9441 |
0.9402 |
0.9269 |
|
| R3 |
0.9376 |
0.9337 |
0.9251 |
|
| R2 |
0.9311 |
0.9311 |
0.9245 |
|
| R1 |
0.9272 |
0.9272 |
0.9239 |
0.9292 |
| PP |
0.9246 |
0.9246 |
0.9246 |
0.9256 |
| S1 |
0.9207 |
0.9207 |
0.9227 |
0.9227 |
| S2 |
0.9181 |
0.9181 |
0.9221 |
|
| S3 |
0.9116 |
0.9142 |
0.9215 |
|
| S4 |
0.9051 |
0.9077 |
0.9197 |
|
|
| 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% |
0.0166 |
1.8% |
80% |
False |
False |
111,432 |
| 10 |
0.9315 |
0.8933 |
0.0382 |
4.1% |
0.0151 |
1.6% |
79% |
False |
False |
100,470 |
| 20 |
0.9382 |
0.8922 |
0.0460 |
5.0% |
0.0134 |
1.4% |
68% |
False |
False |
95,743 |
| 40 |
0.9382 |
0.8813 |
0.0569 |
6.2% |
0.0141 |
1.5% |
74% |
False |
False |
92,450 |
| 60 |
0.9382 |
0.8481 |
0.0901 |
9.8% |
0.0134 |
1.4% |
83% |
False |
False |
85,748 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.1% |
0.0131 |
1.4% |
89% |
False |
False |
64,882 |
| 100 |
0.9382 |
0.7828 |
0.1554 |
16.8% |
0.0122 |
1.3% |
90% |
False |
False |
51,925 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0113 |
1.2% |
92% |
False |
False |
43,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9561 |
|
2.618 |
0.9455 |
|
1.618 |
0.9390 |
|
1.000 |
0.9350 |
|
0.618 |
0.9325 |
|
HIGH |
0.9285 |
|
0.618 |
0.9260 |
|
0.500 |
0.9253 |
|
0.382 |
0.9245 |
|
LOW |
0.9220 |
|
0.618 |
0.9180 |
|
1.000 |
0.9155 |
|
1.618 |
0.9115 |
|
2.618 |
0.9050 |
|
4.250 |
0.8944 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9253 |
0.9217 |
| PP |
0.9246 |
0.9200 |
| S1 |
0.9240 |
0.9184 |
|