CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9232 |
0.9252 |
0.0020 |
0.2% |
0.9104 |
| High |
0.9285 |
0.9315 |
0.0030 |
0.3% |
0.9309 |
| Low |
0.9220 |
0.9225 |
0.0005 |
0.1% |
0.8933 |
| Close |
0.9233 |
0.9269 |
0.0036 |
0.4% |
0.9052 |
| Range |
0.0065 |
0.0090 |
0.0025 |
38.5% |
0.0376 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
104,072 |
86,708 |
-17,364 |
-16.7% |
338,321 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9540 |
0.9494 |
0.9319 |
|
| R3 |
0.9450 |
0.9404 |
0.9294 |
|
| R2 |
0.9360 |
0.9360 |
0.9286 |
|
| R1 |
0.9314 |
0.9314 |
0.9277 |
0.9337 |
| PP |
0.9270 |
0.9270 |
0.9270 |
0.9281 |
| S1 |
0.9224 |
0.9224 |
0.9261 |
0.9247 |
| S2 |
0.9180 |
0.9180 |
0.9253 |
|
| S3 |
0.9090 |
0.9134 |
0.9244 |
|
| S4 |
0.9000 |
0.9044 |
0.9220 |
|
|
| 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 |
0.9315 |
0.8933 |
0.0382 |
4.1% |
0.0159 |
1.7% |
88% |
True |
False |
111,346 |
| 10 |
0.9315 |
0.8933 |
0.0382 |
4.1% |
0.0153 |
1.6% |
88% |
True |
False |
99,781 |
| 20 |
0.9382 |
0.8933 |
0.0449 |
4.8% |
0.0129 |
1.4% |
75% |
False |
False |
94,070 |
| 40 |
0.9382 |
0.8850 |
0.0532 |
5.7% |
0.0141 |
1.5% |
79% |
False |
False |
92,626 |
| 60 |
0.9382 |
0.8481 |
0.0901 |
9.7% |
0.0133 |
1.4% |
87% |
False |
False |
86,687 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.0% |
0.0130 |
1.4% |
91% |
False |
False |
65,963 |
| 100 |
0.9382 |
0.7878 |
0.1504 |
16.2% |
0.0122 |
1.3% |
92% |
False |
False |
52,792 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0114 |
1.2% |
94% |
False |
False |
43,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9698 |
|
2.618 |
0.9551 |
|
1.618 |
0.9461 |
|
1.000 |
0.9405 |
|
0.618 |
0.9371 |
|
HIGH |
0.9315 |
|
0.618 |
0.9281 |
|
0.500 |
0.9270 |
|
0.382 |
0.9259 |
|
LOW |
0.9225 |
|
0.618 |
0.9169 |
|
1.000 |
0.9135 |
|
1.618 |
0.9079 |
|
2.618 |
0.8989 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9270 |
0.9247 |
| PP |
0.9270 |
0.9226 |
| S1 |
0.9269 |
0.9204 |
|