CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9230 |
0.9149 |
-0.0081 |
-0.9% |
0.9101 |
| High |
0.9289 |
0.9182 |
-0.0107 |
-1.2% |
0.9315 |
| Low |
0.9100 |
0.9030 |
-0.0070 |
-0.8% |
0.9083 |
| Close |
0.9103 |
0.9115 |
0.0012 |
0.1% |
0.9103 |
| Range |
0.0189 |
0.0152 |
-0.0037 |
-19.6% |
0.0232 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
0.3% |
0.0000 |
| Volume |
94,195 |
148,041 |
53,846 |
57.2% |
567,076 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9492 |
0.9199 |
|
| R3 |
0.9413 |
0.9340 |
0.9157 |
|
| R2 |
0.9261 |
0.9261 |
0.9143 |
|
| R1 |
0.9188 |
0.9188 |
0.9129 |
0.9149 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9089 |
| S1 |
0.9036 |
0.9036 |
0.9101 |
0.8997 |
| S2 |
0.8957 |
0.8957 |
0.9087 |
|
| S3 |
0.8805 |
0.8884 |
0.9073 |
|
| S4 |
0.8653 |
0.8732 |
0.9031 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9715 |
0.9231 |
|
| R3 |
0.9631 |
0.9483 |
0.9167 |
|
| R2 |
0.9399 |
0.9399 |
0.9146 |
|
| R1 |
0.9251 |
0.9251 |
0.9124 |
0.9325 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9204 |
| S1 |
0.9019 |
0.9019 |
0.9082 |
0.9093 |
| S2 |
0.8935 |
0.8935 |
0.9060 |
|
| S3 |
0.8703 |
0.8787 |
0.9039 |
|
| S4 |
0.8471 |
0.8555 |
0.8975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9315 |
0.9030 |
0.0285 |
3.1% |
0.0133 |
1.5% |
30% |
False |
True |
108,149 |
| 10 |
0.9315 |
0.8933 |
0.0382 |
4.2% |
0.0155 |
1.7% |
48% |
False |
False |
105,343 |
| 20 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0135 |
1.5% |
41% |
False |
False |
97,154 |
| 40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0143 |
1.6% |
47% |
False |
False |
94,901 |
| 60 |
0.9382 |
0.8481 |
0.0901 |
9.9% |
0.0136 |
1.5% |
70% |
False |
False |
88,710 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0130 |
1.4% |
79% |
False |
False |
68,984 |
| 100 |
0.9382 |
0.7960 |
0.1422 |
15.6% |
0.0124 |
1.4% |
81% |
False |
False |
55,212 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0116 |
1.3% |
85% |
False |
False |
46,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9828 |
|
2.618 |
0.9580 |
|
1.618 |
0.9428 |
|
1.000 |
0.9334 |
|
0.618 |
0.9276 |
|
HIGH |
0.9182 |
|
0.618 |
0.9124 |
|
0.500 |
0.9106 |
|
0.382 |
0.9088 |
|
LOW |
0.9030 |
|
0.618 |
0.8936 |
|
1.000 |
0.8878 |
|
1.618 |
0.8784 |
|
2.618 |
0.8632 |
|
4.250 |
0.8384 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9112 |
0.9173 |
| PP |
0.9109 |
0.9153 |
| S1 |
0.9106 |
0.9134 |
|