CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9038 |
-0.0100 |
-1.1% |
0.9101 |
| High |
0.9160 |
0.9110 |
-0.0050 |
-0.5% |
0.9315 |
| Low |
0.9014 |
0.9009 |
-0.0005 |
-0.1% |
0.9083 |
| Close |
0.9018 |
0.9060 |
0.0042 |
0.5% |
0.9103 |
| Range |
0.0146 |
0.0101 |
-0.0045 |
-30.8% |
0.0232 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
103,313 |
131,692 |
28,379 |
27.5% |
567,076 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9363 |
0.9312 |
0.9116 |
|
| R3 |
0.9262 |
0.9211 |
0.9088 |
|
| R2 |
0.9161 |
0.9161 |
0.9079 |
|
| R1 |
0.9110 |
0.9110 |
0.9069 |
0.9136 |
| PP |
0.9060 |
0.9060 |
0.9060 |
0.9072 |
| S1 |
0.9009 |
0.9009 |
0.9051 |
0.9035 |
| S2 |
0.8959 |
0.8959 |
0.9041 |
|
| S3 |
0.8858 |
0.8908 |
0.9032 |
|
| S4 |
0.8757 |
0.8807 |
0.9004 |
|
|
| 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 |
0.9009 |
0.0306 |
3.4% |
0.0136 |
1.5% |
17% |
False |
True |
112,789 |
| 10 |
0.9315 |
0.8933 |
0.0382 |
4.2% |
0.0151 |
1.7% |
33% |
False |
False |
112,111 |
| 20 |
0.9382 |
0.8933 |
0.0449 |
5.0% |
0.0138 |
1.5% |
28% |
False |
False |
100,327 |
| 40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0144 |
1.6% |
36% |
False |
False |
98,198 |
| 60 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0137 |
1.5% |
63% |
False |
False |
90,370 |
| 80 |
0.9382 |
0.8102 |
0.1280 |
14.1% |
0.0131 |
1.4% |
75% |
False |
False |
71,916 |
| 100 |
0.9382 |
0.8020 |
0.1362 |
15.0% |
0.0124 |
1.4% |
76% |
False |
False |
57,561 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.5% |
0.0116 |
1.3% |
82% |
False |
False |
47,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9539 |
|
2.618 |
0.9374 |
|
1.618 |
0.9273 |
|
1.000 |
0.9211 |
|
0.618 |
0.9172 |
|
HIGH |
0.9110 |
|
0.618 |
0.9071 |
|
0.500 |
0.9060 |
|
0.382 |
0.9048 |
|
LOW |
0.9009 |
|
0.618 |
0.8947 |
|
1.000 |
0.8908 |
|
1.618 |
0.8846 |
|
2.618 |
0.8745 |
|
4.250 |
0.8580 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9060 |
0.9096 |
| PP |
0.9060 |
0.9084 |
| S1 |
0.9060 |
0.9072 |
|