CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9096 |
0.0058 |
0.6% |
0.9101 |
| High |
0.9110 |
0.9189 |
0.0079 |
0.9% |
0.9315 |
| Low |
0.9009 |
0.9088 |
0.0079 |
0.9% |
0.9083 |
| Close |
0.9060 |
0.9167 |
0.0107 |
1.2% |
0.9103 |
| Range |
0.0101 |
0.0101 |
0.0000 |
0.0% |
0.0232 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
131,692 |
100,762 |
-30,930 |
-23.5% |
567,076 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9410 |
0.9223 |
|
| R3 |
0.9350 |
0.9309 |
0.9195 |
|
| R2 |
0.9249 |
0.9249 |
0.9186 |
|
| R1 |
0.9208 |
0.9208 |
0.9176 |
0.9229 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9158 |
| S1 |
0.9107 |
0.9107 |
0.9158 |
0.9128 |
| S2 |
0.9047 |
0.9047 |
0.9148 |
|
| S3 |
0.8946 |
0.9006 |
0.9139 |
|
| S4 |
0.8845 |
0.8905 |
0.9111 |
|
|
| 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 |
0.9289 |
0.9009 |
0.0280 |
3.1% |
0.0138 |
1.5% |
56% |
False |
False |
115,600 |
| 10 |
0.9315 |
0.8933 |
0.0382 |
4.2% |
0.0149 |
1.6% |
61% |
False |
False |
113,473 |
| 20 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0140 |
1.5% |
52% |
False |
False |
101,834 |
| 40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0144 |
1.6% |
57% |
False |
False |
98,576 |
| 60 |
0.9382 |
0.8500 |
0.0882 |
9.6% |
0.0137 |
1.5% |
76% |
False |
False |
90,891 |
| 80 |
0.9382 |
0.8145 |
0.1237 |
13.5% |
0.0130 |
1.4% |
83% |
False |
False |
73,169 |
| 100 |
0.9382 |
0.8023 |
0.1359 |
14.8% |
0.0124 |
1.4% |
84% |
False |
False |
58,568 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.3% |
0.0116 |
1.3% |
88% |
False |
False |
48,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9618 |
|
2.618 |
0.9453 |
|
1.618 |
0.9352 |
|
1.000 |
0.9290 |
|
0.618 |
0.9251 |
|
HIGH |
0.9189 |
|
0.618 |
0.9150 |
|
0.500 |
0.9139 |
|
0.382 |
0.9127 |
|
LOW |
0.9088 |
|
0.618 |
0.9026 |
|
1.000 |
0.8987 |
|
1.618 |
0.8925 |
|
2.618 |
0.8824 |
|
4.250 |
0.8659 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9158 |
0.9144 |
| PP |
0.9148 |
0.9122 |
| S1 |
0.9139 |
0.9099 |
|