CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9096 |
0.9166 |
0.0070 |
0.8% |
0.9149 |
| High |
0.9189 |
0.9197 |
0.0008 |
0.1% |
0.9197 |
| Low |
0.9088 |
0.9090 |
0.0002 |
0.0% |
0.9009 |
| Close |
0.9167 |
0.9108 |
-0.0059 |
-0.6% |
0.9108 |
| Range |
0.0101 |
0.0107 |
0.0006 |
5.9% |
0.0188 |
| ATR |
0.0142 |
0.0139 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
100,762 |
71,948 |
-28,814 |
-28.6% |
555,756 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9387 |
0.9167 |
|
| R3 |
0.9346 |
0.9280 |
0.9137 |
|
| R2 |
0.9239 |
0.9239 |
0.9128 |
|
| R1 |
0.9173 |
0.9173 |
0.9118 |
0.9153 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9121 |
| S1 |
0.9066 |
0.9066 |
0.9098 |
0.9046 |
| S2 |
0.9025 |
0.9025 |
0.9088 |
|
| S3 |
0.8918 |
0.8959 |
0.9079 |
|
| S4 |
0.8811 |
0.8852 |
0.9049 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9669 |
0.9576 |
0.9211 |
|
| R3 |
0.9481 |
0.9388 |
0.9160 |
|
| R2 |
0.9293 |
0.9293 |
0.9142 |
|
| R1 |
0.9200 |
0.9200 |
0.9125 |
0.9153 |
| PP |
0.9105 |
0.9105 |
0.9105 |
0.9081 |
| S1 |
0.9012 |
0.9012 |
0.9091 |
0.8965 |
| S2 |
0.8917 |
0.8917 |
0.9074 |
|
| S3 |
0.8729 |
0.8824 |
0.9056 |
|
| S4 |
0.8541 |
0.8636 |
0.9005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9197 |
0.9009 |
0.0188 |
2.1% |
0.0121 |
1.3% |
53% |
True |
False |
111,151 |
| 10 |
0.9315 |
0.9009 |
0.0306 |
3.4% |
0.0122 |
1.3% |
32% |
False |
False |
112,283 |
| 20 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0137 |
1.5% |
39% |
False |
False |
101,097 |
| 40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0145 |
1.6% |
45% |
False |
False |
98,291 |
| 60 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0137 |
1.5% |
69% |
False |
False |
90,903 |
| 80 |
0.9382 |
0.8145 |
0.1237 |
13.6% |
0.0131 |
1.4% |
78% |
False |
False |
74,066 |
| 100 |
0.9382 |
0.8046 |
0.1336 |
14.7% |
0.0124 |
1.4% |
79% |
False |
False |
59,286 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0116 |
1.3% |
84% |
False |
False |
49,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9652 |
|
2.618 |
0.9477 |
|
1.618 |
0.9370 |
|
1.000 |
0.9304 |
|
0.618 |
0.9263 |
|
HIGH |
0.9197 |
|
0.618 |
0.9156 |
|
0.500 |
0.9144 |
|
0.382 |
0.9131 |
|
LOW |
0.9090 |
|
0.618 |
0.9024 |
|
1.000 |
0.8983 |
|
1.618 |
0.8917 |
|
2.618 |
0.8810 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9144 |
0.9106 |
| PP |
0.9132 |
0.9105 |
| S1 |
0.9120 |
0.9103 |
|