CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9107 |
-0.0059 |
-0.6% |
0.9149 |
| High |
0.9197 |
0.9126 |
-0.0071 |
-0.8% |
0.9197 |
| Low |
0.9090 |
0.8951 |
-0.0139 |
-1.5% |
0.9009 |
| Close |
0.9108 |
0.9121 |
0.0013 |
0.1% |
0.9108 |
| Range |
0.0107 |
0.0175 |
0.0068 |
63.6% |
0.0188 |
| ATR |
0.0139 |
0.0142 |
0.0003 |
1.8% |
0.0000 |
| Volume |
71,948 |
23,670 |
-48,278 |
-67.1% |
555,756 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9531 |
0.9217 |
|
| R3 |
0.9416 |
0.9356 |
0.9169 |
|
| R2 |
0.9241 |
0.9241 |
0.9153 |
|
| R1 |
0.9181 |
0.9181 |
0.9137 |
0.9211 |
| PP |
0.9066 |
0.9066 |
0.9066 |
0.9081 |
| S1 |
0.9006 |
0.9006 |
0.9105 |
0.9036 |
| S2 |
0.8891 |
0.8891 |
0.9089 |
|
| S3 |
0.8716 |
0.8831 |
0.9073 |
|
| S4 |
0.8541 |
0.8656 |
0.9025 |
|
|
| 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 |
0.8951 |
0.0246 |
2.7% |
0.0126 |
1.4% |
69% |
False |
True |
86,277 |
| 10 |
0.9315 |
0.8951 |
0.0364 |
4.0% |
0.0129 |
1.4% |
47% |
False |
True |
97,213 |
| 20 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0140 |
1.5% |
42% |
False |
False |
96,443 |
| 40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0145 |
1.6% |
48% |
False |
False |
96,986 |
| 60 |
0.9382 |
0.8500 |
0.0882 |
9.7% |
0.0139 |
1.5% |
70% |
False |
False |
90,034 |
| 80 |
0.9382 |
0.8174 |
0.1208 |
13.2% |
0.0131 |
1.4% |
78% |
False |
False |
74,360 |
| 100 |
0.9382 |
0.8046 |
0.1336 |
14.6% |
0.0126 |
1.4% |
80% |
False |
False |
59,522 |
| 120 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0117 |
1.3% |
85% |
False |
False |
49,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9870 |
|
2.618 |
0.9584 |
|
1.618 |
0.9409 |
|
1.000 |
0.9301 |
|
0.618 |
0.9234 |
|
HIGH |
0.9126 |
|
0.618 |
0.9059 |
|
0.500 |
0.9039 |
|
0.382 |
0.9018 |
|
LOW |
0.8951 |
|
0.618 |
0.8843 |
|
1.000 |
0.8776 |
|
1.618 |
0.8668 |
|
2.618 |
0.8493 |
|
4.250 |
0.8207 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9094 |
0.9105 |
| PP |
0.9066 |
0.9090 |
| S1 |
0.9039 |
0.9074 |
|