CME Australian Dollar Future March 2010
| 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 |
0.8950 |
0.9010 |
0.0060 |
0.7% |
0.9009 |
| High |
0.9024 |
0.9104 |
0.0080 |
0.9% |
0.9227 |
| Low |
0.8927 |
0.8977 |
0.0050 |
0.6% |
0.9006 |
| Close |
0.8977 |
0.9082 |
0.0105 |
1.2% |
0.9018 |
| Range |
0.0097 |
0.0127 |
0.0030 |
30.9% |
0.0221 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
34,082 |
45,318 |
11,236 |
33.0% |
13,535 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9435 |
0.9386 |
0.9152 |
|
| R3 |
0.9308 |
0.9259 |
0.9117 |
|
| R2 |
0.9181 |
0.9181 |
0.9105 |
|
| R1 |
0.9132 |
0.9132 |
0.9094 |
0.9157 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9067 |
| S1 |
0.9005 |
0.9005 |
0.9070 |
0.9030 |
| S2 |
0.8927 |
0.8927 |
0.9059 |
|
| S3 |
0.8800 |
0.8878 |
0.9047 |
|
| S4 |
0.8673 |
0.8751 |
0.9012 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9603 |
0.9140 |
|
| R3 |
0.9526 |
0.9382 |
0.9079 |
|
| R2 |
0.9305 |
0.9305 |
0.9059 |
|
| R1 |
0.9161 |
0.9161 |
0.9038 |
0.9233 |
| PP |
0.9084 |
0.9084 |
0.9084 |
0.9120 |
| S1 |
0.8940 |
0.8940 |
0.8998 |
0.9012 |
| S2 |
0.8863 |
0.8863 |
0.8977 |
|
| S3 |
0.8642 |
0.8719 |
0.8957 |
|
| S4 |
0.8421 |
0.8498 |
0.8896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9202 |
0.8927 |
0.0275 |
3.0% |
0.0141 |
1.6% |
56% |
False |
False |
21,332 |
| 10 |
0.9227 |
0.8853 |
0.0374 |
4.1% |
0.0145 |
1.6% |
61% |
False |
False |
11,900 |
| 20 |
0.9288 |
0.8853 |
0.0435 |
4.8% |
0.0128 |
1.4% |
53% |
False |
False |
6,463 |
| 40 |
0.9288 |
0.8800 |
0.0488 |
5.4% |
0.0126 |
1.4% |
58% |
False |
False |
3,307 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.2% |
0.0111 |
1.2% |
75% |
False |
False |
2,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9436 |
|
1.618 |
0.9309 |
|
1.000 |
0.9231 |
|
0.618 |
0.9182 |
|
HIGH |
0.9104 |
|
0.618 |
0.9055 |
|
0.500 |
0.9041 |
|
0.382 |
0.9026 |
|
LOW |
0.8977 |
|
0.618 |
0.8899 |
|
1.000 |
0.8850 |
|
1.618 |
0.8772 |
|
2.618 |
0.8645 |
|
4.250 |
0.8437 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9060 |
| PP |
0.9054 |
0.9038 |
| S1 |
0.9041 |
0.9016 |
|