CME Australian Dollar Future March 2010
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 |
0.9082 |
0.9021 |
-0.0061 |
-0.7% |
0.9067 |
High |
0.9121 |
0.9090 |
-0.0031 |
-0.3% |
0.9121 |
Low |
0.9004 |
0.8967 |
-0.0037 |
-0.4% |
0.8927 |
Close |
0.9022 |
0.9080 |
0.0058 |
0.6% |
0.9022 |
Range |
0.0117 |
0.0123 |
0.0006 |
5.1% |
0.0194 |
ATR |
0.0131 |
0.0130 |
-0.0001 |
-0.4% |
0.0000 |
Volume |
73,023 |
80,735 |
7,712 |
10.6% |
177,528 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9415 |
0.9370 |
0.9148 |
|
R3 |
0.9292 |
0.9247 |
0.9114 |
|
R2 |
0.9169 |
0.9169 |
0.9103 |
|
R1 |
0.9124 |
0.9124 |
0.9091 |
0.9147 |
PP |
0.9046 |
0.9046 |
0.9046 |
0.9057 |
S1 |
0.9001 |
0.9001 |
0.9069 |
0.9024 |
S2 |
0.8923 |
0.8923 |
0.9057 |
|
S3 |
0.8800 |
0.8878 |
0.9046 |
|
S4 |
0.8677 |
0.8755 |
0.9012 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9605 |
0.9508 |
0.9129 |
|
R3 |
0.9411 |
0.9314 |
0.9075 |
|
R2 |
0.9217 |
0.9217 |
0.9058 |
|
R1 |
0.9120 |
0.9120 |
0.9040 |
0.9072 |
PP |
0.9023 |
0.9023 |
0.9023 |
0.8999 |
S1 |
0.8926 |
0.8926 |
0.9004 |
0.8878 |
S2 |
0.8829 |
0.8829 |
0.8986 |
|
S3 |
0.8635 |
0.8732 |
0.8969 |
|
S4 |
0.8441 |
0.8538 |
0.8915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9121 |
0.8927 |
0.0194 |
2.1% |
0.0122 |
1.3% |
79% |
False |
False |
49,814 |
10 |
0.9227 |
0.8927 |
0.0300 |
3.3% |
0.0127 |
1.4% |
51% |
False |
False |
26,778 |
20 |
0.9288 |
0.8853 |
0.0435 |
4.8% |
0.0128 |
1.4% |
52% |
False |
False |
13,863 |
40 |
0.9288 |
0.8800 |
0.0488 |
5.4% |
0.0127 |
1.4% |
57% |
False |
False |
7,143 |
60 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0113 |
1.2% |
75% |
False |
False |
4,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9613 |
2.618 |
0.9412 |
1.618 |
0.9289 |
1.000 |
0.9213 |
0.618 |
0.9166 |
HIGH |
0.9090 |
0.618 |
0.9043 |
0.500 |
0.9029 |
0.382 |
0.9014 |
LOW |
0.8967 |
0.618 |
0.8891 |
1.000 |
0.8844 |
1.618 |
0.8768 |
2.618 |
0.8645 |
4.250 |
0.8444 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9063 |
0.9068 |
PP |
0.9046 |
0.9056 |
S1 |
0.9029 |
0.9044 |
|