CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9021 |
0.9073 |
0.0052 |
0.6% |
0.9067 |
| High |
0.9090 |
0.9080 |
-0.0010 |
-0.1% |
0.9121 |
| Low |
0.8967 |
0.8949 |
-0.0018 |
-0.2% |
0.8927 |
| Close |
0.9080 |
0.8980 |
-0.0100 |
-1.1% |
0.9022 |
| Range |
0.0123 |
0.0131 |
0.0008 |
6.5% |
0.0194 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
0.0% |
0.0000 |
| Volume |
80,735 |
64,798 |
-15,937 |
-19.7% |
177,528 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9319 |
0.9052 |
|
| R3 |
0.9265 |
0.9188 |
0.9016 |
|
| R2 |
0.9134 |
0.9134 |
0.9004 |
|
| R1 |
0.9057 |
0.9057 |
0.8992 |
0.9030 |
| PP |
0.9003 |
0.9003 |
0.9003 |
0.8990 |
| S1 |
0.8926 |
0.8926 |
0.8968 |
0.8899 |
| S2 |
0.8872 |
0.8872 |
0.8956 |
|
| S3 |
0.8741 |
0.8795 |
0.8944 |
|
| S4 |
0.8610 |
0.8664 |
0.8908 |
|
|
| 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 |
2.2% |
0.0119 |
1.3% |
27% |
False |
False |
59,591 |
| 10 |
0.9227 |
0.8927 |
0.0300 |
3.3% |
0.0123 |
1.4% |
18% |
False |
False |
33,029 |
| 20 |
0.9235 |
0.8853 |
0.0382 |
4.3% |
0.0131 |
1.5% |
33% |
False |
False |
17,087 |
| 40 |
0.9288 |
0.8800 |
0.0488 |
5.4% |
0.0126 |
1.4% |
37% |
False |
False |
8,761 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0115 |
1.3% |
63% |
False |
False |
5,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9637 |
|
2.618 |
0.9423 |
|
1.618 |
0.9292 |
|
1.000 |
0.9211 |
|
0.618 |
0.9161 |
|
HIGH |
0.9080 |
|
0.618 |
0.9030 |
|
0.500 |
0.9015 |
|
0.382 |
0.8999 |
|
LOW |
0.8949 |
|
0.618 |
0.8868 |
|
1.000 |
0.8818 |
|
1.618 |
0.8737 |
|
2.618 |
0.8606 |
|
4.250 |
0.8392 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9015 |
0.9035 |
| PP |
0.9003 |
0.9017 |
| S1 |
0.8992 |
0.8998 |
|