CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8982 |
0.8923 |
-0.0059 |
-0.7% |
0.9067 |
| High |
0.8986 |
0.8928 |
-0.0058 |
-0.6% |
0.9121 |
| Low |
0.8874 |
0.8767 |
-0.0107 |
-1.2% |
0.8927 |
| Close |
0.8914 |
0.8792 |
-0.0122 |
-1.4% |
0.9022 |
| Range |
0.0112 |
0.0161 |
0.0049 |
43.8% |
0.0194 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.8% |
0.0000 |
| Volume |
65,459 |
86,233 |
20,774 |
31.7% |
177,528 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9213 |
0.8881 |
|
| R3 |
0.9151 |
0.9052 |
0.8836 |
|
| R2 |
0.8990 |
0.8990 |
0.8822 |
|
| R1 |
0.8891 |
0.8891 |
0.8807 |
0.8860 |
| PP |
0.8829 |
0.8829 |
0.8829 |
0.8814 |
| S1 |
0.8730 |
0.8730 |
0.8777 |
0.8699 |
| S2 |
0.8668 |
0.8668 |
0.8762 |
|
| S3 |
0.8507 |
0.8569 |
0.8748 |
|
| S4 |
0.8346 |
0.8408 |
0.8703 |
|
|
| 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 |
0.8767 |
0.0354 |
4.0% |
0.0129 |
1.5% |
7% |
False |
True |
74,049 |
| 10 |
0.9202 |
0.8767 |
0.0435 |
4.9% |
0.0135 |
1.5% |
6% |
False |
True |
47,691 |
| 20 |
0.9227 |
0.8767 |
0.0460 |
5.2% |
0.0136 |
1.5% |
5% |
False |
True |
24,601 |
| 40 |
0.9288 |
0.8767 |
0.0521 |
5.9% |
0.0128 |
1.5% |
5% |
False |
True |
12,551 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.6% |
0.0117 |
1.3% |
41% |
False |
False |
8,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9612 |
|
2.618 |
0.9349 |
|
1.618 |
0.9188 |
|
1.000 |
0.9089 |
|
0.618 |
0.9027 |
|
HIGH |
0.8928 |
|
0.618 |
0.8866 |
|
0.500 |
0.8848 |
|
0.382 |
0.8829 |
|
LOW |
0.8767 |
|
0.618 |
0.8668 |
|
1.000 |
0.8606 |
|
1.618 |
0.8507 |
|
2.618 |
0.8346 |
|
4.250 |
0.8083 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8848 |
0.8924 |
| PP |
0.8829 |
0.8880 |
| S1 |
0.8811 |
0.8836 |
|