CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8718 |
0.8676 |
-0.0042 |
-0.5% |
0.9021 |
| High |
0.8758 |
0.8746 |
-0.0012 |
-0.1% |
0.9090 |
| Low |
0.8675 |
0.8665 |
-0.0010 |
-0.1% |
0.8731 |
| Close |
0.8696 |
0.8729 |
0.0033 |
0.4% |
0.8820 |
| Range |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0359 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
47,083 |
44,348 |
-2,735 |
-5.8% |
386,097 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8956 |
0.8924 |
0.8774 |
|
| R3 |
0.8875 |
0.8843 |
0.8751 |
|
| R2 |
0.8794 |
0.8794 |
0.8744 |
|
| R1 |
0.8762 |
0.8762 |
0.8736 |
0.8778 |
| PP |
0.8713 |
0.8713 |
0.8713 |
0.8722 |
| S1 |
0.8681 |
0.8681 |
0.8722 |
0.8697 |
| S2 |
0.8632 |
0.8632 |
0.8714 |
|
| S3 |
0.8551 |
0.8600 |
0.8707 |
|
| S4 |
0.8470 |
0.8519 |
0.8684 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9748 |
0.9017 |
|
| R3 |
0.9598 |
0.9389 |
0.8919 |
|
| R2 |
0.9239 |
0.9239 |
0.8886 |
|
| R1 |
0.9030 |
0.9030 |
0.8853 |
0.8955 |
| PP |
0.8880 |
0.8880 |
0.8880 |
0.8843 |
| S1 |
0.8671 |
0.8671 |
0.8787 |
0.8596 |
| S2 |
0.8521 |
0.8521 |
0.8754 |
|
| S3 |
0.8162 |
0.8312 |
0.8721 |
|
| S4 |
0.7803 |
0.7953 |
0.8623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8986 |
0.8665 |
0.0321 |
3.7% |
0.0108 |
1.2% |
20% |
False |
True |
66,399 |
| 10 |
0.9121 |
0.8665 |
0.0456 |
5.2% |
0.0114 |
1.3% |
14% |
False |
True |
62,995 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.4% |
0.0129 |
1.5% |
11% |
False |
True |
33,550 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
7.1% |
0.0126 |
1.4% |
10% |
False |
True |
17,048 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.6% |
0.0116 |
1.3% |
33% |
False |
False |
11,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9090 |
|
2.618 |
0.8958 |
|
1.618 |
0.8877 |
|
1.000 |
0.8827 |
|
0.618 |
0.8796 |
|
HIGH |
0.8746 |
|
0.618 |
0.8715 |
|
0.500 |
0.8706 |
|
0.382 |
0.8696 |
|
LOW |
0.8665 |
|
0.618 |
0.8615 |
|
1.000 |
0.8584 |
|
1.618 |
0.8534 |
|
2.618 |
0.8453 |
|
4.250 |
0.8321 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8721 |
0.8751 |
| PP |
0.8713 |
0.8743 |
| S1 |
0.8706 |
0.8736 |
|