CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8676 |
0.8717 |
0.0041 |
0.5% |
0.9021 |
| High |
0.8746 |
0.8789 |
0.0043 |
0.5% |
0.9090 |
| Low |
0.8665 |
0.8715 |
0.0050 |
0.6% |
0.8731 |
| Close |
0.8729 |
0.8770 |
0.0041 |
0.5% |
0.8820 |
| Range |
0.0081 |
0.0074 |
-0.0007 |
-8.6% |
0.0359 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
44,348 |
37,840 |
-6,508 |
-14.7% |
386,097 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8980 |
0.8949 |
0.8811 |
|
| R3 |
0.8906 |
0.8875 |
0.8790 |
|
| R2 |
0.8832 |
0.8832 |
0.8784 |
|
| R1 |
0.8801 |
0.8801 |
0.8777 |
0.8817 |
| PP |
0.8758 |
0.8758 |
0.8758 |
0.8766 |
| S1 |
0.8727 |
0.8727 |
0.8763 |
0.8743 |
| S2 |
0.8684 |
0.8684 |
0.8756 |
|
| S3 |
0.8610 |
0.8653 |
0.8750 |
|
| S4 |
0.8536 |
0.8579 |
0.8729 |
|
|
| 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 |
0.8928 |
0.8665 |
0.0263 |
3.0% |
0.0101 |
1.1% |
40% |
False |
False |
60,875 |
| 10 |
0.9121 |
0.8665 |
0.0456 |
5.2% |
0.0111 |
1.3% |
23% |
False |
False |
63,370 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.4% |
0.0127 |
1.4% |
19% |
False |
False |
35,406 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
7.1% |
0.0126 |
1.4% |
17% |
False |
False |
17,991 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.6% |
0.0117 |
1.3% |
38% |
False |
False |
12,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9104 |
|
2.618 |
0.8983 |
|
1.618 |
0.8909 |
|
1.000 |
0.8863 |
|
0.618 |
0.8835 |
|
HIGH |
0.8789 |
|
0.618 |
0.8761 |
|
0.500 |
0.8752 |
|
0.382 |
0.8743 |
|
LOW |
0.8715 |
|
0.618 |
0.8669 |
|
1.000 |
0.8641 |
|
1.618 |
0.8595 |
|
2.618 |
0.8521 |
|
4.250 |
0.8401 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8764 |
0.8756 |
| PP |
0.8758 |
0.8741 |
| S1 |
0.8752 |
0.8727 |
|