CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.8859 |
0.9014 |
0.0155 |
1.7% |
0.8609 |
High |
0.9039 |
0.9033 |
-0.0006 |
-0.1% |
0.9039 |
Low |
0.8850 |
0.8961 |
0.0111 |
1.3% |
0.8597 |
Close |
0.9009 |
0.8985 |
-0.0024 |
-0.3% |
0.8985 |
Range |
0.0189 |
0.0072 |
-0.0117 |
-61.9% |
0.0442 |
ATR |
0.0129 |
0.0125 |
-0.0004 |
-3.2% |
0.0000 |
Volume |
66,576 |
84,643 |
18,067 |
27.1% |
411,396 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9209 |
0.9169 |
0.9025 |
|
R3 |
0.9137 |
0.9097 |
0.9005 |
|
R2 |
0.9065 |
0.9065 |
0.8998 |
|
R1 |
0.9025 |
0.9025 |
0.8992 |
0.9009 |
PP |
0.8993 |
0.8993 |
0.8993 |
0.8985 |
S1 |
0.8953 |
0.8953 |
0.8978 |
0.8937 |
S2 |
0.8921 |
0.8921 |
0.8972 |
|
S3 |
0.8849 |
0.8881 |
0.8965 |
|
S4 |
0.8777 |
0.8809 |
0.8945 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0200 |
1.0034 |
0.9228 |
|
R3 |
0.9758 |
0.9592 |
0.9107 |
|
R2 |
0.9316 |
0.9316 |
0.9066 |
|
R1 |
0.9150 |
0.9150 |
0.9026 |
0.9233 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8915 |
S1 |
0.8708 |
0.8708 |
0.8944 |
0.8791 |
S2 |
0.8432 |
0.8432 |
0.8904 |
|
S3 |
0.7990 |
0.8266 |
0.8863 |
|
S4 |
0.7548 |
0.7824 |
0.8742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9039 |
0.8597 |
0.0442 |
4.9% |
0.0132 |
1.5% |
88% |
False |
False |
82,279 |
10 |
0.9039 |
0.8500 |
0.0539 |
6.0% |
0.0140 |
1.6% |
90% |
False |
False |
83,693 |
20 |
0.9039 |
0.8481 |
0.0558 |
6.2% |
0.0122 |
1.4% |
90% |
False |
False |
76,326 |
40 |
0.9039 |
0.8080 |
0.0959 |
10.7% |
0.0118 |
1.3% |
94% |
False |
False |
43,068 |
60 |
0.9039 |
0.7960 |
0.1079 |
12.0% |
0.0111 |
1.2% |
95% |
False |
False |
28,753 |
80 |
0.9039 |
0.7615 |
0.1424 |
15.8% |
0.0102 |
1.1% |
96% |
False |
False |
21,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9339 |
2.618 |
0.9221 |
1.618 |
0.9149 |
1.000 |
0.9105 |
0.618 |
0.9077 |
HIGH |
0.9033 |
0.618 |
0.9005 |
0.500 |
0.8997 |
0.382 |
0.8989 |
LOW |
0.8961 |
0.618 |
0.8917 |
1.000 |
0.8889 |
1.618 |
0.8845 |
2.618 |
0.8773 |
4.250 |
0.8655 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8997 |
0.8965 |
PP |
0.8993 |
0.8946 |
S1 |
0.8989 |
0.8926 |
|