CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9104 |
0.9224 |
0.0120 |
1.3% |
0.9316 |
High |
0.9263 |
0.9239 |
-0.0024 |
-0.3% |
0.9382 |
Low |
0.9101 |
0.9114 |
0.0013 |
0.1% |
0.9041 |
Close |
0.9231 |
0.9185 |
-0.0046 |
-0.5% |
0.9121 |
Range |
0.0162 |
0.0125 |
-0.0037 |
-22.8% |
0.0341 |
ATR |
0.0138 |
0.0137 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
93,633 |
73,699 |
-19,934 |
-21.3% |
444,053 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9554 |
0.9495 |
0.9254 |
|
R3 |
0.9429 |
0.9370 |
0.9219 |
|
R2 |
0.9304 |
0.9304 |
0.9208 |
|
R1 |
0.9245 |
0.9245 |
0.9196 |
0.9212 |
PP |
0.9179 |
0.9179 |
0.9179 |
0.9163 |
S1 |
0.9120 |
0.9120 |
0.9174 |
0.9087 |
S2 |
0.9054 |
0.9054 |
0.9162 |
|
S3 |
0.8929 |
0.8995 |
0.9151 |
|
S4 |
0.8804 |
0.8870 |
0.9116 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0204 |
1.0004 |
0.9309 |
|
R3 |
0.9863 |
0.9663 |
0.9215 |
|
R2 |
0.9522 |
0.9522 |
0.9184 |
|
R1 |
0.9322 |
0.9322 |
0.9152 |
0.9252 |
PP |
0.9181 |
0.9181 |
0.9181 |
0.9146 |
S1 |
0.8981 |
0.8981 |
0.9090 |
0.8911 |
S2 |
0.8840 |
0.8840 |
0.9058 |
|
S3 |
0.8499 |
0.8640 |
0.9027 |
|
S4 |
0.8158 |
0.8299 |
0.8933 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9315 |
0.9041 |
0.0274 |
3.0% |
0.0136 |
1.5% |
53% |
False |
False |
89,507 |
10 |
0.9382 |
0.9041 |
0.0341 |
3.7% |
0.0126 |
1.4% |
42% |
False |
False |
88,543 |
20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0144 |
1.6% |
61% |
False |
False |
98,216 |
40 |
0.9382 |
0.8500 |
0.0882 |
9.6% |
0.0140 |
1.5% |
78% |
False |
False |
89,693 |
60 |
0.9382 |
0.8174 |
0.1208 |
13.2% |
0.0130 |
1.4% |
84% |
False |
False |
76,785 |
80 |
0.9382 |
0.8080 |
0.1302 |
14.2% |
0.0126 |
1.4% |
85% |
False |
False |
57,926 |
100 |
0.9382 |
0.7615 |
0.1767 |
19.2% |
0.0119 |
1.3% |
89% |
False |
False |
46,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9770 |
2.618 |
0.9566 |
1.618 |
0.9441 |
1.000 |
0.9364 |
0.618 |
0.9316 |
HIGH |
0.9239 |
0.618 |
0.9191 |
0.500 |
0.9177 |
0.382 |
0.9162 |
LOW |
0.9114 |
0.618 |
0.9037 |
1.000 |
0.8989 |
1.618 |
0.8912 |
2.618 |
0.8787 |
4.250 |
0.8583 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9182 |
0.9174 |
PP |
0.9179 |
0.9163 |
S1 |
0.9177 |
0.9152 |
|