CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8561 |
0.8562 |
0.0001 |
0.0% |
0.8460 |
| High |
0.8579 |
0.8586 |
0.0007 |
0.1% |
0.8613 |
| Low |
0.8481 |
0.8502 |
0.0021 |
0.2% |
0.8444 |
| Close |
0.8544 |
0.8570 |
0.0026 |
0.3% |
0.8579 |
| Range |
0.0098 |
0.0084 |
-0.0014 |
-14.3% |
0.0169 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
69,537 |
65,855 |
-3,682 |
-5.3% |
160,852 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8805 |
0.8771 |
0.8616 |
|
| R3 |
0.8721 |
0.8687 |
0.8593 |
|
| R2 |
0.8637 |
0.8637 |
0.8585 |
|
| R1 |
0.8603 |
0.8603 |
0.8578 |
0.8620 |
| PP |
0.8553 |
0.8553 |
0.8553 |
0.8561 |
| S1 |
0.8519 |
0.8519 |
0.8562 |
0.8536 |
| S2 |
0.8469 |
0.8469 |
0.8555 |
|
| S3 |
0.8385 |
0.8435 |
0.8547 |
|
| S4 |
0.8301 |
0.8351 |
0.8524 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9052 |
0.8985 |
0.8672 |
|
| R3 |
0.8883 |
0.8816 |
0.8625 |
|
| R2 |
0.8714 |
0.8714 |
0.8610 |
|
| R1 |
0.8647 |
0.8647 |
0.8594 |
0.8681 |
| PP |
0.8545 |
0.8545 |
0.8545 |
0.8562 |
| S1 |
0.8478 |
0.8478 |
0.8564 |
0.8512 |
| S2 |
0.8376 |
0.8376 |
0.8548 |
|
| S3 |
0.8207 |
0.8309 |
0.8533 |
|
| S4 |
0.8038 |
0.8140 |
0.8486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8613 |
0.8481 |
0.0132 |
1.5% |
0.0091 |
1.1% |
67% |
False |
False |
57,328 |
| 10 |
0.8613 |
0.8174 |
0.0439 |
5.1% |
0.0105 |
1.2% |
90% |
False |
False |
30,601 |
| 20 |
0.8613 |
0.8102 |
0.0511 |
6.0% |
0.0112 |
1.3% |
92% |
False |
False |
16,556 |
| 40 |
0.8613 |
0.8020 |
0.0593 |
6.9% |
0.0105 |
1.2% |
93% |
False |
False |
8,347 |
| 60 |
0.8613 |
0.7615 |
0.0998 |
11.6% |
0.0094 |
1.1% |
96% |
False |
False |
5,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8943 |
|
2.618 |
0.8806 |
|
1.618 |
0.8722 |
|
1.000 |
0.8670 |
|
0.618 |
0.8638 |
|
HIGH |
0.8586 |
|
0.618 |
0.8554 |
|
0.500 |
0.8544 |
|
0.382 |
0.8534 |
|
LOW |
0.8502 |
|
0.618 |
0.8450 |
|
1.000 |
0.8418 |
|
1.618 |
0.8366 |
|
2.618 |
0.8282 |
|
4.250 |
0.8145 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8561 |
0.8562 |
| PP |
0.8553 |
0.8555 |
| S1 |
0.8544 |
0.8547 |
|