CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8667 |
0.8657 |
-0.0010 |
-0.1% |
0.8561 |
| High |
0.8716 |
0.8663 |
-0.0053 |
-0.6% |
0.8716 |
| Low |
0.8629 |
0.8593 |
-0.0036 |
-0.4% |
0.8481 |
| Close |
0.8662 |
0.8628 |
-0.0034 |
-0.4% |
0.8628 |
| Range |
0.0087 |
0.0070 |
-0.0017 |
-19.5% |
0.0235 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
71,212 |
75,801 |
4,589 |
6.4% |
351,916 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8838 |
0.8803 |
0.8667 |
|
| R3 |
0.8768 |
0.8733 |
0.8647 |
|
| R2 |
0.8698 |
0.8698 |
0.8641 |
|
| R1 |
0.8663 |
0.8663 |
0.8634 |
0.8646 |
| PP |
0.8628 |
0.8628 |
0.8628 |
0.8619 |
| S1 |
0.8593 |
0.8593 |
0.8622 |
0.8576 |
| S2 |
0.8558 |
0.8558 |
0.8615 |
|
| S3 |
0.8488 |
0.8523 |
0.8609 |
|
| S4 |
0.8418 |
0.8453 |
0.8590 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9206 |
0.8757 |
|
| R3 |
0.9078 |
0.8971 |
0.8693 |
|
| R2 |
0.8843 |
0.8843 |
0.8671 |
|
| R1 |
0.8736 |
0.8736 |
0.8650 |
0.8790 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8635 |
| S1 |
0.8501 |
0.8501 |
0.8606 |
0.8555 |
| S2 |
0.8373 |
0.8373 |
0.8585 |
|
| S3 |
0.8138 |
0.8266 |
0.8563 |
|
| S4 |
0.7903 |
0.8031 |
0.8499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8716 |
0.8481 |
0.0235 |
2.7% |
0.0092 |
1.1% |
63% |
False |
False |
70,383 |
| 10 |
0.8716 |
0.8444 |
0.0272 |
3.2% |
0.0094 |
1.1% |
68% |
False |
False |
51,276 |
| 20 |
0.8716 |
0.8174 |
0.0542 |
6.3% |
0.0108 |
1.3% |
84% |
False |
False |
27,340 |
| 40 |
0.8716 |
0.8046 |
0.0670 |
7.8% |
0.0106 |
1.2% |
87% |
False |
False |
13,753 |
| 60 |
0.8716 |
0.7615 |
0.1101 |
12.8% |
0.0096 |
1.1% |
92% |
False |
False |
9,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8961 |
|
2.618 |
0.8846 |
|
1.618 |
0.8776 |
|
1.000 |
0.8733 |
|
0.618 |
0.8706 |
|
HIGH |
0.8663 |
|
0.618 |
0.8636 |
|
0.500 |
0.8628 |
|
0.382 |
0.8620 |
|
LOW |
0.8593 |
|
0.618 |
0.8550 |
|
1.000 |
0.8523 |
|
1.618 |
0.8480 |
|
2.618 |
0.8410 |
|
4.250 |
0.8296 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8628 |
0.8642 |
| PP |
0.8628 |
0.8637 |
| S1 |
0.8628 |
0.8633 |
|