CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8599 |
-0.0058 |
-0.7% |
0.8561 |
| High |
0.8663 |
0.8624 |
-0.0039 |
-0.5% |
0.8716 |
| Low |
0.8593 |
0.8533 |
-0.0060 |
-0.7% |
0.8481 |
| Close |
0.8628 |
0.8571 |
-0.0057 |
-0.7% |
0.8628 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.0% |
0.0235 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
75,801 |
59,696 |
-16,105 |
-21.2% |
351,916 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8849 |
0.8801 |
0.8621 |
|
| R3 |
0.8758 |
0.8710 |
0.8596 |
|
| R2 |
0.8667 |
0.8667 |
0.8588 |
|
| R1 |
0.8619 |
0.8619 |
0.8579 |
0.8598 |
| PP |
0.8576 |
0.8576 |
0.8576 |
0.8565 |
| S1 |
0.8528 |
0.8528 |
0.8563 |
0.8507 |
| S2 |
0.8485 |
0.8485 |
0.8554 |
|
| S3 |
0.8394 |
0.8437 |
0.8546 |
|
| S4 |
0.8303 |
0.8346 |
0.8521 |
|
|
| 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 |
0.8502 |
0.0214 |
2.5% |
0.0091 |
1.1% |
32% |
False |
False |
68,415 |
| 10 |
0.8716 |
0.8444 |
0.0272 |
3.2% |
0.0097 |
1.1% |
47% |
False |
False |
57,089 |
| 20 |
0.8716 |
0.8174 |
0.0542 |
6.3% |
0.0110 |
1.3% |
73% |
False |
False |
30,272 |
| 40 |
0.8716 |
0.8046 |
0.0670 |
7.8% |
0.0107 |
1.2% |
78% |
False |
False |
15,244 |
| 60 |
0.8716 |
0.7615 |
0.1101 |
12.8% |
0.0096 |
1.1% |
87% |
False |
False |
10,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9011 |
|
2.618 |
0.8862 |
|
1.618 |
0.8771 |
|
1.000 |
0.8715 |
|
0.618 |
0.8680 |
|
HIGH |
0.8624 |
|
0.618 |
0.8589 |
|
0.500 |
0.8579 |
|
0.382 |
0.8568 |
|
LOW |
0.8533 |
|
0.618 |
0.8477 |
|
1.000 |
0.8442 |
|
1.618 |
0.8386 |
|
2.618 |
0.8295 |
|
4.250 |
0.8146 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8579 |
0.8625 |
| PP |
0.8576 |
0.8607 |
| S1 |
0.8574 |
0.8589 |
|