CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8599 |
0.8573 |
-0.0026 |
-0.3% |
0.8561 |
| High |
0.8624 |
0.8703 |
0.0079 |
0.9% |
0.8716 |
| Low |
0.8533 |
0.8570 |
0.0037 |
0.4% |
0.8481 |
| Close |
0.8571 |
0.8672 |
0.0101 |
1.2% |
0.8628 |
| Range |
0.0091 |
0.0133 |
0.0042 |
46.2% |
0.0235 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.0% |
0.0000 |
| Volume |
59,696 |
62,859 |
3,163 |
5.3% |
351,916 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9047 |
0.8993 |
0.8745 |
|
| R3 |
0.8914 |
0.8860 |
0.8709 |
|
| R2 |
0.8781 |
0.8781 |
0.8696 |
|
| R1 |
0.8727 |
0.8727 |
0.8684 |
0.8754 |
| PP |
0.8648 |
0.8648 |
0.8648 |
0.8662 |
| S1 |
0.8594 |
0.8594 |
0.8660 |
0.8621 |
| S2 |
0.8515 |
0.8515 |
0.8648 |
|
| S3 |
0.8382 |
0.8461 |
0.8635 |
|
| S4 |
0.8249 |
0.8328 |
0.8599 |
|
|
| 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 |
0.8533 |
0.0183 |
2.1% |
0.0100 |
1.2% |
76% |
False |
False |
67,815 |
| 10 |
0.8716 |
0.8481 |
0.0235 |
2.7% |
0.0096 |
1.1% |
81% |
False |
False |
62,572 |
| 20 |
0.8716 |
0.8174 |
0.0542 |
6.3% |
0.0112 |
1.3% |
92% |
False |
False |
33,406 |
| 40 |
0.8716 |
0.8046 |
0.0670 |
7.7% |
0.0108 |
1.2% |
93% |
False |
False |
16,814 |
| 60 |
0.8716 |
0.7615 |
0.1101 |
12.7% |
0.0098 |
1.1% |
96% |
False |
False |
11,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9268 |
|
2.618 |
0.9051 |
|
1.618 |
0.8918 |
|
1.000 |
0.8836 |
|
0.618 |
0.8785 |
|
HIGH |
0.8703 |
|
0.618 |
0.8652 |
|
0.500 |
0.8637 |
|
0.382 |
0.8621 |
|
LOW |
0.8570 |
|
0.618 |
0.8488 |
|
1.000 |
0.8437 |
|
1.618 |
0.8355 |
|
2.618 |
0.8222 |
|
4.250 |
0.8005 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8660 |
0.8654 |
| PP |
0.8648 |
0.8636 |
| S1 |
0.8637 |
0.8618 |
|