CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8678 |
0.8619 |
-0.0059 |
-0.7% |
0.8561 |
| High |
0.8734 |
0.8715 |
-0.0019 |
-0.2% |
0.8716 |
| Low |
0.8632 |
0.8565 |
-0.0067 |
-0.8% |
0.8481 |
| Close |
0.8699 |
0.8596 |
-0.0103 |
-1.2% |
0.8628 |
| Range |
0.0102 |
0.0150 |
0.0048 |
47.1% |
0.0235 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
3.0% |
0.0000 |
| Volume |
60,469 |
63,251 |
2,782 |
4.6% |
351,916 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.8986 |
0.8679 |
|
| R3 |
0.8925 |
0.8836 |
0.8637 |
|
| R2 |
0.8775 |
0.8775 |
0.8624 |
|
| R1 |
0.8686 |
0.8686 |
0.8610 |
0.8656 |
| PP |
0.8625 |
0.8625 |
0.8625 |
0.8610 |
| S1 |
0.8536 |
0.8536 |
0.8582 |
0.8506 |
| S2 |
0.8475 |
0.8475 |
0.8569 |
|
| S3 |
0.8325 |
0.8386 |
0.8555 |
|
| S4 |
0.8175 |
0.8236 |
0.8514 |
|
|
| 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 |
0.8734 |
0.8533 |
0.0201 |
2.3% |
0.0109 |
1.3% |
31% |
False |
False |
64,415 |
| 10 |
0.8734 |
0.8481 |
0.0253 |
2.9% |
0.0100 |
1.2% |
45% |
False |
False |
67,331 |
| 20 |
0.8734 |
0.8174 |
0.0560 |
6.5% |
0.0110 |
1.3% |
75% |
False |
False |
39,428 |
| 40 |
0.8734 |
0.8080 |
0.0654 |
7.6% |
0.0108 |
1.3% |
79% |
False |
False |
19,899 |
| 60 |
0.8734 |
0.7615 |
0.1119 |
13.0% |
0.0101 |
1.2% |
88% |
False |
False |
13,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9108 |
|
1.618 |
0.8958 |
|
1.000 |
0.8865 |
|
0.618 |
0.8808 |
|
HIGH |
0.8715 |
|
0.618 |
0.8658 |
|
0.500 |
0.8640 |
|
0.382 |
0.8622 |
|
LOW |
0.8565 |
|
0.618 |
0.8472 |
|
1.000 |
0.8415 |
|
1.618 |
0.8322 |
|
2.618 |
0.8172 |
|
4.250 |
0.7928 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8640 |
0.8650 |
| PP |
0.8625 |
0.8632 |
| S1 |
0.8611 |
0.8614 |
|