CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8609 |
0.8671 |
0.0062 |
0.7% |
0.8599 |
| High |
0.8702 |
0.8709 |
0.0007 |
0.1% |
0.8734 |
| Low |
0.8531 |
0.8622 |
0.0091 |
1.1% |
0.8533 |
| Close |
0.8653 |
0.8668 |
0.0015 |
0.2% |
0.8611 |
| Range |
0.0171 |
0.0087 |
-0.0084 |
-49.1% |
0.0201 |
| ATR |
0.0113 |
0.0112 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
88,285 |
70,867 |
-17,418 |
-19.7% |
337,686 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8927 |
0.8885 |
0.8716 |
|
| R3 |
0.8840 |
0.8798 |
0.8692 |
|
| R2 |
0.8753 |
0.8753 |
0.8684 |
|
| R1 |
0.8711 |
0.8711 |
0.8676 |
0.8689 |
| PP |
0.8666 |
0.8666 |
0.8666 |
0.8655 |
| S1 |
0.8624 |
0.8624 |
0.8660 |
0.8602 |
| S2 |
0.8579 |
0.8579 |
0.8652 |
|
| S3 |
0.8492 |
0.8537 |
0.8644 |
|
| S4 |
0.8405 |
0.8450 |
0.8620 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9121 |
0.8722 |
|
| R3 |
0.9028 |
0.8920 |
0.8666 |
|
| R2 |
0.8827 |
0.8827 |
0.8648 |
|
| R1 |
0.8719 |
0.8719 |
0.8629 |
0.8773 |
| PP |
0.8626 |
0.8626 |
0.8626 |
0.8653 |
| S1 |
0.8518 |
0.8518 |
0.8593 |
0.8572 |
| S2 |
0.8425 |
0.8425 |
0.8574 |
|
| S3 |
0.8224 |
0.8317 |
0.8556 |
|
| S4 |
0.8023 |
0.8116 |
0.8500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8734 |
0.8531 |
0.0203 |
2.3% |
0.0123 |
1.4% |
67% |
False |
False |
74,856 |
| 10 |
0.8734 |
0.8531 |
0.0203 |
2.3% |
0.0112 |
1.3% |
67% |
False |
False |
71,336 |
| 20 |
0.8734 |
0.8174 |
0.0560 |
6.5% |
0.0108 |
1.3% |
88% |
False |
False |
50,968 |
| 40 |
0.8734 |
0.8080 |
0.0654 |
7.5% |
0.0112 |
1.3% |
90% |
False |
False |
26,158 |
| 60 |
0.8734 |
0.7615 |
0.1119 |
12.9% |
0.0105 |
1.2% |
94% |
False |
False |
17,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.8937 |
|
1.618 |
0.8850 |
|
1.000 |
0.8796 |
|
0.618 |
0.8763 |
|
HIGH |
0.8709 |
|
0.618 |
0.8676 |
|
0.500 |
0.8666 |
|
0.382 |
0.8655 |
|
LOW |
0.8622 |
|
0.618 |
0.8568 |
|
1.000 |
0.8535 |
|
1.618 |
0.8481 |
|
2.618 |
0.8394 |
|
4.250 |
0.8252 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8667 |
0.8652 |
| PP |
0.8666 |
0.8636 |
| S1 |
0.8666 |
0.8620 |
|