CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8650 |
0.8609 |
-0.0041 |
-0.5% |
0.8609 |
| High |
0.8663 |
0.8747 |
0.0084 |
1.0% |
0.8808 |
| Low |
0.8500 |
0.8597 |
0.0097 |
1.1% |
0.8500 |
| Close |
0.8602 |
0.8741 |
0.0139 |
1.6% |
0.8602 |
| Range |
0.0163 |
0.0150 |
-0.0013 |
-8.0% |
0.0308 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.7% |
0.0000 |
| Volume |
95,630 |
119,043 |
23,413 |
24.5% |
425,537 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9145 |
0.9093 |
0.8824 |
|
| R3 |
0.8995 |
0.8943 |
0.8782 |
|
| R2 |
0.8845 |
0.8845 |
0.8769 |
|
| R1 |
0.8793 |
0.8793 |
0.8755 |
0.8819 |
| PP |
0.8695 |
0.8695 |
0.8695 |
0.8708 |
| S1 |
0.8643 |
0.8643 |
0.8727 |
0.8669 |
| S2 |
0.8545 |
0.8545 |
0.8714 |
|
| S3 |
0.8395 |
0.8493 |
0.8700 |
|
| S4 |
0.8245 |
0.8343 |
0.8659 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9389 |
0.8771 |
|
| R3 |
0.9253 |
0.9081 |
0.8687 |
|
| R2 |
0.8945 |
0.8945 |
0.8658 |
|
| R1 |
0.8773 |
0.8773 |
0.8630 |
0.8705 |
| PP |
0.8637 |
0.8637 |
0.8637 |
0.8603 |
| S1 |
0.8465 |
0.8465 |
0.8574 |
0.8397 |
| S2 |
0.8329 |
0.8329 |
0.8546 |
|
| S3 |
0.8021 |
0.8157 |
0.8517 |
|
| S4 |
0.7713 |
0.7849 |
0.8433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8808 |
0.8500 |
0.0308 |
3.5% |
0.0144 |
1.6% |
78% |
False |
False |
91,259 |
| 10 |
0.8808 |
0.8500 |
0.0308 |
3.5% |
0.0138 |
1.6% |
78% |
False |
False |
82,257 |
| 20 |
0.8808 |
0.8444 |
0.0364 |
4.2% |
0.0118 |
1.3% |
82% |
False |
False |
69,673 |
| 40 |
0.8808 |
0.8080 |
0.0728 |
8.3% |
0.0119 |
1.4% |
91% |
False |
False |
35,781 |
| 60 |
0.8808 |
0.7757 |
0.1051 |
12.0% |
0.0109 |
1.2% |
94% |
False |
False |
23,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9140 |
|
1.618 |
0.8990 |
|
1.000 |
0.8897 |
|
0.618 |
0.8840 |
|
HIGH |
0.8747 |
|
0.618 |
0.8690 |
|
0.500 |
0.8672 |
|
0.382 |
0.8654 |
|
LOW |
0.8597 |
|
0.618 |
0.8504 |
|
1.000 |
0.8447 |
|
1.618 |
0.8354 |
|
2.618 |
0.8204 |
|
4.250 |
0.7960 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8718 |
0.8712 |
| PP |
0.8695 |
0.8683 |
| S1 |
0.8672 |
0.8654 |
|