CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.8991 |
0.9019 |
0.0028 |
0.3% |
0.8609 |
High |
0.9031 |
0.9077 |
0.0046 |
0.5% |
0.9039 |
Low |
0.8933 |
0.8981 |
0.0048 |
0.5% |
0.8597 |
Close |
0.9014 |
0.8995 |
-0.0019 |
-0.2% |
0.8985 |
Range |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0442 |
ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
66,180 |
36,970 |
-29,210 |
-44.1% |
411,396 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9306 |
0.9246 |
0.9048 |
|
R3 |
0.9210 |
0.9150 |
0.9021 |
|
R2 |
0.9114 |
0.9114 |
0.9013 |
|
R1 |
0.9054 |
0.9054 |
0.9004 |
0.9036 |
PP |
0.9018 |
0.9018 |
0.9018 |
0.9009 |
S1 |
0.8958 |
0.8958 |
0.8986 |
0.8940 |
S2 |
0.8922 |
0.8922 |
0.8977 |
|
S3 |
0.8826 |
0.8862 |
0.8969 |
|
S4 |
0.8730 |
0.8766 |
0.8942 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0200 |
1.0034 |
0.9228 |
|
R3 |
0.9758 |
0.9592 |
0.9107 |
|
R2 |
0.9316 |
0.9316 |
0.9066 |
|
R1 |
0.9150 |
0.9150 |
0.9026 |
0.9233 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8915 |
S1 |
0.8708 |
0.8708 |
0.8944 |
0.8791 |
S2 |
0.8432 |
0.8432 |
0.8904 |
|
S3 |
0.7990 |
0.8266 |
0.8863 |
|
S4 |
0.7548 |
0.7824 |
0.8742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9077 |
0.8813 |
0.0264 |
2.9% |
0.0108 |
1.2% |
69% |
True |
False |
66,812 |
10 |
0.9077 |
0.8500 |
0.0577 |
6.4% |
0.0134 |
1.5% |
86% |
True |
False |
78,093 |
20 |
0.9077 |
0.8500 |
0.0577 |
6.4% |
0.0123 |
1.4% |
86% |
True |
False |
74,714 |
40 |
0.9077 |
0.8102 |
0.0975 |
10.8% |
0.0117 |
1.3% |
92% |
True |
False |
45,635 |
60 |
0.9077 |
0.8020 |
0.1057 |
11.8% |
0.0111 |
1.2% |
92% |
True |
False |
30,469 |
80 |
0.9077 |
0.7615 |
0.1462 |
16.3% |
0.0101 |
1.1% |
94% |
True |
False |
22,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9485 |
2.618 |
0.9328 |
1.618 |
0.9232 |
1.000 |
0.9173 |
0.618 |
0.9136 |
HIGH |
0.9077 |
0.618 |
0.9040 |
0.500 |
0.9029 |
0.382 |
0.9018 |
LOW |
0.8981 |
0.618 |
0.8922 |
1.000 |
0.8885 |
1.618 |
0.8826 |
2.618 |
0.8730 |
4.250 |
0.8573 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9029 |
0.9005 |
PP |
0.9018 |
0.9002 |
S1 |
0.9006 |
0.8998 |
|