CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8993 |
0.9066 |
0.0073 |
0.8% |
0.9165 |
| High |
0.9111 |
0.9105 |
-0.0006 |
-0.1% |
0.9234 |
| Low |
0.8922 |
0.8993 |
0.0071 |
0.8% |
0.8904 |
| Close |
0.9105 |
0.9071 |
-0.0034 |
-0.4% |
0.8969 |
| Range |
0.0189 |
0.0112 |
-0.0077 |
-40.7% |
0.0330 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
120,181 |
100,910 |
-19,271 |
-16.0% |
540,333 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9344 |
0.9133 |
|
| R3 |
0.9280 |
0.9232 |
0.9102 |
|
| R2 |
0.9168 |
0.9168 |
0.9092 |
|
| R1 |
0.9120 |
0.9120 |
0.9081 |
0.9144 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9069 |
| S1 |
0.9008 |
0.9008 |
0.9061 |
0.9032 |
| S2 |
0.8944 |
0.8944 |
0.9050 |
|
| S3 |
0.8832 |
0.8896 |
0.9040 |
|
| S4 |
0.8720 |
0.8784 |
0.9009 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9827 |
0.9151 |
|
| R3 |
0.9696 |
0.9497 |
0.9060 |
|
| R2 |
0.9366 |
0.9366 |
0.9030 |
|
| R1 |
0.9167 |
0.9167 |
0.8999 |
0.9102 |
| PP |
0.9036 |
0.9036 |
0.9036 |
0.9003 |
| S1 |
0.8837 |
0.8837 |
0.8939 |
0.8772 |
| S2 |
0.8706 |
0.8706 |
0.8909 |
|
| S3 |
0.8376 |
0.8507 |
0.8878 |
|
| S4 |
0.8046 |
0.8177 |
0.8788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9145 |
0.8882 |
0.0263 |
2.9% |
0.0171 |
1.9% |
72% |
False |
False |
115,925 |
| 10 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0182 |
2.0% |
38% |
False |
False |
109,121 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0150 |
1.6% |
38% |
False |
False |
92,898 |
| 40 |
0.9382 |
0.8481 |
0.0901 |
9.9% |
0.0136 |
1.5% |
65% |
False |
False |
84,374 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.4% |
0.0130 |
1.4% |
76% |
False |
False |
58,271 |
| 80 |
0.9382 |
0.7888 |
0.1494 |
16.5% |
0.0121 |
1.3% |
79% |
False |
False |
43,732 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.5% |
0.0111 |
1.2% |
82% |
False |
False |
34,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9581 |
|
2.618 |
0.9398 |
|
1.618 |
0.9286 |
|
1.000 |
0.9217 |
|
0.618 |
0.9174 |
|
HIGH |
0.9105 |
|
0.618 |
0.9062 |
|
0.500 |
0.9049 |
|
0.382 |
0.9036 |
|
LOW |
0.8993 |
|
0.618 |
0.8924 |
|
1.000 |
0.8881 |
|
1.618 |
0.8812 |
|
2.618 |
0.8700 |
|
4.250 |
0.8517 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9064 |
0.9046 |
| PP |
0.9056 |
0.9021 |
| S1 |
0.9049 |
0.8997 |
|