CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9066 |
0.9065 |
-0.0001 |
0.0% |
0.8913 |
| High |
0.9105 |
0.9168 |
0.0063 |
0.7% |
0.9168 |
| Low |
0.8993 |
0.9062 |
0.0069 |
0.8% |
0.8882 |
| Close |
0.9071 |
0.9129 |
0.0058 |
0.6% |
0.9129 |
| Range |
0.0112 |
0.0106 |
-0.0006 |
-5.4% |
0.0286 |
| ATR |
0.0154 |
0.0150 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
100,910 |
79,637 |
-21,273 |
-21.1% |
548,787 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9438 |
0.9389 |
0.9187 |
|
| R3 |
0.9332 |
0.9283 |
0.9158 |
|
| R2 |
0.9226 |
0.9226 |
0.9148 |
|
| R1 |
0.9177 |
0.9177 |
0.9139 |
0.9202 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9132 |
| S1 |
0.9071 |
0.9071 |
0.9119 |
0.9096 |
| S2 |
0.9014 |
0.9014 |
0.9110 |
|
| S3 |
0.8908 |
0.8965 |
0.9100 |
|
| S4 |
0.8802 |
0.8859 |
0.9071 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9809 |
0.9286 |
|
| R3 |
0.9632 |
0.9523 |
0.9208 |
|
| R2 |
0.9346 |
0.9346 |
0.9181 |
|
| R1 |
0.9237 |
0.9237 |
0.9155 |
0.9292 |
| PP |
0.9060 |
0.9060 |
0.9060 |
0.9087 |
| S1 |
0.8951 |
0.8951 |
0.9103 |
0.9006 |
| S2 |
0.8774 |
0.8774 |
0.9077 |
|
| S3 |
0.8488 |
0.8665 |
0.9050 |
|
| S4 |
0.8202 |
0.8379 |
0.8972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9168 |
0.8882 |
0.0286 |
3.1% |
0.0152 |
1.7% |
86% |
True |
False |
109,757 |
| 10 |
0.9234 |
0.8882 |
0.0352 |
3.9% |
0.0170 |
1.9% |
70% |
False |
False |
108,912 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0151 |
1.7% |
49% |
False |
False |
92,648 |
| 40 |
0.9382 |
0.8481 |
0.0901 |
9.9% |
0.0137 |
1.5% |
72% |
False |
False |
84,487 |
| 60 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0129 |
1.4% |
81% |
False |
False |
59,595 |
| 80 |
0.9382 |
0.7960 |
0.1422 |
15.6% |
0.0121 |
1.3% |
82% |
False |
False |
44,727 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0112 |
1.2% |
86% |
False |
False |
35,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9619 |
|
2.618 |
0.9446 |
|
1.618 |
0.9340 |
|
1.000 |
0.9274 |
|
0.618 |
0.9234 |
|
HIGH |
0.9168 |
|
0.618 |
0.9128 |
|
0.500 |
0.9115 |
|
0.382 |
0.9102 |
|
LOW |
0.9062 |
|
0.618 |
0.8996 |
|
1.000 |
0.8956 |
|
1.618 |
0.8890 |
|
2.618 |
0.8784 |
|
4.250 |
0.8612 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9124 |
0.9101 |
| PP |
0.9120 |
0.9073 |
| S1 |
0.9115 |
0.9045 |
|