CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	0.9176	0.9276	0.0100	1.1%	0.8913
High	0.9279	0.9293	0.0014	0.2%	0.9168
Low	0.9165	0.9226	0.0061	0.7%	0.8882
Close	0.9271	0.9275	0.0004	0.0%	0.9129
Range	0.0114	0.0067	-0.0047	-41.2%	0.0286
ATR	0.0150	0.0144	-0.0006	-4.0%	0.0000
Volume	108,631	62,926	-45,705	-42.1%	548,787

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9466	0.9437	0.9312
R3	0.9399	0.9370	0.9293
R2	0.9332	0.9332	0.9287
R1	0.9303	0.9303	0.9281	0.9284
PP	0.9265	0.9265	0.9265	0.9255
S1	0.9236	0.9236	0.9269	0.9217
S2	0.9198	0.9198	0.9263
S3	0.9131	0.9169	0.9257
S4	0.9064	0.9102	0.9238

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	0.9293	0.8922	0.0371	4.0%	0.0118	1.3%	95%	True	False	94,457
10	0.9293	0.8882	0.0411	4.4%	0.0163	1.8%	96%	True	False	107,889
20	0.9382	0.8882	0.0500	5.4%	0.0151	1.6%	79%	False	False	96,068
40	0.9382	0.8500	0.0882	9.5%	0.0137	1.5%	88%	False	False	85,391
60	0.9382	0.8102	0.1280	13.8%	0.0128	1.4%	92%	False	False	62,446
80	0.9382	0.8020	0.1362	14.7%	0.0121	1.3%	92%	False	False	46,869
100	0.9382	0.7615	0.1767	19.1%	0.0111	1.2%	94%	False	False	37,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.9578
2.618	0.9468
1.618	0.9401
1.000	0.9360
0.618	0.9334
HIGH	0.9293
0.618	0.9267
0.500	0.9260
0.382	0.9252
LOW	0.9226
0.618	0.9185
1.000	0.9159
1.618	0.9118
2.618	0.9051
4.250	0.8941

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	0.9270	0.9243
PP	0.9265	0.9210
S1	0.9260	0.9178

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols