CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9269 |
0.9275 |
0.0006 |
0.1% |
0.8913 |
| High |
0.9315 |
0.9344 |
0.0029 |
0.3% |
0.9168 |
| Low |
0.9242 |
0.9183 |
-0.0059 |
-0.6% |
0.8882 |
| Close |
0.9260 |
0.9198 |
-0.0062 |
-0.7% |
0.9129 |
| Range |
0.0073 |
0.0161 |
0.0088 |
120.5% |
0.0286 |
| ATR |
0.0139 |
0.0141 |
0.0002 |
1.1% |
0.0000 |
| Volume |
70,614 |
86,683 |
16,069 |
22.8% |
548,787 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9725 |
0.9622 |
0.9287 |
|
| R3 |
0.9564 |
0.9461 |
0.9242 |
|
| R2 |
0.9403 |
0.9403 |
0.9228 |
|
| R1 |
0.9300 |
0.9300 |
0.9213 |
0.9271 |
| PP |
0.9242 |
0.9242 |
0.9242 |
0.9227 |
| S1 |
0.9139 |
0.9139 |
0.9183 |
0.9110 |
| S2 |
0.9081 |
0.9081 |
0.9168 |
|
| S3 |
0.8920 |
0.8978 |
0.9154 |
|
| S4 |
0.8759 |
0.8817 |
0.9109 |
|
|
| 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 |
0.9344 |
0.9062 |
0.0282 |
3.1% |
0.0104 |
1.1% |
48% |
True |
False |
81,698 |
| 10 |
0.9344 |
0.8882 |
0.0462 |
5.0% |
0.0138 |
1.5% |
68% |
True |
False |
98,811 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0153 |
1.7% |
63% |
False |
False |
95,486 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.6% |
0.0137 |
1.5% |
79% |
False |
False |
85,806 |
| 60 |
0.9382 |
0.8145 |
0.1237 |
13.4% |
0.0129 |
1.4% |
85% |
False |
False |
65,056 |
| 80 |
0.9382 |
0.8046 |
0.1336 |
14.5% |
0.0121 |
1.3% |
86% |
False |
False |
48,833 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.2% |
0.0112 |
1.2% |
90% |
False |
False |
39,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0028 |
|
2.618 |
0.9765 |
|
1.618 |
0.9604 |
|
1.000 |
0.9505 |
|
0.618 |
0.9443 |
|
HIGH |
0.9344 |
|
0.618 |
0.9282 |
|
0.500 |
0.9264 |
|
0.382 |
0.9245 |
|
LOW |
0.9183 |
|
0.618 |
0.9084 |
|
1.000 |
0.9022 |
|
1.618 |
0.8923 |
|
2.618 |
0.8762 |
|
4.250 |
0.8499 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9264 |
0.9264 |
| PP |
0.9242 |
0.9242 |
| S1 |
0.9220 |
0.9220 |
|