CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9316 |
0.9336 |
0.0020 |
0.2% |
0.9176 |
| High |
0.9382 |
0.9356 |
-0.0026 |
-0.3% |
0.9344 |
| Low |
0.9291 |
0.9213 |
-0.0078 |
-0.8% |
0.9165 |
| Close |
0.9354 |
0.9259 |
-0.0095 |
-1.0% |
0.9294 |
| Range |
0.0091 |
0.0143 |
0.0052 |
57.1% |
0.0179 |
| ATR |
0.0136 |
0.0137 |
0.0000 |
0.4% |
0.0000 |
| Volume |
86,337 |
77,509 |
-8,828 |
-10.2% |
445,604 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9705 |
0.9625 |
0.9338 |
|
| R3 |
0.9562 |
0.9482 |
0.9298 |
|
| R2 |
0.9419 |
0.9419 |
0.9285 |
|
| R1 |
0.9339 |
0.9339 |
0.9272 |
0.9308 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9260 |
| S1 |
0.9196 |
0.9196 |
0.9246 |
0.9165 |
| S2 |
0.9133 |
0.9133 |
0.9233 |
|
| S3 |
0.8990 |
0.9053 |
0.9220 |
|
| S4 |
0.8847 |
0.8910 |
0.9180 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9805 |
0.9728 |
0.9392 |
|
| R3 |
0.9626 |
0.9549 |
0.9343 |
|
| R2 |
0.9447 |
0.9447 |
0.9327 |
|
| R1 |
0.9370 |
0.9370 |
0.9310 |
0.9409 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9287 |
| S1 |
0.9191 |
0.9191 |
0.9278 |
0.9230 |
| S2 |
0.9089 |
0.9089 |
0.9261 |
|
| S3 |
0.8910 |
0.9012 |
0.9245 |
|
| S4 |
0.8731 |
0.8833 |
0.9196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9382 |
0.9183 |
0.0199 |
2.1% |
0.0115 |
1.2% |
38% |
False |
False |
87,578 |
| 10 |
0.9382 |
0.8922 |
0.0460 |
5.0% |
0.0117 |
1.3% |
73% |
False |
False |
91,017 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.4% |
0.0147 |
1.6% |
75% |
False |
False |
97,625 |
| 40 |
0.9382 |
0.8500 |
0.0882 |
9.5% |
0.0139 |
1.5% |
86% |
False |
False |
87,862 |
| 60 |
0.9382 |
0.8174 |
0.1208 |
13.0% |
0.0130 |
1.4% |
90% |
False |
False |
69,710 |
| 80 |
0.9382 |
0.8046 |
0.1336 |
14.4% |
0.0123 |
1.3% |
91% |
False |
False |
52,338 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.1% |
0.0114 |
1.2% |
93% |
False |
False |
41,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9964 |
|
2.618 |
0.9730 |
|
1.618 |
0.9587 |
|
1.000 |
0.9499 |
|
0.618 |
0.9444 |
|
HIGH |
0.9356 |
|
0.618 |
0.9301 |
|
0.500 |
0.9285 |
|
0.382 |
0.9268 |
|
LOW |
0.9213 |
|
0.618 |
0.9125 |
|
1.000 |
0.9070 |
|
1.618 |
0.8982 |
|
2.618 |
0.8839 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9285 |
0.9296 |
| PP |
0.9276 |
0.9284 |
| S1 |
0.9268 |
0.9271 |
|