CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9101 |
-0.0103 |
-1.1% |
0.9104 |
| High |
0.9307 |
0.9183 |
-0.0124 |
-1.3% |
0.9309 |
| Low |
0.8933 |
0.9083 |
0.0150 |
1.7% |
0.8933 |
| Close |
0.9052 |
0.9130 |
0.0078 |
0.9% |
0.9052 |
| Range |
0.0374 |
0.0100 |
-0.0274 |
-73.3% |
0.0376 |
| ATR |
0.0153 |
0.0151 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
83,853 |
174,371 |
90,518 |
107.9% |
338,321 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9381 |
0.9185 |
|
| R3 |
0.9332 |
0.9281 |
0.9158 |
|
| R2 |
0.9232 |
0.9232 |
0.9148 |
|
| R1 |
0.9181 |
0.9181 |
0.9139 |
0.9207 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9145 |
| S1 |
0.9081 |
0.9081 |
0.9121 |
0.9107 |
| S2 |
0.9032 |
0.9032 |
0.9112 |
|
| S3 |
0.8932 |
0.8981 |
0.9103 |
|
| S4 |
0.8832 |
0.8881 |
0.9075 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0015 |
0.9259 |
|
| R3 |
0.9850 |
0.9639 |
0.9155 |
|
| R2 |
0.9474 |
0.9474 |
0.9121 |
|
| R1 |
0.9263 |
0.9263 |
0.9086 |
0.9181 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9057 |
| S1 |
0.8887 |
0.8887 |
0.9018 |
0.8805 |
| S2 |
0.8722 |
0.8722 |
0.8983 |
|
| S3 |
0.8346 |
0.8511 |
0.8949 |
|
| S4 |
0.7970 |
0.8135 |
0.8845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9309 |
0.8933 |
0.0376 |
4.1% |
0.0177 |
1.9% |
52% |
False |
False |
102,538 |
| 10 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0151 |
1.7% |
44% |
False |
False |
95,674 |
| 20 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0140 |
1.5% |
50% |
False |
False |
97,556 |
| 40 |
0.9382 |
0.8597 |
0.0785 |
8.6% |
0.0143 |
1.6% |
68% |
False |
False |
91,667 |
| 60 |
0.9382 |
0.8444 |
0.0938 |
10.3% |
0.0133 |
1.5% |
73% |
False |
False |
82,378 |
| 80 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0130 |
1.4% |
81% |
False |
False |
62,239 |
| 100 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0122 |
1.3% |
86% |
False |
False |
49,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9608 |
|
2.618 |
0.9445 |
|
1.618 |
0.9345 |
|
1.000 |
0.9283 |
|
0.618 |
0.9245 |
|
HIGH |
0.9183 |
|
0.618 |
0.9145 |
|
0.500 |
0.9133 |
|
0.382 |
0.9121 |
|
LOW |
0.9083 |
|
0.618 |
0.9021 |
|
1.000 |
0.8983 |
|
1.618 |
0.8921 |
|
2.618 |
0.8821 |
|
4.250 |
0.8658 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9133 |
0.9127 |
| PP |
0.9132 |
0.9124 |
| S1 |
0.9131 |
0.9121 |
|