CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	0.9159	0.9232	0.0073	0.8%	0.9104
High	0.9260	0.9285	0.0025	0.3%	0.9309
Low	0.9093	0.9220	0.0127	1.4%	0.8933
Close	0.9248	0.9233	-0.0015	-0.2%	0.9052
Range	0.0167	0.0065	-0.0102	-61.1%	0.0376
ATR	0.0152	0.0146	-0.0006	-4.1%	0.0000
Volume	107,730	104,072	-3,658	-3.4%	338,321

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9441	0.9402	0.9269
R3	0.9376	0.9337	0.9251
R2	0.9311	0.9311	0.9245
R1	0.9272	0.9272	0.9239	0.9292
PP	0.9246	0.9246	0.9246	0.9256
S1	0.9207	0.9207	0.9227	0.9227
S2	0.9181	0.9181	0.9221
S3	0.9116	0.9142	0.9215
S4	0.9051	0.9077	0.9197

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%	0.0166	1.8%	80%	False	False	111,432
10	0.9315	0.8933	0.0382	4.1%	0.0151	1.6%	79%	False	False	100,470
20	0.9382	0.8922	0.0460	5.0%	0.0134	1.4%	68%	False	False	95,743
40	0.9382	0.8813	0.0569	6.2%	0.0141	1.5%	74%	False	False	92,450
60	0.9382	0.8481	0.0901	9.8%	0.0134	1.4%	83%	False	False	85,748
80	0.9382	0.8080	0.1302	14.1%	0.0131	1.4%	89%	False	False	64,882
100	0.9382	0.7828	0.1554	16.8%	0.0122	1.3%	90%	False	False	51,925
120	0.9382	0.7615	0.1767	19.1%	0.0113	1.2%	92%	False	False	43,276

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	0.0028
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.9561
2.618	0.9455
1.618	0.9390
1.000	0.9350
0.618	0.9325
HIGH	0.9285
0.618	0.9260
0.500	0.9253
0.382	0.9245
LOW	0.9220
0.618	0.9180
1.000	0.9155
1.618	0.9115
2.618	0.9050
4.250	0.8944

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	0.9253	0.9217
PP	0.9246	0.9200
S1	0.9240	0.9184

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