CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9252 |
0.9230 |
-0.0022 |
-0.2% |
0.9101 |
High |
0.9315 |
0.9289 |
-0.0026 |
-0.3% |
0.9315 |
Low |
0.9225 |
0.9100 |
-0.0125 |
-1.4% |
0.9083 |
Close |
0.9269 |
0.9103 |
-0.0166 |
-1.8% |
0.9103 |
Range |
0.0090 |
0.0189 |
0.0099 |
110.0% |
0.0232 |
ATR |
0.0142 |
0.0146 |
0.0003 |
2.4% |
0.0000 |
Volume |
86,708 |
94,195 |
7,487 |
8.6% |
567,076 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9731 |
0.9606 |
0.9207 |
|
R3 |
0.9542 |
0.9417 |
0.9155 |
|
R2 |
0.9353 |
0.9353 |
0.9138 |
|
R1 |
0.9228 |
0.9228 |
0.9120 |
0.9196 |
PP |
0.9164 |
0.9164 |
0.9164 |
0.9148 |
S1 |
0.9039 |
0.9039 |
0.9086 |
0.9007 |
S2 |
0.8975 |
0.8975 |
0.9068 |
|
S3 |
0.8786 |
0.8850 |
0.9051 |
|
S4 |
0.8597 |
0.8661 |
0.8999 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9863 |
0.9715 |
0.9231 |
|
R3 |
0.9631 |
0.9483 |
0.9167 |
|
R2 |
0.9399 |
0.9399 |
0.9146 |
|
R1 |
0.9251 |
0.9251 |
0.9124 |
0.9325 |
PP |
0.9167 |
0.9167 |
0.9167 |
0.9204 |
S1 |
0.9019 |
0.9019 |
0.9082 |
0.9093 |
S2 |
0.8935 |
0.8935 |
0.9060 |
|
S3 |
0.8703 |
0.8787 |
0.9039 |
|
S4 |
0.8471 |
0.8555 |
0.8975 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9315 |
0.9083 |
0.0232 |
2.5% |
0.0122 |
1.3% |
9% |
False |
False |
113,415 |
10 |
0.9315 |
0.8933 |
0.0382 |
4.2% |
0.0155 |
1.7% |
45% |
False |
False |
101,677 |
20 |
0.9382 |
0.8933 |
0.0449 |
4.9% |
0.0133 |
1.5% |
38% |
False |
False |
93,734 |
40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0141 |
1.6% |
44% |
False |
False |
93,316 |
60 |
0.9382 |
0.8481 |
0.0901 |
9.9% |
0.0135 |
1.5% |
69% |
False |
False |
87,494 |
80 |
0.9382 |
0.8080 |
0.1302 |
14.3% |
0.0131 |
1.4% |
79% |
False |
False |
67,137 |
100 |
0.9382 |
0.7888 |
0.1494 |
16.4% |
0.0123 |
1.4% |
81% |
False |
False |
53,733 |
120 |
0.9382 |
0.7615 |
0.1767 |
19.4% |
0.0115 |
1.3% |
84% |
False |
False |
44,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0092 |
2.618 |
0.9784 |
1.618 |
0.9595 |
1.000 |
0.9478 |
0.618 |
0.9406 |
HIGH |
0.9289 |
0.618 |
0.9217 |
0.500 |
0.9195 |
0.382 |
0.9172 |
LOW |
0.9100 |
0.618 |
0.8983 |
1.000 |
0.8911 |
1.618 |
0.8794 |
2.618 |
0.8605 |
4.250 |
0.8297 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9195 |
0.9208 |
PP |
0.9164 |
0.9173 |
S1 |
0.9134 |
0.9138 |
|