CME Australian Dollar Future December 2009
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9149 |
0.9138 |
-0.0011 |
-0.1% |
0.9101 |
High |
0.9182 |
0.9160 |
-0.0022 |
-0.2% |
0.9315 |
Low |
0.9030 |
0.9014 |
-0.0016 |
-0.2% |
0.9083 |
Close |
0.9115 |
0.9018 |
-0.0097 |
-1.1% |
0.9103 |
Range |
0.0152 |
0.0146 |
-0.0006 |
-3.9% |
0.0232 |
ATR |
0.0146 |
0.0146 |
0.0000 |
0.0% |
0.0000 |
Volume |
148,041 |
103,313 |
-44,728 |
-30.2% |
567,076 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9502 |
0.9406 |
0.9098 |
|
R3 |
0.9356 |
0.9260 |
0.9058 |
|
R2 |
0.9210 |
0.9210 |
0.9045 |
|
R1 |
0.9114 |
0.9114 |
0.9031 |
0.9089 |
PP |
0.9064 |
0.9064 |
0.9064 |
0.9052 |
S1 |
0.8968 |
0.8968 |
0.9005 |
0.8943 |
S2 |
0.8918 |
0.8918 |
0.8991 |
|
S3 |
0.8772 |
0.8822 |
0.8978 |
|
S4 |
0.8626 |
0.8676 |
0.8938 |
|
|
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 |
0.9014 |
0.0301 |
3.3% |
0.0128 |
1.4% |
1% |
False |
True |
107,265 |
10 |
0.9315 |
0.8933 |
0.0382 |
4.2% |
0.0153 |
1.7% |
22% |
False |
False |
106,311 |
20 |
0.9382 |
0.8933 |
0.0449 |
5.0% |
0.0137 |
1.5% |
19% |
False |
False |
96,888 |
40 |
0.9382 |
0.8882 |
0.0500 |
5.5% |
0.0144 |
1.6% |
27% |
False |
False |
95,829 |
60 |
0.9382 |
0.8500 |
0.0882 |
9.8% |
0.0137 |
1.5% |
59% |
False |
False |
89,272 |
80 |
0.9382 |
0.8102 |
0.1280 |
14.2% |
0.0130 |
1.4% |
72% |
False |
False |
70,274 |
100 |
0.9382 |
0.8010 |
0.1372 |
15.2% |
0.0124 |
1.4% |
73% |
False |
False |
56,245 |
120 |
0.9382 |
0.7615 |
0.1767 |
19.6% |
0.0116 |
1.3% |
79% |
False |
False |
46,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9781 |
2.618 |
0.9542 |
1.618 |
0.9396 |
1.000 |
0.9306 |
0.618 |
0.9250 |
HIGH |
0.9160 |
0.618 |
0.9104 |
0.500 |
0.9087 |
0.382 |
0.9070 |
LOW |
0.9014 |
0.618 |
0.8924 |
1.000 |
0.8868 |
1.618 |
0.8778 |
2.618 |
0.8632 |
4.250 |
0.8394 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9087 |
0.9152 |
PP |
0.9064 |
0.9107 |
S1 |
0.9041 |
0.9063 |
|