CME Australian Dollar Future March 2010
| 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 |
0.9067 |
0.9052 |
-0.0015 |
-0.2% |
0.9009 |
| High |
0.9097 |
0.9075 |
-0.0022 |
-0.2% |
0.9227 |
| Low |
0.8945 |
0.8929 |
-0.0016 |
-0.2% |
0.9006 |
| Close |
0.9030 |
0.8934 |
-0.0096 |
-1.1% |
0.9018 |
| Range |
0.0152 |
0.0146 |
-0.0006 |
-3.9% |
0.0221 |
| ATR |
0.0134 |
0.0135 |
0.0001 |
0.6% |
0.0000 |
| Volume |
9,191 |
15,914 |
6,723 |
73.1% |
13,535 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9322 |
0.9014 |
|
| R3 |
0.9271 |
0.9176 |
0.8974 |
|
| R2 |
0.9125 |
0.9125 |
0.8961 |
|
| R1 |
0.9030 |
0.9030 |
0.8947 |
0.9005 |
| PP |
0.8979 |
0.8979 |
0.8979 |
0.8967 |
| S1 |
0.8884 |
0.8884 |
0.8921 |
0.8859 |
| S2 |
0.8833 |
0.8833 |
0.8907 |
|
| S3 |
0.8687 |
0.8738 |
0.8894 |
|
| S4 |
0.8541 |
0.8592 |
0.8854 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9603 |
0.9140 |
|
| R3 |
0.9526 |
0.9382 |
0.9079 |
|
| R2 |
0.9305 |
0.9305 |
0.9059 |
|
| R1 |
0.9161 |
0.9161 |
0.9038 |
0.9233 |
| PP |
0.9084 |
0.9084 |
0.9084 |
0.9120 |
| S1 |
0.8940 |
0.8940 |
0.8998 |
0.9012 |
| S2 |
0.8863 |
0.8863 |
0.8977 |
|
| S3 |
0.8642 |
0.8719 |
0.8957 |
|
| S4 |
0.8421 |
0.8498 |
0.8896 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9696 |
|
2.618 |
0.9457 |
|
1.618 |
0.9311 |
|
1.000 |
0.9221 |
|
0.618 |
0.9165 |
|
HIGH |
0.9075 |
|
0.618 |
0.9019 |
|
0.500 |
0.9002 |
|
0.382 |
0.8985 |
|
LOW |
0.8929 |
|
0.618 |
0.8839 |
|
1.000 |
0.8783 |
|
1.618 |
0.8693 |
|
2.618 |
0.8547 |
|
4.250 |
0.8309 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9066 |
| PP |
0.8979 |
0.9022 |
| S1 |
0.8957 |
0.8978 |
|