CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9052 |
0.8950 |
-0.0102 |
-1.1% |
0.9009 |
| High |
0.9075 |
0.9024 |
-0.0051 |
-0.6% |
0.9227 |
| Low |
0.8929 |
0.8927 |
-0.0002 |
0.0% |
0.9006 |
| Close |
0.8934 |
0.8977 |
0.0043 |
0.5% |
0.9018 |
| Range |
0.0146 |
0.0097 |
-0.0049 |
-33.6% |
0.0221 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
15,914 |
34,082 |
18,168 |
114.2% |
13,535 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9267 |
0.9219 |
0.9030 |
|
| R3 |
0.9170 |
0.9122 |
0.9004 |
|
| R2 |
0.9073 |
0.9073 |
0.8995 |
|
| R1 |
0.9025 |
0.9025 |
0.8986 |
0.9049 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8988 |
| S1 |
0.8928 |
0.8928 |
0.8968 |
0.8952 |
| S2 |
0.8879 |
0.8879 |
0.8959 |
|
| S3 |
0.8782 |
0.8831 |
0.8950 |
|
| S4 |
0.8685 |
0.8734 |
0.8924 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9227 |
0.8927 |
0.0300 |
3.3% |
0.0133 |
1.5% |
17% |
False |
True |
12,747 |
| 10 |
0.9227 |
0.8853 |
0.0374 |
4.2% |
0.0142 |
1.6% |
33% |
False |
False |
7,441 |
| 20 |
0.9288 |
0.8853 |
0.0435 |
4.8% |
0.0124 |
1.4% |
29% |
False |
False |
4,203 |
| 40 |
0.9288 |
0.8800 |
0.0488 |
5.4% |
0.0124 |
1.4% |
36% |
False |
False |
2,175 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0110 |
1.2% |
63% |
False |
False |
1,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9436 |
|
2.618 |
0.9278 |
|
1.618 |
0.9181 |
|
1.000 |
0.9121 |
|
0.618 |
0.9084 |
|
HIGH |
0.9024 |
|
0.618 |
0.8987 |
|
0.500 |
0.8976 |
|
0.382 |
0.8964 |
|
LOW |
0.8927 |
|
0.618 |
0.8867 |
|
1.000 |
0.8830 |
|
1.618 |
0.8770 |
|
2.618 |
0.8673 |
|
4.250 |
0.8515 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8977 |
0.9012 |
| PP |
0.8976 |
0.9000 |
| S1 |
0.8976 |
0.8989 |
|