CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9010 |
0.9082 |
0.0072 |
0.8% |
0.9067 |
| High |
0.9104 |
0.9121 |
0.0017 |
0.2% |
0.9121 |
| Low |
0.8977 |
0.9004 |
0.0027 |
0.3% |
0.8927 |
| Close |
0.9082 |
0.9022 |
-0.0060 |
-0.7% |
0.9022 |
| Range |
0.0127 |
0.0117 |
-0.0010 |
-7.9% |
0.0194 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
45,318 |
73,023 |
27,705 |
61.1% |
177,528 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9400 |
0.9328 |
0.9086 |
|
| R3 |
0.9283 |
0.9211 |
0.9054 |
|
| R2 |
0.9166 |
0.9166 |
0.9043 |
|
| R1 |
0.9094 |
0.9094 |
0.9033 |
0.9072 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9038 |
| S1 |
0.8977 |
0.8977 |
0.9011 |
0.8955 |
| S2 |
0.8932 |
0.8932 |
0.9001 |
|
| S3 |
0.8815 |
0.8860 |
0.8990 |
|
| S4 |
0.8698 |
0.8743 |
0.8958 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9605 |
0.9508 |
0.9129 |
|
| R3 |
0.9411 |
0.9314 |
0.9075 |
|
| R2 |
0.9217 |
0.9217 |
0.9058 |
|
| R1 |
0.9120 |
0.9120 |
0.9040 |
0.9072 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.8999 |
| S1 |
0.8926 |
0.8926 |
0.9004 |
0.8878 |
| S2 |
0.8829 |
0.8829 |
0.8986 |
|
| S3 |
0.8635 |
0.8732 |
0.8969 |
|
| S4 |
0.8441 |
0.8538 |
0.8915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9121 |
0.8927 |
0.0194 |
2.2% |
0.0128 |
1.4% |
49% |
True |
False |
35,505 |
| 10 |
0.9227 |
0.8927 |
0.0300 |
3.3% |
0.0123 |
1.4% |
32% |
False |
False |
19,106 |
| 20 |
0.9288 |
0.8853 |
0.0435 |
4.8% |
0.0127 |
1.4% |
39% |
False |
False |
9,851 |
| 40 |
0.9288 |
0.8800 |
0.0488 |
5.4% |
0.0127 |
1.4% |
45% |
False |
False |
5,131 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0112 |
1.2% |
68% |
False |
False |
3,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9618 |
|
2.618 |
0.9427 |
|
1.618 |
0.9310 |
|
1.000 |
0.9238 |
|
0.618 |
0.9193 |
|
HIGH |
0.9121 |
|
0.618 |
0.9076 |
|
0.500 |
0.9063 |
|
0.382 |
0.9049 |
|
LOW |
0.9004 |
|
0.618 |
0.8932 |
|
1.000 |
0.8887 |
|
1.618 |
0.8815 |
|
2.618 |
0.8698 |
|
4.250 |
0.8507 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9024 |
| PP |
0.9049 |
0.9023 |
| S1 |
0.9036 |
0.9023 |
|