CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9073 |
0.8982 |
-0.0091 |
-1.0% |
0.9067 |
| High |
0.9080 |
0.8986 |
-0.0094 |
-1.0% |
0.9121 |
| Low |
0.8949 |
0.8874 |
-0.0075 |
-0.8% |
0.8927 |
| Close |
0.8980 |
0.8914 |
-0.0066 |
-0.7% |
0.9022 |
| Range |
0.0131 |
0.0112 |
-0.0019 |
-14.5% |
0.0194 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
64,798 |
65,459 |
661 |
1.0% |
177,528 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9199 |
0.8976 |
|
| R3 |
0.9149 |
0.9087 |
0.8945 |
|
| R2 |
0.9037 |
0.9037 |
0.8935 |
|
| R1 |
0.8975 |
0.8975 |
0.8924 |
0.8950 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8912 |
| S1 |
0.8863 |
0.8863 |
0.8904 |
0.8838 |
| S2 |
0.8813 |
0.8813 |
0.8893 |
|
| S3 |
0.8701 |
0.8751 |
0.8883 |
|
| S4 |
0.8589 |
0.8639 |
0.8852 |
|
|
| 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 |
0.8874 |
0.0247 |
2.8% |
0.0122 |
1.4% |
16% |
False |
True |
65,866 |
| 10 |
0.9227 |
0.8874 |
0.0353 |
4.0% |
0.0128 |
1.4% |
11% |
False |
True |
39,307 |
| 20 |
0.9227 |
0.8853 |
0.0374 |
4.2% |
0.0131 |
1.5% |
16% |
False |
False |
20,311 |
| 40 |
0.9288 |
0.8800 |
0.0488 |
5.5% |
0.0126 |
1.4% |
23% |
False |
False |
10,396 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0116 |
1.3% |
55% |
False |
False |
6,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9462 |
|
2.618 |
0.9279 |
|
1.618 |
0.9167 |
|
1.000 |
0.9098 |
|
0.618 |
0.9055 |
|
HIGH |
0.8986 |
|
0.618 |
0.8943 |
|
0.500 |
0.8930 |
|
0.382 |
0.8917 |
|
LOW |
0.8874 |
|
0.618 |
0.8805 |
|
1.000 |
0.8762 |
|
1.618 |
0.8693 |
|
2.618 |
0.8581 |
|
4.250 |
0.8398 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8930 |
0.8982 |
| PP |
0.8925 |
0.8959 |
| S1 |
0.8919 |
0.8937 |
|