CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.8792 |
-0.0131 |
-1.5% |
0.9021 |
| High |
0.8928 |
0.8836 |
-0.0092 |
-1.0% |
0.9090 |
| Low |
0.8767 |
0.8731 |
-0.0036 |
-0.4% |
0.8731 |
| Close |
0.8792 |
0.8820 |
0.0028 |
0.3% |
0.8820 |
| Range |
0.0161 |
0.0105 |
-0.0056 |
-34.8% |
0.0359 |
| ATR |
0.0131 |
0.0130 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
86,233 |
88,872 |
2,639 |
3.1% |
386,097 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9070 |
0.8878 |
|
| R3 |
0.9006 |
0.8965 |
0.8849 |
|
| R2 |
0.8901 |
0.8901 |
0.8839 |
|
| R1 |
0.8860 |
0.8860 |
0.8830 |
0.8881 |
| PP |
0.8796 |
0.8796 |
0.8796 |
0.8806 |
| S1 |
0.8755 |
0.8755 |
0.8810 |
0.8776 |
| S2 |
0.8691 |
0.8691 |
0.8801 |
|
| S3 |
0.8586 |
0.8650 |
0.8791 |
|
| S4 |
0.8481 |
0.8545 |
0.8762 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9748 |
0.9017 |
|
| R3 |
0.9598 |
0.9389 |
0.8919 |
|
| R2 |
0.9239 |
0.9239 |
0.8886 |
|
| R1 |
0.9030 |
0.9030 |
0.8853 |
0.8955 |
| PP |
0.8880 |
0.8880 |
0.8880 |
0.8843 |
| S1 |
0.8671 |
0.8671 |
0.8787 |
0.8596 |
| S2 |
0.8521 |
0.8521 |
0.8754 |
|
| S3 |
0.8162 |
0.8312 |
0.8721 |
|
| S4 |
0.7803 |
0.7953 |
0.8623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9090 |
0.8731 |
0.0359 |
4.1% |
0.0126 |
1.4% |
25% |
False |
True |
77,219 |
| 10 |
0.9121 |
0.8731 |
0.0390 |
4.4% |
0.0127 |
1.4% |
23% |
False |
True |
56,362 |
| 20 |
0.9227 |
0.8731 |
0.0496 |
5.6% |
0.0134 |
1.5% |
18% |
False |
True |
29,026 |
| 40 |
0.9288 |
0.8731 |
0.0557 |
6.3% |
0.0128 |
1.5% |
16% |
False |
True |
14,766 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0116 |
1.3% |
44% |
False |
False |
9,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9282 |
|
2.618 |
0.9111 |
|
1.618 |
0.9006 |
|
1.000 |
0.8941 |
|
0.618 |
0.8901 |
|
HIGH |
0.8836 |
|
0.618 |
0.8796 |
|
0.500 |
0.8784 |
|
0.382 |
0.8771 |
|
LOW |
0.8731 |
|
0.618 |
0.8666 |
|
1.000 |
0.8626 |
|
1.618 |
0.8561 |
|
2.618 |
0.8456 |
|
4.250 |
0.8285 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8808 |
0.8859 |
| PP |
0.8796 |
0.8846 |
| S1 |
0.8784 |
0.8833 |
|