CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8792 |
0.8718 |
-0.0074 |
-0.8% |
0.9021 |
| High |
0.8836 |
0.8758 |
-0.0078 |
-0.9% |
0.9090 |
| Low |
0.8731 |
0.8675 |
-0.0056 |
-0.6% |
0.8731 |
| Close |
0.8820 |
0.8696 |
-0.0124 |
-1.4% |
0.8820 |
| Range |
0.0105 |
0.0083 |
-0.0022 |
-21.0% |
0.0359 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.9% |
0.0000 |
| Volume |
88,872 |
47,083 |
-41,789 |
-47.0% |
386,097 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8959 |
0.8910 |
0.8742 |
|
| R3 |
0.8876 |
0.8827 |
0.8719 |
|
| R2 |
0.8793 |
0.8793 |
0.8711 |
|
| R1 |
0.8744 |
0.8744 |
0.8704 |
0.8727 |
| PP |
0.8710 |
0.8710 |
0.8710 |
0.8701 |
| S1 |
0.8661 |
0.8661 |
0.8688 |
0.8644 |
| S2 |
0.8627 |
0.8627 |
0.8681 |
|
| S3 |
0.8544 |
0.8578 |
0.8673 |
|
| S4 |
0.8461 |
0.8495 |
0.8650 |
|
|
| 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 |
0.9080 |
0.8675 |
0.0405 |
4.7% |
0.0118 |
1.4% |
5% |
False |
True |
70,489 |
| 10 |
0.9121 |
0.8675 |
0.0446 |
5.1% |
0.0120 |
1.4% |
5% |
False |
True |
60,151 |
| 20 |
0.9227 |
0.8675 |
0.0552 |
6.3% |
0.0131 |
1.5% |
4% |
False |
True |
31,368 |
| 40 |
0.9288 |
0.8675 |
0.0613 |
7.0% |
0.0128 |
1.5% |
3% |
False |
True |
15,941 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.7% |
0.0117 |
1.3% |
30% |
False |
False |
10,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9111 |
|
2.618 |
0.8975 |
|
1.618 |
0.8892 |
|
1.000 |
0.8841 |
|
0.618 |
0.8809 |
|
HIGH |
0.8758 |
|
0.618 |
0.8726 |
|
0.500 |
0.8717 |
|
0.382 |
0.8707 |
|
LOW |
0.8675 |
|
0.618 |
0.8624 |
|
1.000 |
0.8592 |
|
1.618 |
0.8541 |
|
2.618 |
0.8458 |
|
4.250 |
0.8322 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8717 |
0.8802 |
| PP |
0.8710 |
0.8766 |
| S1 |
0.8703 |
0.8731 |
|