CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	0.9124	0.9125	0.0001	0.0%	0.9104
High	0.9177	0.9164	-0.0013	-0.1%	0.9382
Low	0.9079	0.8922	-0.0157	-1.7%	0.9062
Close	0.9128	0.8947	-0.0181	-2.0%	0.9169
Range	0.0098	0.0242	0.0144	146.9%	0.0320
ATR	0.0132	0.0140	0.0008	5.9%	0.0000
Volume	96,386	109,001	12,615	13.1%	415,852

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9737	0.9584	0.9080
R3	0.9495	0.9342	0.9014
R2	0.9253	0.9253	0.8991
R1	0.9100	0.9100	0.8969	0.9056
PP	0.9011	0.9011	0.9011	0.8989
S1	0.8858	0.8858	0.8925	0.8814
S2	0.8769	0.8769	0.8903
S3	0.8527	0.8616	0.8880
S4	0.8285	0.8374	0.8814

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0164	0.9987	0.9345
R3	0.9844	0.9667	0.9257
R2	0.9524	0.9524	0.9228
R1	0.9347	0.9347	0.9198	0.9436
PP	0.9204	0.9204	0.9204	0.9249
S1	0.9027	0.9027	0.9140	0.9116
S2	0.8884	0.8884	0.9110
S3	0.8564	0.8707	0.9081
S4	0.8244	0.8387	0.8993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9382	0.8922	0.0460	5.1%	0.0167	1.9%	5%	False	True	93,066
10	0.9382	0.8922	0.0460	5.1%	0.0152	1.7%	5%	False	True	86,585
20	0.9382	0.8500	0.0882	9.9%	0.0141	1.6%	51%	False	False	83,107
40	0.9382	0.8256	0.1126	12.6%	0.0125	1.4%	61%	False	False	68,655
60	0.9382	0.8080	0.1302	14.6%	0.0122	1.4%	67%	False	False	46,311
80	0.9382	0.7615	0.1767	19.7%	0.0114	1.3%	75%	False	False	34,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0044
Widest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	1.0193
2.618	0.9798
1.618	0.9556
1.000	0.9406
0.618	0.9314
HIGH	0.9164
0.618	0.9072
0.500	0.9043
0.382	0.9014
LOW	0.8922
0.618	0.8772
1.000	0.8680
1.618	0.8530
2.618	0.8288
4.250	0.7894

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	0.9043	0.9078
PP	0.9011	0.9034
S1	0.8979	0.8991

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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