CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	0.8590	0.8715	0.0125	1.5%	0.8427
High	0.8644	0.8772	0.0128	1.5%	0.8644
Low	0.8565	0.8665	0.0100	1.2%	0.8416
Close	0.8615	0.8688	0.0073	0.8%	0.8615
Range	0.0079	0.0107	0.0028	35.4%	0.0228
ATR	0.0154	0.0154	0.0000	0.1%	0.0000
Volume	88,741	57,017	-31,724	-35.7%	422,965

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9029	0.8966	0.8747
R3	0.8922	0.8859	0.8717
R2	0.8815	0.8815	0.8708
R1	0.8752	0.8752	0.8698	0.8730
PP	0.8708	0.8708	0.8708	0.8698
S1	0.8645	0.8645	0.8678	0.8623
S2	0.8601	0.8601	0.8668
S3	0.8494	0.8538	0.8659
S4	0.8387	0.8431	0.8629

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9157	0.8740
R3	0.9014	0.8929	0.8678
R2	0.8786	0.8786	0.8657
R1	0.8701	0.8701	0.8636	0.8744
PP	0.8558	0.8558	0.8558	0.8580
S1	0.8473	0.8473	0.8594	0.8516
S2	0.8330	0.8330	0.8573
S3	0.8102	0.8245	0.8552
S4	0.7874	0.8017	0.8490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8772	0.8416	0.0356	4.1%	0.0108	1.2%	76%	True	False	78,822
10	0.8772	0.8000	0.0772	8.9%	0.0137	1.6%	89%	True	False	65,147
20	0.8772	0.7970	0.0802	9.2%	0.0162	1.9%	90%	True	False	33,703
40	0.9176	0.7970	0.1206	13.9%	0.0153	1.8%	60%	False	False	17,444
60	0.9230	0.7970	0.1260	14.5%	0.0125	1.4%	57%	False	False	11,680
80	0.9230	0.7970	0.1260	14.5%	0.0102	1.2%	57%	False	False	8,775
100	0.9230	0.7970	0.1260	14.5%	0.0081	0.9%	57%	False	False	7,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9227
2.618	0.9052
1.618	0.8945
1.000	0.8879
0.618	0.8838
HIGH	0.8772
0.618	0.8731
0.500	0.8719
0.382	0.8706
LOW	0.8665
0.618	0.8599
1.000	0.8558
1.618	0.8492
2.618	0.8385
4.250	0.8210

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	0.8719	0.8670
PP	0.8708	0.8652
S1	0.8698	0.8635

Download as Excel Spreadsheet

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

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