CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	0.9598	0.9578	-0.0020	-0.2%	0.9513
High	0.9650	0.9667	0.0017	0.2%	0.9667
Low	0.9540	0.9554	0.0014	0.1%	0.9469
Close	0.9586	0.9636	0.0050	0.5%	0.9636
Range	0.0110	0.0113	0.0003	2.7%	0.0198
ATR	0.0105	0.0106	0.0001	0.5%	0.0000
Volume	112,795	90,571	-22,224	-19.7%	411,562

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9958	0.9910	0.9698
R3	0.9845	0.9797	0.9667
R2	0.9732	0.9732	0.9657
R1	0.9684	0.9684	0.9646	0.9708
PP	0.9619	0.9619	0.9619	0.9631
S1	0.9571	0.9571	0.9626	0.9595
S2	0.9506	0.9506	0.9615
S3	0.9393	0.9458	0.9605
S4	0.9280	0.9345	0.9574

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0108	0.9745
R3	0.9987	0.9910	0.9690
R2	0.9789	0.9789	0.9672
R1	0.9712	0.9712	0.9654	0.9751
PP	0.9591	0.9591	0.9591	0.9610
S1	0.9514	0.9514	0.9618	0.9553
S2	0.9393	0.9393	0.9600
S3	0.9195	0.9316	0.9582
S4	0.8997	0.9118	0.9527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9667	0.9469	0.0198	2.1%	0.0099	1.0%	84%	True	False	82,312
10	0.9667	0.9267	0.0400	4.2%	0.0109	1.1%	92%	True	False	77,820
20	0.9667	0.8988	0.0679	7.0%	0.0100	1.0%	95%	True	False	66,296
40	0.9667	0.8655	0.1012	10.5%	0.0104	1.1%	97%	True	False	33,533
60	0.9667	0.8489	0.1178	12.2%	0.0101	1.0%	97%	True	False	22,430
80	0.9667	0.8162	0.1505	15.6%	0.0102	1.1%	98%	True	False	16,842
100	0.9667	0.7950	0.1717	17.8%	0.0085	0.9%	98%	True	False	13,483
120	0.9667	0.7950	0.1717	17.8%	0.0071	0.7%	98%	True	False	11,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0147
2.618	0.9963
1.618	0.9850
1.000	0.9780
0.618	0.9737
HIGH	0.9667
0.618	0.9624
0.500	0.9611
0.382	0.9597
LOW	0.9554
0.618	0.9484
1.000	0.9441
1.618	0.9371
2.618	0.9258
4.250	0.9074

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	0.9628	0.9625
PP	0.9619	0.9614
S1	0.9611	0.9604

Download as Excel Spreadsheet

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

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