CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	0.9854	0.9710	-0.0144	-1.5%	0.9840
High	0.9859	0.9830	-0.0029	-0.3%	0.9886
Low	0.9684	0.9707	0.0023	0.2%	0.9691
Close	0.9693	0.9791	0.0098	1.0%	0.9830
Range	0.0175	0.0123	-0.0052	-29.7%	0.0195
ATR	0.0139	0.0139	0.0000	-0.1%	0.0000
Volume	127,801	87,975	-39,826	-31.2%	479,061

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0091	0.9859
R3	1.0022	0.9968	0.9825
R2	0.9899	0.9899	0.9814
R1	0.9845	0.9845	0.9802	0.9872
PP	0.9776	0.9776	0.9776	0.9790
S1	0.9722	0.9722	0.9780	0.9749
S2	0.9653	0.9653	0.9768
S3	0.9530	0.9599	0.9757
S4	0.9407	0.9476	0.9723

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0387	1.0304	0.9937
R3	1.0192	1.0109	0.9884
R2	0.9997	0.9997	0.9866
R1	0.9914	0.9914	0.9848	0.9858
PP	0.9802	0.9802	0.9802	0.9775
S1	0.9719	0.9719	0.9812	0.9663
S2	0.9607	0.9607	0.9794
S3	0.9412	0.9524	0.9776
S4	0.9217	0.9329	0.9723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9929	0.9684	0.0245	2.5%	0.0128	1.3%	44%	False	False	93,804
10	1.0082	0.9684	0.0398	4.1%	0.0137	1.4%	27%	False	False	102,279
20	1.0137	0.9628	0.0509	5.2%	0.0137	1.4%	32%	False	False	97,206
40	1.0137	0.9464	0.0673	6.9%	0.0139	1.4%	49%	False	False	96,902
60	1.0137	0.8950	0.1187	12.1%	0.0125	1.3%	71%	False	False	83,432
80	1.0137	0.8655	0.1482	15.1%	0.0120	1.2%	77%	False	False	62,689
100	1.0137	0.8489	0.1648	16.8%	0.0116	1.2%	79%	False	False	50,189
120	1.0137	0.8098	0.2039	20.8%	0.0112	1.1%	83%	False	False	41,834

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

Fibonacci Retracements and Extensions
4.250	1.0353
2.618	1.0152
1.618	1.0029
1.000	0.9953
0.618	0.9906
HIGH	0.9830
0.618	0.9783
0.500	0.9769
0.382	0.9754
LOW	0.9707
0.618	0.9631
1.000	0.9584
1.618	0.9508
2.618	0.9385
4.250	0.9184

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	0.9784	0.9807
PP	0.9776	0.9801
S1	0.9769	0.9796

Download as Excel Spreadsheet

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

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