CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	0.8035	0.7895	-0.0140	-1.7%	0.7876
High	0.8047	0.8016	-0.0031	-0.4%	0.8182
Low	0.7849	0.7805	-0.0044	-0.6%	0.7774
Close	0.7865	0.7908	0.0043	0.5%	0.8074
Range	0.0198	0.0211	0.0013	6.6%	0.0408
ATR	0.0164	0.0167	0.0003	2.1%	0.0000
Volume	59,205	67,923	8,718	14.7%	147,921

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8543	0.8436	0.8024
R3	0.8332	0.8225	0.7966
R2	0.8121	0.8121	0.7947
R1	0.8014	0.8014	0.7927	0.8068
PP	0.7910	0.7910	0.7910	0.7936
S1	0.7803	0.7803	0.7889	0.7857
S2	0.7699	0.7699	0.7869
S3	0.7488	0.7592	0.7850
S4	0.7277	0.7381	0.7792

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9234	0.9062	0.8298
R3	0.8826	0.8654	0.8186
R2	0.8418	0.8418	0.8149
R1	0.8246	0.8246	0.8111	0.8332
PP	0.8010	0.8010	0.8010	0.8053
S1	0.7838	0.7838	0.8037	0.7924
S2	0.7602	0.7602	0.7999
S3	0.7194	0.7430	0.7962
S4	0.6786	0.7022	0.7850

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8182	0.7805	0.0377	4.8%	0.0190	2.4%	27%	False	True	49,896
10	0.8204	0.7774	0.0430	5.4%	0.0204	2.6%	31%	False	False	28,621
20	0.8204	0.7610	0.0594	7.5%	0.0166	2.1%	50%	False	False	14,524
40	0.8204	0.6933	0.1271	16.1%	0.0128	1.6%	77%	False	False	7,298

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	0.0052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8913
2.618	0.8568
1.618	0.8357
1.000	0.8227
0.618	0.8146
HIGH	0.8016
0.618	0.7935
0.500	0.7911
0.382	0.7886
LOW	0.7805
0.618	0.7675
1.000	0.7594
1.618	0.7464
2.618	0.7253
4.250	0.6908

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	0.7911	0.7982
PP	0.7910	0.7957
S1	0.7909	0.7933

Download as Excel Spreadsheet

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

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