CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	0.7797	0.7757	-0.0040	-0.5%	0.7915
High	0.7812	0.7799	-0.0013	-0.2%	0.7999
Low	0.7702	0.7663	-0.0039	-0.5%	0.7685
Close	0.7738	0.7776	0.0038	0.5%	0.7738
Range	0.0110	0.0136	0.0026	23.6%	0.0314
ATR	0.0142	0.0142	0.0000	-0.3%	0.0000
Volume	64,039	56,422	-7,617	-11.9%	381,764

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8154	0.8101	0.7851
R3	0.8018	0.7965	0.7813
R2	0.7882	0.7882	0.7801
R1	0.7829	0.7829	0.7788	0.7856
PP	0.7746	0.7746	0.7746	0.7759
S1	0.7693	0.7693	0.7764	0.7720
S2	0.7610	0.7610	0.7751
S3	0.7474	0.7557	0.7739
S4	0.7338	0.7421	0.7701

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8749	0.8558	0.7911
R3	0.8435	0.8244	0.7824
R2	0.8121	0.8121	0.7796
R1	0.7930	0.7930	0.7767	0.7869
PP	0.7807	0.7807	0.7807	0.7777
S1	0.7616	0.7616	0.7709	0.7555
S2	0.7493	0.7493	0.7680
S3	0.7179	0.7302	0.7652
S4	0.6865	0.6988	0.7565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7999	0.7663	0.0336	4.3%	0.0137	1.8%	34%	False	True	72,376
10	0.8110	0.7663	0.0447	5.7%	0.0124	1.6%	25%	False	True	69,047
20	0.8110	0.7663	0.0447	5.7%	0.0137	1.8%	25%	False	True	68,822
40	0.8204	0.7395	0.0809	10.4%	0.0151	1.9%	47%	False	False	39,982
60	0.8204	0.6904	0.1300	16.7%	0.0130	1.7%	67%	False	False	26,674

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	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8377
2.618	0.8155
1.618	0.8019
1.000	0.7935
0.618	0.7883
HIGH	0.7799
0.618	0.7747
0.500	0.7731
0.382	0.7715
LOW	0.7663
0.618	0.7579
1.000	0.7527
1.618	0.7443
2.618	0.7307
4.250	0.7085

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	0.7761	0.7766
PP	0.7746	0.7756
S1	0.7731	0.7746

Download as Excel Spreadsheet

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

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