CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	0.8388	0.8377	-0.0011	-0.1%	0.8327
High	0.8445	0.8433	-0.0012	-0.1%	0.8446
Low	0.8345	0.8323	-0.0022	-0.3%	0.8315
Close	0.8358	0.8344	-0.0014	-0.2%	0.8344
Range	0.0100	0.0110	0.0010	10.0%	0.0131
ATR	0.0123	0.0122	-0.0001	-0.7%	0.0000
Volume	70,890	70,275	-615	-0.9%	375,163

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8697	0.8630	0.8405
R3	0.8587	0.8520	0.8374
R2	0.8477	0.8477	0.8364
R1	0.8410	0.8410	0.8354	0.8389
PP	0.8367	0.8367	0.8367	0.8356
S1	0.8300	0.8300	0.8334	0.8279
S2	0.8257	0.8257	0.8324
S3	0.8147	0.8190	0.8314
S4	0.8037	0.8080	0.8284

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8761	0.8684	0.8416
R3	0.8630	0.8553	0.8380
R2	0.8499	0.8499	0.8368
R1	0.8422	0.8422	0.8356	0.8461
PP	0.8368	0.8368	0.8368	0.8388
S1	0.8291	0.8291	0.8332	0.8330
S2	0.8237	0.8237	0.8320
S3	0.8106	0.8160	0.8308
S4	0.7975	0.8029	0.8272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8446	0.8315	0.0131	1.6%	0.0098	1.2%	22%	False	False	75,032
10	0.8446	0.8097	0.0349	4.2%	0.0117	1.4%	71%	False	False	75,312
20	0.8446	0.7663	0.0783	9.4%	0.0117	1.4%	87%	False	False	70,597
40	0.8446	0.7663	0.0783	9.4%	0.0129	1.5%	87%	False	False	69,779
60	0.8446	0.7395	0.1051	12.6%	0.0138	1.7%	90%	False	False	49,249
80	0.8446	0.6904	0.1542	18.5%	0.0125	1.5%	93%	False	False	36,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8901
2.618	0.8721
1.618	0.8611
1.000	0.8543
0.618	0.8501
HIGH	0.8433
0.618	0.8391
0.500	0.8378
0.382	0.8365
LOW	0.8323
0.618	0.8255
1.000	0.8213
1.618	0.8145
2.618	0.8035
4.250	0.7856

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	0.8378	0.8384
PP	0.8367	0.8371
S1	0.8355	0.8357

Download as Excel Spreadsheet

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

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