CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	0.8377	0.8323	-0.0054	-0.6%	0.8327
High	0.8433	0.8410	-0.0023	-0.3%	0.8446
Low	0.8323	0.8308	-0.0015	-0.2%	0.8315
Close	0.8344	0.8333	-0.0011	-0.1%	0.8344
Range	0.0110	0.0102	-0.0008	-7.3%	0.0131
ATR	0.0122	0.0120	-0.0001	-1.2%	0.0000
Volume	70,275	93,440	23,165	33.0%	375,163

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8656	0.8597	0.8389
R3	0.8554	0.8495	0.8361
R2	0.8452	0.8452	0.8352
R1	0.8393	0.8393	0.8342	0.8423
PP	0.8350	0.8350	0.8350	0.8365
S1	0.8291	0.8291	0.8324	0.8321
S2	0.8248	0.8248	0.8314
S3	0.8146	0.8189	0.8305
S4	0.8044	0.8087	0.8277

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	0.8308	0.0138	1.7%	0.0098	1.2%	18%	False	True	75,400
10	0.8446	0.8097	0.0349	4.2%	0.0116	1.4%	68%	False	False	79,526
20	0.8446	0.7779	0.0667	8.0%	0.0115	1.4%	83%	False	False	72,448
40	0.8446	0.7663	0.0783	9.4%	0.0126	1.5%	86%	False	False	70,635
60	0.8446	0.7395	0.1051	12.6%	0.0139	1.7%	89%	False	False	50,804
80	0.8446	0.6904	0.1542	18.5%	0.0126	1.5%	93%	False	False	38,118

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8844
2.618	0.8677
1.618	0.8575
1.000	0.8512
0.618	0.8473
HIGH	0.8410
0.618	0.8371
0.500	0.8359
0.382	0.8347
LOW	0.8308
0.618	0.8245
1.000	0.8206
1.618	0.8143
2.618	0.8041
4.250	0.7875

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	0.8359	0.8377
PP	0.8350	0.8362
S1	0.8342	0.8348

Download as Excel Spreadsheet

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

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