CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	0.8193	0.8248	0.0055	0.7%	0.8323
High	0.8259	0.8298	0.0039	0.5%	0.8460
Low	0.8178	0.8159	-0.0019	-0.2%	0.8160
Close	0.8246	0.8270	0.0024	0.3%	0.8265
Range	0.0081	0.0139	0.0058	71.6%	0.0300
ATR	0.0129	0.0130	0.0001	0.5%	0.0000
Volume	89,565	65,171	-24,394	-27.2%	423,156

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8659	0.8604	0.8346
R3	0.8520	0.8465	0.8308
R2	0.8381	0.8381	0.8295
R1	0.8326	0.8326	0.8283	0.8354
PP	0.8242	0.8242	0.8242	0.8256
S1	0.8187	0.8187	0.8257	0.8215
S2	0.8103	0.8103	0.8245
S3	0.7964	0.8048	0.8232
S4	0.7825	0.7909	0.8194

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9195	0.9030	0.8430
R3	0.8895	0.8730	0.8348
R2	0.8595	0.8595	0.8320
R1	0.8430	0.8430	0.8293	0.8363
PP	0.8295	0.8295	0.8295	0.8261
S1	0.8130	0.8130	0.8238	0.8063
S2	0.7995	0.7995	0.8210
S3	0.7695	0.7830	0.8183
S4	0.7395	0.7530	0.8100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8460	0.8136	0.0324	3.9%	0.0142	1.7%	41%	False	False	84,434
10	0.8460	0.8136	0.0324	3.9%	0.0133	1.6%	41%	False	False	79,807
20	0.8460	0.8078	0.0382	4.6%	0.0123	1.5%	50%	False	False	77,701
40	0.8460	0.7663	0.0797	9.6%	0.0121	1.5%	76%	False	False	72,592
60	0.8460	0.7663	0.0797	9.6%	0.0142	1.7%	76%	False	False	60,160
80	0.8460	0.7070	0.1390	16.8%	0.0133	1.6%	86%	False	False	45,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8889
2.618	0.8662
1.618	0.8523
1.000	0.8437
0.618	0.8384
HIGH	0.8298
0.618	0.8245
0.500	0.8229
0.382	0.8212
LOW	0.8159
0.618	0.8073
1.000	0.8020
1.618	0.7934
2.618	0.7795
4.250	0.7568

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	0.8256	0.8252
PP	0.8242	0.8235
S1	0.8229	0.8217

Download as Excel Spreadsheet

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

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