CME Australian Dollar Future September 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	0.8284	0.8300	0.0016	0.2%	0.8283
High	0.8319	0.8383	0.0064	0.8%	0.8383
Low	0.8256	0.8201	-0.0055	-0.7%	0.8136
Close	0.8295	0.8328	0.0033	0.4%	0.8328
Range	0.0063	0.0182	0.0119	188.9%	0.0247
ATR	0.0125	0.0129	0.0004	3.2%	0.0000
Volume	85,511	57,839	-27,672	-32.4%	377,105

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8850	0.8771	0.8428
R3	0.8668	0.8589	0.8378
R2	0.8486	0.8486	0.8361
R1	0.8407	0.8407	0.8345	0.8447
PP	0.8304	0.8304	0.8304	0.8324
S1	0.8225	0.8225	0.8311	0.8265
S2	0.8122	0.8122	0.8295
S3	0.7940	0.8043	0.8278
S4	0.7758	0.7861	0.8228

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9023	0.8923	0.8464
R3	0.8776	0.8676	0.8396
R2	0.8529	0.8529	0.8373
R1	0.8429	0.8429	0.8351	0.8479
PP	0.8282	0.8282	0.8282	0.8308
S1	0.8182	0.8182	0.8305	0.8232
S2	0.8035	0.8035	0.8283
S3	0.7788	0.7935	0.8260
S4	0.7541	0.7688	0.8192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8383	0.8136	0.0247	3.0%	0.0125	1.5%	78%	True	False	75,421
10	0.8460	0.8136	0.0324	3.9%	0.0136	1.6%	59%	False	False	80,026
20	0.8460	0.8097	0.0363	4.4%	0.0127	1.5%	64%	False	False	77,669
40	0.8460	0.7663	0.0797	9.6%	0.0123	1.5%	83%	False	False	72,640
60	0.8460	0.7663	0.0797	9.6%	0.0141	1.7%	83%	False	False	62,540
80	0.8460	0.7210	0.1250	15.0%	0.0132	1.6%	89%	False	False	46,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9157
2.618	0.8859
1.618	0.8677
1.000	0.8565
0.618	0.8495
HIGH	0.8383
0.618	0.8313
0.500	0.8292
0.382	0.8271
LOW	0.8201
0.618	0.8089
1.000	0.8019
1.618	0.7907
2.618	0.7725
4.250	0.7428

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	0.8316	0.8309
PP	0.8304	0.8290
S1	0.8292	0.8271

Download as Excel Spreadsheet

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

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