CME Australian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	0.7960	0.8044	0.0084	1.1%	0.7688
High	0.8078	0.8091	0.0013	0.2%	0.7957
Low	0.7960	0.8010	0.0050	0.6%	0.7615
Close	0.8066	0.8053	-0.0013	-0.2%	0.7947
Range	0.0118	0.0081	-0.0037	-31.4%	0.0342
ATR	0.0099	0.0098	-0.0001	-1.3%	0.0000
Volume	45	114	69	153.3%	503

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8294	0.8255	0.8098
R3	0.8213	0.8174	0.8075
R2	0.8132	0.8132	0.8068
R1	0.8093	0.8093	0.8060	0.8113
PP	0.8051	0.8051	0.8051	0.8061
S1	0.8012	0.8012	0.8046	0.8032
S2	0.7970	0.7970	0.8038
S3	0.7889	0.7931	0.8031
S4	0.7808	0.7850	0.8008

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8866	0.8748	0.8135
R3	0.8524	0.8406	0.8041
R2	0.8182	0.8182	0.8010
R1	0.8064	0.8064	0.7978	0.8123
PP	0.7840	0.7840	0.7840	0.7869
S1	0.7722	0.7722	0.7916	0.7781
S2	0.7498	0.7498	0.7884
S3	0.7156	0.7380	0.7853
S4	0.6814	0.7038	0.7759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8091	0.7828	0.0263	3.3%	0.0093	1.2%	86%	True	False	84
10	0.8091	0.7615	0.0476	5.9%	0.0101	1.2%	92%	True	False	71
20	0.8091	0.7615	0.0476	5.9%	0.0072	0.9%	92%	True	False	43

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8435
2.618	0.8303
1.618	0.8222
1.000	0.8172
0.618	0.8141
HIGH	0.8091
0.618	0.8060
0.500	0.8051
0.382	0.8041
LOW	0.8010
0.618	0.7960
1.000	0.7929
1.618	0.7879
2.618	0.7798
4.250	0.7666

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	0.8052	0.8032
PP	0.8051	0.8011
S1	0.8051	0.7990

Download as Excel Spreadsheet

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

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