CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	0.8336	0.8364	0.0028	0.3%	0.8310
High	0.8383	0.8375	-0.0008	-0.1%	0.8399
Low	0.8268	0.8177	-0.0091	-1.1%	0.8180
Close	0.8359	0.8200	-0.0159	-1.9%	0.8336
Range	0.0115	0.0198	0.0083	72.2%	0.0219
ATR	0.0109	0.0116	0.0006	5.8%	0.0000
Volume	5,278	10,932	5,654	107.1%	8,054

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8845	0.8720	0.8309
R3	0.8647	0.8522	0.8254
R2	0.8449	0.8449	0.8236
R1	0.8324	0.8324	0.8218	0.8288
PP	0.8251	0.8251	0.8251	0.8232
S1	0.8126	0.8126	0.8182	0.8090
S2	0.8053	0.8053	0.8164
S3	0.7855	0.7928	0.8146
S4	0.7657	0.7730	0.8091

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8962	0.8868	0.8456
R3	0.8743	0.8649	0.8396
R2	0.8524	0.8524	0.8376
R1	0.8430	0.8430	0.8356	0.8477
PP	0.8305	0.8305	0.8305	0.8329
S1	0.8211	0.8211	0.8316	0.8258
S2	0.8086	0.8086	0.8296
S3	0.7867	0.7992	0.8276
S4	0.7648	0.7773	0.8216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8399	0.8177	0.0222	2.7%	0.0138	1.7%	10%	False	True	4,607
10	0.8399	0.8102	0.0297	3.6%	0.0118	1.4%	33%	False	False	2,512
20	0.8399	0.8080	0.0319	3.9%	0.0115	1.4%	38%	False	False	1,348
40	0.8399	0.7615	0.0784	9.6%	0.0104	1.3%	75%	False	False	714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	0.9217
2.618	0.8893
1.618	0.8695
1.000	0.8573
0.618	0.8497
HIGH	0.8375
0.618	0.8299
0.500	0.8276
0.382	0.8253
LOW	0.8177
0.618	0.8055
1.000	0.7979
1.618	0.7857
2.618	0.7659
4.250	0.7336

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	0.8276	0.8288
PP	0.8251	0.8259
S1	0.8225	0.8229

Download as Excel Spreadsheet

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

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