CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	0.8609	0.8731	0.0122	1.4%	0.8609
High	0.8747	0.8867	0.0120	1.4%	0.8808
Low	0.8597	0.8703	0.0106	1.2%	0.8500
Close	0.8741	0.8840	0.0099	1.1%	0.8602
Range	0.0150	0.0164	0.0014	9.3%	0.0308
ATR	0.0124	0.0127	0.0003	2.3%	0.0000
Volume	119,043	61,443	-57,600	-48.4%	425,537

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9295	0.9232	0.8930
R3	0.9131	0.9068	0.8885
R2	0.8967	0.8967	0.8870
R1	0.8904	0.8904	0.8855	0.8936
PP	0.8803	0.8803	0.8803	0.8819
S1	0.8740	0.8740	0.8825	0.8772
S2	0.8639	0.8639	0.8810
S3	0.8475	0.8576	0.8795
S4	0.8311	0.8412	0.8750

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9561	0.9389	0.8771
R3	0.9253	0.9081	0.8687
R2	0.8945	0.8945	0.8658
R1	0.8773	0.8773	0.8630	0.8705
PP	0.8637	0.8637	0.8637	0.8603
S1	0.8465	0.8465	0.8574	0.8397
S2	0.8329	0.8329	0.8546
S3	0.8021	0.8157	0.8517
S4	0.7713	0.7849	0.8433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8867	0.8500	0.0367	4.2%	0.0160	1.8%	93%	True	False	89,374
10	0.8867	0.8500	0.0367	4.2%	0.0141	1.6%	93%	True	False	82,115
20	0.8867	0.8481	0.0386	4.4%	0.0119	1.3%	93%	True	False	72,343
40	0.8867	0.8080	0.0787	8.9%	0.0120	1.4%	97%	True	False	37,314
60	0.8867	0.7828	0.1039	11.8%	0.0110	1.2%	97%	True	False	24,909
80	0.8867	0.7615	0.1252	14.2%	0.0099	1.1%	98%	True	False	18,688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9564
2.618	0.9296
1.618	0.9132
1.000	0.9031
0.618	0.8968
HIGH	0.8867
0.618	0.8804
0.500	0.8785
0.382	0.8766
LOW	0.8703
0.618	0.8602
1.000	0.8539
1.618	0.8438
2.618	0.8274
4.250	0.8006

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	0.8822	0.8788
PP	0.8803	0.8736
S1	0.8785	0.8684

Download as Excel Spreadsheet

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

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