CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	0.9104	0.9239	0.0135	1.5%	0.8991
High	0.9246	0.9264	0.0018	0.2%	0.9221
Low	0.9062	0.9134	0.0072	0.8%	0.8933
Close	0.9229	0.9174	-0.0055	-0.6%	0.9124
Range	0.0184	0.0130	-0.0054	-29.3%	0.0288
ATR	0.0125	0.0125	0.0000	0.3%	0.0000
Volume	96,823	65,083	-31,740	-32.8%	347,999

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9581	0.9507	0.9246
R3	0.9451	0.9377	0.9210
R2	0.9321	0.9321	0.9198
R1	0.9247	0.9247	0.9186	0.9219
PP	0.9191	0.9191	0.9191	0.9177
S1	0.9117	0.9117	0.9162	0.9089
S2	0.9061	0.9061	0.9150
S3	0.8931	0.8987	0.9138
S4	0.8801	0.8857	0.9103

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9957	0.9828	0.9282
R3	0.9669	0.9540	0.9203
R2	0.9381	0.9381	0.9177
R1	0.9252	0.9252	0.9150	0.9317
PP	0.9093	0.9093	0.9093	0.9125
S1	0.8964	0.8964	0.9098	0.9029
S2	0.8805	0.8805	0.9071
S3	0.8517	0.8676	0.9045
S4	0.8229	0.8388	0.8966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9264	0.8995	0.0269	2.9%	0.0131	1.4%	67%	True	False	81,351
10	0.9264	0.8813	0.0451	4.9%	0.0120	1.3%	80%	True	False	74,081
20	0.9264	0.8500	0.0764	8.3%	0.0131	1.4%	88%	True	False	78,098
40	0.9264	0.8174	0.1090	11.9%	0.0121	1.3%	92%	True	False	55,752
60	0.9264	0.8046	0.1218	13.3%	0.0115	1.3%	93%	True	False	37,242
80	0.9264	0.7615	0.1649	18.0%	0.0106	1.2%	95%	True	False	27,946

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	0.0034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9817
2.618	0.9604
1.618	0.9474
1.000	0.9394
0.618	0.9344
HIGH	0.9264
0.618	0.9214
0.500	0.9199
0.382	0.9184
LOW	0.9134
0.618	0.9054
1.000	0.9004
1.618	0.8924
2.618	0.8794
4.250	0.8582

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	0.9199	0.9170
PP	0.9191	0.9167
S1	0.9182	0.9163

Download as Excel Spreadsheet

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

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