CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	0.9219	0.9222	0.0003	0.0%	0.9104
High	0.9254	0.9382	0.0128	1.4%	0.9382
Low	0.9140	0.9154	0.0014	0.2%	0.9062
Close	0.9221	0.9169	-0.0052	-0.6%	0.9169
Range	0.0114	0.0228	0.0114	100.0%	0.0320
ATR	0.0126	0.0133	0.0007	5.8%	0.0000
Volume	92,811	81,735	-11,076	-11.9%	415,852

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9919	0.9772	0.9294
R3	0.9691	0.9544	0.9232
R2	0.9463	0.9463	0.9211
R1	0.9316	0.9316	0.9190	0.9276
PP	0.9235	0.9235	0.9235	0.9215
S1	0.9088	0.9088	0.9148	0.9048
S2	0.9007	0.9007	0.9127
S3	0.8779	0.8860	0.9106
S4	0.8551	0.8632	0.9044

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0164	0.9987	0.9345
R3	0.9844	0.9667	0.9257
R2	0.9524	0.9524	0.9228
R1	0.9347	0.9347	0.9198	0.9436
PP	0.9204	0.9204	0.9204	0.9249
S1	0.9027	0.9027	0.9140	0.9116
S2	0.8884	0.8884	0.9110
S3	0.8564	0.8707	0.9081
S4	0.8244	0.8387	0.8993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9382	0.9062	0.0320	3.5%	0.0158	1.7%	33%	True	False	83,170
10	0.9382	0.8933	0.0449	4.9%	0.0133	1.4%	53%	True	False	76,385
20	0.9382	0.8500	0.0882	9.6%	0.0137	1.5%	76%	True	False	80,039
40	0.9382	0.8174	0.1208	13.2%	0.0124	1.4%	82%	True	False	61,930
60	0.9382	0.8080	0.1302	14.2%	0.0118	1.3%	84%	True	False	41,469
80	0.9382	0.7615	0.1767	19.3%	0.0111	1.2%	88%	True	False	31,120

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	0.0041
Widest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	1.0351
2.618	0.9979
1.618	0.9751
1.000	0.9610
0.618	0.9523
HIGH	0.9382
0.618	0.9295
0.500	0.9268
0.382	0.9241
LOW	0.9154
0.618	0.9013
1.000	0.8926
1.618	0.8785
2.618	0.8557
4.250	0.8185

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	0.9268	0.9261
PP	0.9235	0.9230
S1	0.9202	0.9200

Download as Excel Spreadsheet

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

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