CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	0.8945	0.9123	0.0178	2.0%	0.9165
High	0.9145	0.9145	0.0000	0.0%	0.9234
Low	0.8904	0.8942	0.0038	0.4%	0.8904
Close	0.9137	0.8969	-0.0168	-1.8%	0.8969
Range	0.0241	0.0203	-0.0038	-15.8%	0.0330
ATR	0.0147	0.0151	0.0004	2.7%	0.0000
Volume	139,071	110,478	-28,593	-20.6%	540,333

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9628	0.9501	0.9081
R3	0.9425	0.9298	0.9025
R2	0.9222	0.9222	0.9006
R1	0.9095	0.9095	0.8988	0.9057
PP	0.9019	0.9019	0.9019	0.9000
S1	0.8892	0.8892	0.8950	0.8854
S2	0.8816	0.8816	0.8932
S3	0.8613	0.8689	0.8913
S4	0.8410	0.8486	0.8857

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0026	0.9827	0.9151
R3	0.9696	0.9497	0.9060
R2	0.9366	0.9366	0.9030
R1	0.9167	0.9167	0.8999	0.9102
PP	0.9036	0.9036	0.9036	0.9003
S1	0.8837	0.8837	0.8939	0.8772
S2	0.8706	0.8706	0.8909
S3	0.8376	0.8507	0.8878
S4	0.8046	0.8177	0.8788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9234	0.8904	0.0330	3.7%	0.0187	2.1%	20%	False	False	108,066
10	0.9382	0.8904	0.0478	5.3%	0.0173	1.9%	14%	False	False	95,618
20	0.9382	0.8597	0.0785	8.8%	0.0146	1.6%	47%	False	False	85,779
40	0.9382	0.8444	0.0938	10.5%	0.0130	1.4%	56%	False	False	74,789
60	0.9382	0.8080	0.1302	14.5%	0.0127	1.4%	68%	False	False	50,466
80	0.9382	0.7615	0.1767	19.7%	0.0118	1.3%	77%	False	False	37,873

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	0.0043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0008
2.618	0.9676
1.618	0.9473
1.000	0.9348
0.618	0.9270
HIGH	0.9145
0.618	0.9067
0.500	0.9044
0.382	0.9020
LOW	0.8942
0.618	0.8817
1.000	0.8739
1.618	0.8614
2.618	0.8411
4.250	0.8079

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	0.9044	0.9034
PP	0.9019	0.9012
S1	0.8994	0.8991

Download as Excel Spreadsheet

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

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