CME Australian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	0.9175	0.9104	-0.0071	-0.8%	0.9316
High	0.9196	0.9263	0.0067	0.7%	0.9382
Low	0.9041	0.9101	0.0060	0.7%	0.9041
Close	0.9121	0.9231	0.0110	1.2%	0.9121
Range	0.0155	0.0162	0.0007	4.5%	0.0341
ATR	0.0136	0.0138	0.0002	1.4%	0.0000
Volume	111,381	93,633	-17,748	-15.9%	444,053

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9684	0.9620	0.9320
R3	0.9522	0.9458	0.9276
R2	0.9360	0.9360	0.9261
R1	0.9296	0.9296	0.9246	0.9328
PP	0.9198	0.9198	0.9198	0.9215
S1	0.9134	0.9134	0.9216	0.9166
S2	0.9036	0.9036	0.9201
S3	0.8874	0.8972	0.9186
S4	0.8712	0.8810	0.9142

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0204	1.0004	0.9309
R3	0.9863	0.9663	0.9215
R2	0.9522	0.9522	0.9184
R1	0.9322	0.9322	0.9152	0.9252
PP	0.9181	0.9181	0.9181	0.9146
S1	0.8981	0.8981	0.9090	0.8911
S2	0.8840	0.8840	0.9058
S3	0.8499	0.8640	0.9027
S4	0.8158	0.8299	0.8933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9356	0.9041	0.0315	3.4%	0.0140	1.5%	60%	False	False	90,269
10	0.9382	0.9041	0.0341	3.7%	0.0120	1.3%	56%	False	False	87,465
20	0.9382	0.8882	0.0500	5.4%	0.0143	1.5%	70%	False	False	99,350
40	0.9382	0.8500	0.0882	9.6%	0.0139	1.5%	83%	False	False	89,622
60	0.9382	0.8174	0.1208	13.1%	0.0131	1.4%	88%	False	False	75,739
80	0.9382	0.8080	0.1302	14.1%	0.0125	1.4%	88%	False	False	57,006
100	0.9382	0.7615	0.1767	19.1%	0.0119	1.3%	91%	False	False	45,620

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9952
2.618	0.9687
1.618	0.9525
1.000	0.9425
0.618	0.9363
HIGH	0.9263
0.618	0.9201
0.500	0.9182
0.382	0.9163
LOW	0.9101
0.618	0.9001
1.000	0.8939
1.618	0.8839
2.618	0.8677
4.250	0.8413

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	0.9215	0.9207
PP	0.9198	0.9183
S1	0.9182	0.9159

Download as Excel Spreadsheet

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

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