CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	0.9101	0.9159	0.0058	0.6%	0.9104
High	0.9183	0.9260	0.0077	0.8%	0.9309
Low	0.9083	0.9093	0.0010	0.1%	0.8933
Close	0.9130	0.9248	0.0118	1.3%	0.9052
Range	0.0100	0.0167	0.0067	67.0%	0.0376
ATR	0.0151	0.0152	0.0001	0.7%	0.0000
Volume	174,371	107,730	-66,641	-38.2%	338,321

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9701	0.9642	0.9340
R3	0.9534	0.9475	0.9294
R2	0.9367	0.9367	0.9279
R1	0.9308	0.9308	0.9263	0.9338
PP	0.9200	0.9200	0.9200	0.9215
S1	0.9141	0.9141	0.9233	0.9171
S2	0.9033	0.9033	0.9217
S3	0.8866	0.8974	0.9202
S4	0.8699	0.8807	0.9156

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0015	0.9259
R3	0.9850	0.9639	0.9155
R2	0.9474	0.9474	0.9121
R1	0.9263	0.9263	0.9086	0.9181
PP	0.9098	0.9098	0.9098	0.9057
S1	0.8887	0.8887	0.9018	0.8805
S2	0.8722	0.8722	0.8983
S3	0.8346	0.8511	0.8949
S4	0.7970	0.8135	0.8845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9309	0.8933	0.0376	4.1%	0.0178	1.9%	84%	False	False	105,357
10	0.9356	0.8933	0.0423	4.6%	0.0159	1.7%	74%	False	False	97,813
20	0.9382	0.8882	0.0500	5.4%	0.0139	1.5%	73%	False	False	96,451
40	0.9382	0.8703	0.0679	7.3%	0.0143	1.6%	80%	False	False	91,385
60	0.9382	0.8444	0.0938	10.1%	0.0135	1.5%	86%	False	False	84,147
80	0.9382	0.8080	0.1302	14.1%	0.0131	1.4%	90%	False	False	63,583
100	0.9382	0.7757	0.1625	17.6%	0.0123	1.3%	92%	False	False	50,886

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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9970
2.618	0.9697
1.618	0.9530
1.000	0.9427
0.618	0.9363
HIGH	0.9260
0.618	0.9196
0.500	0.9177
0.382	0.9157
LOW	0.9093
0.618	0.8990
1.000	0.8926
1.618	0.8823
2.618	0.8656
4.250	0.8383

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	0.9224	0.9205
PP	0.9200	0.9163
S1	0.9177	0.9120

Download as Excel Spreadsheet

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

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