CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 14-Apr-2010

Day Change Summary
	Previous	Current
	13-Apr-2010	14-Apr-2010	Change	Change %	Previous Week
Open	0.9177	0.9225	0.0048	0.5%	0.9122
High	0.9233	0.9298	0.0065	0.7%	0.9280
Low	0.9160	0.9209	0.0049	0.5%	0.9095
Close	0.9211	0.9284	0.0073	0.8%	0.9254
Range	0.0073	0.0089	0.0016	21.9%	0.0185
ATR	0.0086	0.0086	0.0000	0.3%	0.0000
Volume	69,688	58,733	-10,955	-15.7%	278,917

Daily Pivots for day following 14-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9531	0.9496	0.9333
R3	0.9442	0.9407	0.9308
R2	0.9353	0.9353	0.9300
R1	0.9318	0.9318	0.9292	0.9336
PP	0.9264	0.9264	0.9264	0.9272
S1	0.9229	0.9229	0.9276	0.9247
S2	0.9175	0.9175	0.9268
S3	0.9086	0.9140	0.9260
S4	0.8997	0.9051	0.9235

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9765	0.9694	0.9356
R3	0.9580	0.9509	0.9305
R2	0.9395	0.9395	0.9288
R1	0.9324	0.9324	0.9271	0.9360
PP	0.9210	0.9210	0.9210	0.9227
S1	0.9139	0.9139	0.9237	0.9175
S2	0.9025	0.9025	0.9220
S3	0.8840	0.8954	0.9203
S4	0.8655	0.8769	0.9152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9308	0.9156	0.0152	1.6%	0.0086	0.9%	84%	False	False	68,505
10	0.9308	0.9058	0.0250	2.7%	0.0079	0.8%	90%	False	False	64,207
20	0.9308	0.8924	0.0384	4.1%	0.0086	0.9%	94%	False	False	73,152
40	0.9308	0.8703	0.0605	6.5%	0.0087	0.9%	96%	False	False	45,548
60	0.9308	0.8474	0.0834	9.0%	0.0094	1.0%	97%	False	False	30,505
80	0.9308	0.8474	0.0834	9.0%	0.0088	0.9%	97%	False	False	22,953

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9676
2.618	0.9531
1.618	0.9442
1.000	0.9387
0.618	0.9353
HIGH	0.9298
0.618	0.9264
0.500	0.9254
0.382	0.9243
LOW	0.9209
0.618	0.9154
1.000	0.9120
1.618	0.9065
2.618	0.8976
4.250	0.8831

Fisher Pivots for day following 14-Apr-2010
Pivot	1 day	3 day
R1	0.9274	0.9267
PP	0.9264	0.9251
S1	0.9254	0.9234

Download as Excel Spreadsheet

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

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