CME Australian Dollar Future June 2010

Trading Metrics calculated at close of trading on 10-May-2010

Day Change Summary
	Previous	Current
	07-May-2010	10-May-2010	Change	Change %	Previous Week
Open	0.8828	0.8955	0.0127	1.4%	0.9190
High	0.8902	0.9042	0.0140	1.6%	0.9231
Low	0.8766	0.8844	0.0078	0.9%	0.8668
Close	0.8844	0.8978	0.0134	1.5%	0.8844
Range	0.0136	0.0198	0.0062	45.6%	0.0563
ATR	0.0118	0.0124	0.0006	4.9%	0.0000
Volume	268,773	263,856	-4,917	-1.8%	782,684

Daily Pivots for day following 10-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9549	0.9461	0.9087
R3	0.9351	0.9263	0.9032
R2	0.9153	0.9153	0.9014
R1	0.9065	0.9065	0.8996	0.9109
PP	0.8955	0.8955	0.8955	0.8977
S1	0.8867	0.8867	0.8960	0.8911
S2	0.8757	0.8757	0.8942
S3	0.8559	0.8669	0.8924
S4	0.8361	0.8471	0.8869

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0603	1.0287	0.9154
R3	1.0040	0.9724	0.8999
R2	0.9477	0.9477	0.8947
R1	0.9161	0.9161	0.8896	0.9038
PP	0.8914	0.8914	0.8914	0.8853
S1	0.8598	0.8598	0.8792	0.8475
S2	0.8351	0.8351	0.8741
S3	0.7788	0.8035	0.8689
S4	0.7225	0.7472	0.8534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9229	0.8668	0.0561	6.2%	0.0202	2.2%	55%	False	False	186,542
10	0.9280	0.8668	0.0612	6.8%	0.0149	1.7%	51%	False	False	147,480
20	0.9304	0.8668	0.0636	7.1%	0.0117	1.3%	49%	False	False	117,444
40	0.9308	0.8668	0.0640	7.1%	0.0101	1.1%	48%	False	False	95,771
60	0.9308	0.8668	0.0640	7.1%	0.0099	1.1%	48%	False	False	67,409
80	0.9308	0.8474	0.0834	9.3%	0.0099	1.1%	60%	False	False	50,636
100	0.9308	0.8474	0.0834	9.3%	0.0093	1.0%	60%	False	False	40,568

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	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9884
2.618	0.9560
1.618	0.9362
1.000	0.9240
0.618	0.9164
HIGH	0.9042
0.618	0.8966
0.500	0.8943
0.382	0.8920
LOW	0.8844
0.618	0.8722
1.000	0.8646
1.618	0.8524
2.618	0.8326
4.250	0.8003

Fisher Pivots for day following 10-May-2010
Pivot	1 day	3 day
R1	0.8966	0.8939
PP	0.8955	0.8901
S1	0.8943	0.8862

Download as Excel Spreadsheet

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

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