CME Australian Dollar Future June 2010

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

Day Change Summary
	Previous	Current
	13-May-2010	14-May-2010	Change	Change %	Previous Week
Open	0.8916	0.8922	0.0006	0.1%	0.8955
High	0.8996	0.8951	-0.0045	-0.5%	0.9042
Low	0.8889	0.8820	-0.0069	-0.8%	0.8820
Close	0.8951	0.8825	-0.0126	-1.4%	0.8825
Range	0.0107	0.0131	0.0024	22.4%	0.0222
ATR	0.0119	0.0120	0.0001	0.7%	0.0000
Volume	100,579	101,116	537	0.5%	722,345

Daily Pivots for day following 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9258	0.9173	0.8897
R3	0.9127	0.9042	0.8861
R2	0.8996	0.8996	0.8849
R1	0.8911	0.8911	0.8837	0.8888
PP	0.8865	0.8865	0.8865	0.8854
S1	0.8780	0.8780	0.8813	0.8757
S2	0.8734	0.8734	0.8801
S3	0.8603	0.8649	0.8789
S4	0.8472	0.8518	0.8753

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9562	0.9415	0.8947
R3	0.9340	0.9193	0.8886
R2	0.9118	0.9118	0.8866
R1	0.8971	0.8971	0.8845	0.8934
PP	0.8896	0.8896	0.8896	0.8877
S1	0.8749	0.8749	0.8805	0.8712
S2	0.8674	0.8674	0.8784
S3	0.8452	0.8527	0.8764
S4	0.8230	0.8305	0.8703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9042	0.8820	0.0222	2.5%	0.0125	1.4%	2%	False	True	144,469
10	0.9231	0.8668	0.0563	6.4%	0.0149	1.7%	28%	False	False	150,502
20	0.9282	0.8668	0.0614	7.0%	0.0122	1.4%	26%	False	False	127,874
40	0.9308	0.8668	0.0640	7.3%	0.0105	1.2%	25%	False	False	99,898
60	0.9308	0.8668	0.0640	7.3%	0.0099	1.1%	25%	False	False	75,000
80	0.9308	0.8474	0.0834	9.5%	0.0100	1.1%	42%	False	False	56,362
100	0.9308	0.8474	0.0834	9.5%	0.0095	1.1%	42%	False	False	45,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9508
2.618	0.9294
1.618	0.9163
1.000	0.9082
0.618	0.9032
HIGH	0.8951
0.618	0.8901
0.500	0.8886
0.382	0.8870
LOW	0.8820
0.618	0.8739
1.000	0.8689
1.618	0.8608
2.618	0.8477
4.250	0.8263

Fisher Pivots for day following 14-May-2010
Pivot	1 day	3 day
R1	0.8886	0.8908
PP	0.8865	0.8880
S1	0.8845	0.8853

Download as Excel Spreadsheet

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

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