CME Australian Dollar Future June 2010

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

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	0.8488	0.8514	0.0026	0.3%	0.8227
High	0.8509	0.8646	0.0137	1.6%	0.8509
Low	0.8426	0.8511	0.0085	1.0%	0.8083
Close	0.8485	0.8636	0.0151	1.8%	0.8485
Range	0.0083	0.0135	0.0052	62.7%	0.0426
ATR	0.0178	0.0177	-0.0001	-0.7%	0.0000
Volume	93,215	22,978	-70,237	-75.3%	602,159

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9003	0.8954	0.8710
R3	0.8868	0.8819	0.8673
R2	0.8733	0.8733	0.8661
R1	0.8684	0.8684	0.8648	0.8709
PP	0.8598	0.8598	0.8598	0.8610
S1	0.8549	0.8549	0.8624	0.8574
S2	0.8463	0.8463	0.8611
S3	0.8328	0.8414	0.8599
S4	0.8193	0.8279	0.8562

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9487	0.8719
R3	0.9211	0.9061	0.8602
R2	0.8785	0.8785	0.8563
R1	0.8635	0.8635	0.8524	0.8710
PP	0.8359	0.8359	0.8359	0.8397
S1	0.8209	0.8209	0.8446	0.8284
S2	0.7933	0.7933	0.8407
S3	0.7507	0.7783	0.8368
S4	0.7081	0.7357	0.8251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8646	0.8083	0.0563	6.5%	0.0165	1.9%	98%	True	False	98,821
10	0.8646	0.8083	0.0563	6.5%	0.0177	2.0%	98%	True	False	111,455
20	0.8835	0.8049	0.0786	9.1%	0.0202	2.3%	75%	False	False	139,244
40	0.9282	0.8049	0.1233	14.3%	0.0162	1.9%	48%	False	False	133,559
60	0.9308	0.8049	0.1259	14.6%	0.0137	1.6%	47%	False	False	113,013
80	0.9308	0.8049	0.1259	14.6%	0.0125	1.4%	47%	False	False	91,061
100	0.9308	0.8049	0.1259	14.6%	0.0121	1.4%	47%	False	False	72,938
120	0.9308	0.8049	0.1259	14.6%	0.0113	1.3%	47%	False	False	60,833

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	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9220
2.618	0.8999
1.618	0.8864
1.000	0.8781
0.618	0.8729
HIGH	0.8646
0.618	0.8594
0.500	0.8579
0.382	0.8563
LOW	0.8511
0.618	0.8428
1.000	0.8376
1.618	0.8293
2.618	0.8158
4.250	0.7937

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	0.8617	0.8576
PP	0.8598	0.8516
S1	0.8579	0.8456

Download as Excel Spreadsheet

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

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