CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	0.8407	0.8343	-0.0064	-0.8%	0.8667
High	0.8441	0.8492	0.0051	0.6%	0.8700
Low	0.8332	0.8250	-0.0082	-1.0%	0.8247
Close	0.8352	0.8428	0.0076	0.9%	0.8352
Range	0.0109	0.0242	0.0133	122.0%	0.0453
ATR	0.0148	0.0155	0.0007	4.5%	0.0000
Volume	167,227	105,527	-61,700	-36.9%	596,957

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9116	0.9014	0.8561
R3	0.8874	0.8772	0.8495
R2	0.8632	0.8632	0.8472
R1	0.8530	0.8530	0.8450	0.8581
PP	0.8390	0.8390	0.8390	0.8416
S1	0.8288	0.8288	0.8406	0.8339
S2	0.8148	0.8148	0.8384
S3	0.7906	0.8046	0.8361
S4	0.7664	0.7804	0.8295

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9525	0.8601
R3	0.9339	0.9072	0.8477
R2	0.8886	0.8886	0.8435
R1	0.8619	0.8619	0.8394	0.8526
PP	0.8433	0.8433	0.8433	0.8387
S1	0.8166	0.8166	0.8310	0.8073
S2	0.7980	0.7980	0.8269
S3	0.7527	0.7713	0.8227
S4	0.7074	0.7260	0.8103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8643	0.8247	0.0396	4.7%	0.0179	2.1%	46%	False	False	119,795
10	0.8750	0.8247	0.0503	6.0%	0.0150	1.8%	36%	False	False	111,862
20	0.8772	0.8000	0.0772	9.2%	0.0144	1.7%	55%	False	False	88,504
40	0.8943	0.7970	0.0973	11.5%	0.0161	1.9%	47%	False	False	45,294
60	0.9230	0.7970	0.1260	15.0%	0.0140	1.7%	36%	False	False	30,307
80	0.9230	0.7970	0.1260	15.0%	0.0120	1.4%	36%	False	False	22,756
100	0.9230	0.7970	0.1260	15.0%	0.0096	1.1%	36%	False	False	18,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0048
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9521
2.618	0.9126
1.618	0.8884
1.000	0.8734
0.618	0.8642
HIGH	0.8492
0.618	0.8400
0.500	0.8371
0.382	0.8342
LOW	0.8250
0.618	0.8100
1.000	0.8008
1.618	0.7858
2.618	0.7616
4.250	0.7222

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	0.8409	0.8409
PP	0.8390	0.8389
S1	0.8371	0.8370

Download as Excel Spreadsheet

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

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