CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	0.8698	0.8704	0.0006	0.1%	0.8343
High	0.8720	0.8713	-0.0007	-0.1%	0.8725
Low	0.8662	0.8637	-0.0025	-0.3%	0.8250
Close	0.8693	0.8681	-0.0012	-0.1%	0.8693
Range	0.0058	0.0076	0.0018	31.0%	0.0475
ATR	0.0152	0.0147	-0.0005	-3.6%	0.0000
Volume	110,056	77,413	-32,643	-29.7%	461,949

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8905	0.8869	0.8723
R3	0.8829	0.8793	0.8702
R2	0.8753	0.8753	0.8695
R1	0.8717	0.8717	0.8688	0.8697
PP	0.8677	0.8677	0.8677	0.8667
S1	0.8641	0.8641	0.8674	0.8621
S2	0.8601	0.8601	0.8667
S3	0.8525	0.8565	0.8660
S4	0.8449	0.8489	0.8639

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9812	0.8954
R3	0.9506	0.9337	0.8824
R2	0.9031	0.9031	0.8780
R1	0.8862	0.8862	0.8737	0.8947
PP	0.8556	0.8556	0.8556	0.8598
S1	0.8387	0.8387	0.8649	0.8472
S2	0.8081	0.8081	0.8606
S3	0.7606	0.7912	0.8562
S4	0.7131	0.7437	0.8432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8725	0.8250	0.0475	5.5%	0.0151	1.7%	91%	False	False	107,872
10	0.8725	0.8247	0.0478	5.5%	0.0148	1.7%	91%	False	False	113,631
20	0.8772	0.8247	0.0525	6.0%	0.0136	1.6%	83%	False	False	101,621
40	0.8846	0.7970	0.0876	10.1%	0.0164	1.9%	81%	False	False	56,116
60	0.9179	0.7970	0.1209	13.9%	0.0144	1.7%	59%	False	False	37,526
80	0.9230	0.7970	0.1260	14.5%	0.0124	1.4%	56%	False	False	28,172
100	0.9230	0.7970	0.1260	14.5%	0.0102	1.2%	56%	False	False	22,545
120	0.9230	0.7970	0.1260	14.5%	0.0085	1.0%	56%	False	False	18,788

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9036
2.618	0.8912
1.618	0.8836
1.000	0.8789
0.618	0.8760
HIGH	0.8713
0.618	0.8684
0.500	0.8675
0.382	0.8666
LOW	0.8637
0.618	0.8590
1.000	0.8561
1.618	0.8514
2.618	0.8438
4.250	0.8314

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	0.8679	0.8668
PP	0.8677	0.8655
S1	0.8675	0.8642

Download as Excel Spreadsheet

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

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