CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	0.8704	0.8707	0.0003	0.0%	0.8343
High	0.8713	0.8800	0.0087	1.0%	0.8725
Low	0.8637	0.8619	-0.0018	-0.2%	0.8250
Close	0.8681	0.8742	0.0061	0.7%	0.8693
Range	0.0076	0.0181	0.0105	138.2%	0.0475
ATR	0.0147	0.0149	0.0002	1.7%	0.0000
Volume	77,413	62,755	-14,658	-18.9%	461,949

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9184	0.8842
R3	0.9082	0.9003	0.8792
R2	0.8901	0.8901	0.8775
R1	0.8822	0.8822	0.8759	0.8862
PP	0.8720	0.8720	0.8720	0.8740
S1	0.8641	0.8641	0.8725	0.8681
S2	0.8539	0.8539	0.8709
S3	0.8358	0.8460	0.8692
S4	0.8177	0.8279	0.8642

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	0.8800	0.8382	0.0418	4.8%	0.0139	1.6%	86%	True	False	99,318
10	0.8800	0.8247	0.0553	6.3%	0.0159	1.8%	90%	True	False	109,556
20	0.8800	0.8247	0.0553	6.3%	0.0137	1.6%	90%	True	False	100,466
40	0.8800	0.7970	0.0830	9.5%	0.0166	1.9%	93%	True	False	57,543
60	0.9179	0.7970	0.1209	13.8%	0.0145	1.7%	64%	False	False	38,570
80	0.9230	0.7970	0.1260	14.4%	0.0126	1.4%	61%	False	False	28,955
100	0.9230	0.7970	0.1260	14.4%	0.0103	1.2%	61%	False	False	23,172
120	0.9230	0.7970	0.1260	14.4%	0.0086	1.0%	61%	False	False	19,311

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	0.0044
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9569
2.618	0.9274
1.618	0.9093
1.000	0.8981
0.618	0.8912
HIGH	0.8800
0.618	0.8731
0.500	0.8710
0.382	0.8688
LOW	0.8619
0.618	0.8507
1.000	0.8438
1.618	0.8326
2.618	0.8145
4.250	0.7850

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	0.8731	0.8731
PP	0.8720	0.8720
S1	0.8710	0.8710

Download as Excel Spreadsheet

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

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