CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	0.8771	0.8776	0.0005	0.1%	0.8343
High	0.8808	0.8789	-0.0019	-0.2%	0.8725
Low	0.8722	0.8666	-0.0056	-0.6%	0.8250
Close	0.8753	0.8767	0.0014	0.2%	0.8693
Range	0.0086	0.0123	0.0037	43.0%	0.0475
ATR	0.0145	0.0143	-0.0002	-1.1%	0.0000
Volume	98,716	92,874	-5,842	-5.9%	461,949

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9110	0.9061	0.8835
R3	0.8987	0.8938	0.8801
R2	0.8864	0.8864	0.8790
R1	0.8815	0.8815	0.8778	0.8778
PP	0.8741	0.8741	0.8741	0.8722
S1	0.8692	0.8692	0.8756	0.8655
S2	0.8618	0.8618	0.8744
S3	0.8495	0.8569	0.8733
S4	0.8372	0.8446	0.8699

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	0.8808	0.8619	0.0189	2.2%	0.0105	1.2%	78%	False	False	88,362
10	0.8808	0.8247	0.0561	6.4%	0.0139	1.6%	93%	False	False	108,585
20	0.8808	0.8247	0.0561	6.4%	0.0135	1.5%	93%	False	False	101,511
40	0.8808	0.7970	0.0838	9.6%	0.0163	1.9%	95%	False	False	62,296
60	0.9179	0.7970	0.1209	13.8%	0.0146	1.7%	66%	False	False	41,756
80	0.9230	0.7970	0.1260	14.4%	0.0127	1.4%	63%	False	False	31,348
100	0.9230	0.7970	0.1260	14.4%	0.0105	1.2%	63%	False	False	25,088
120	0.9230	0.7970	0.1260	14.4%	0.0088	1.0%	63%	False	False	20,908

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	0.0041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9111
1.618	0.8988
1.000	0.8912
0.618	0.8865
HIGH	0.8789
0.618	0.8742
0.500	0.8728
0.382	0.8713
LOW	0.8666
0.618	0.8590
1.000	0.8543
1.618	0.8467
2.618	0.8344
4.250	0.8143

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	0.8754	0.8749
PP	0.8741	0.8731
S1	0.8728	0.8714

Download as Excel Spreadsheet

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

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