CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	0.8776	0.8781	0.0005	0.1%	0.8704
High	0.8789	0.8781	-0.0008	-0.1%	0.8808
Low	0.8666	0.8622	-0.0044	-0.5%	0.8619
Close	0.8767	0.8654	-0.0113	-1.3%	0.8654
Range	0.0123	0.0159	0.0036	29.3%	0.0189
ATR	0.0143	0.0144	0.0001	0.8%	0.0000
Volume	92,874	143,384	50,510	54.4%	475,142

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9163	0.9067	0.8741
R3	0.9004	0.8908	0.8698
R2	0.8845	0.8845	0.8683
R1	0.8749	0.8749	0.8669	0.8718
PP	0.8686	0.8686	0.8686	0.8670
S1	0.8590	0.8590	0.8639	0.8559
S2	0.8527	0.8527	0.8625
S3	0.8368	0.8431	0.8610
S4	0.8209	0.8272	0.8567

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9146	0.8758
R3	0.9072	0.8957	0.8706
R2	0.8883	0.8883	0.8689
R1	0.8768	0.8768	0.8671	0.8731
PP	0.8694	0.8694	0.8694	0.8675
S1	0.8579	0.8579	0.8637	0.8542
S2	0.8505	0.8505	0.8619
S3	0.8316	0.8390	0.8602
S4	0.8127	0.8201	0.8550

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%	0.0125	1.4%	19%	False	False	95,028
10	0.8808	0.8250	0.0558	6.4%	0.0141	1.6%	72%	False	False	110,431
20	0.8808	0.8247	0.0561	6.5%	0.0138	1.6%	73%	False	False	104,797
40	0.8808	0.7970	0.0838	9.7%	0.0160	1.9%	82%	False	False	65,773
60	0.9176	0.7970	0.1206	13.9%	0.0148	1.7%	57%	False	False	44,144
80	0.9230	0.7970	0.1260	14.6%	0.0128	1.5%	54%	False	False	33,139
100	0.9230	0.7970	0.1260	14.6%	0.0107	1.2%	54%	False	False	26,522
120	0.9230	0.7970	0.1260	14.6%	0.0089	1.0%	54%	False	False	22,103

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	0.0037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9197
1.618	0.9038
1.000	0.8940
0.618	0.8879
HIGH	0.8781
0.618	0.8720
0.500	0.8702
0.382	0.8683
LOW	0.8622
0.618	0.8524
1.000	0.8463
1.618	0.8365
2.618	0.8206
4.250	0.7946

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	0.8702	0.8715
PP	0.8686	0.8695
S1	0.8670	0.8674

Download as Excel Spreadsheet

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

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