CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	0.8615	0.8631	0.0016	0.2%	0.8704
High	0.8662	0.8788	0.0126	1.5%	0.8808
Low	0.8576	0.8610	0.0034	0.4%	0.8619
Close	0.8648	0.8765	0.0117	1.4%	0.8654
Range	0.0086	0.0178	0.0092	107.0%	0.0189
ATR	0.0140	0.0143	0.0003	1.9%	0.0000
Volume	107,809	89,570	-18,239	-16.9%	475,142

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9188	0.8863
R3	0.9077	0.9010	0.8814
R2	0.8899	0.8899	0.8798
R1	0.8832	0.8832	0.8781	0.8866
PP	0.8721	0.8721	0.8721	0.8738
S1	0.8654	0.8654	0.8749	0.8688
S2	0.8543	0.8543	0.8732
S3	0.8365	0.8476	0.8716
S4	0.8187	0.8298	0.8667

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	0.8576	0.0232	2.6%	0.0126	1.4%	81%	False	False	106,470
10	0.8808	0.8382	0.0426	4.9%	0.0133	1.5%	90%	False	False	102,894
20	0.8808	0.8247	0.0561	6.4%	0.0142	1.6%	92%	False	False	107,378
40	0.8808	0.7970	0.0838	9.6%	0.0152	1.7%	95%	False	False	70,540
60	0.9176	0.7970	0.1206	13.8%	0.0149	1.7%	66%	False	False	47,422
80	0.9230	0.7970	0.1260	14.4%	0.0129	1.5%	63%	False	False	35,605
100	0.9230	0.7970	0.1260	14.4%	0.0110	1.3%	63%	False	False	28,495
120	0.9230	0.7970	0.1260	14.4%	0.0091	1.0%	63%	False	False	23,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9545
2.618	0.9254
1.618	0.9076
1.000	0.8966
0.618	0.8898
HIGH	0.8788
0.618	0.8720
0.500	0.8699
0.382	0.8678
LOW	0.8610
0.618	0.8500
1.000	0.8432
1.618	0.8322
2.618	0.8144
4.250	0.7854

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	0.8743	0.8737
PP	0.8721	0.8710
S1	0.8699	0.8682

Download as Excel Spreadsheet

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

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