CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	0.8779	0.8713	-0.0066	-0.8%	0.8704
High	0.8804	0.8899	0.0095	1.1%	0.8808
Low	0.8707	0.8684	-0.0023	-0.3%	0.8619
Close	0.8714	0.8881	0.0167	1.9%	0.8654
Range	0.0097	0.0215	0.0118	121.6%	0.0189
ATR	0.0140	0.0145	0.0005	3.9%	0.0000
Volume	108,284	95,207	-13,077	-12.1%	475,142

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9466	0.9389	0.8999
R3	0.9251	0.9174	0.8940
R2	0.9036	0.9036	0.8920
R1	0.8959	0.8959	0.8901	0.8998
PP	0.8821	0.8821	0.8821	0.8841
S1	0.8744	0.8744	0.8861	0.8783
S2	0.8606	0.8606	0.8842
S3	0.8391	0.8529	0.8822
S4	0.8176	0.8314	0.8763

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	0.8899	0.8576	0.0323	3.6%	0.0147	1.7%	94%	True	False	108,850
10	0.8899	0.8576	0.0323	3.6%	0.0126	1.4%	94%	True	False	98,606
20	0.8899	0.8247	0.0652	7.3%	0.0145	1.6%	97%	True	False	108,061
40	0.8899	0.8000	0.0899	10.1%	0.0151	1.7%	98%	True	False	75,573
60	0.9176	0.7970	0.1206	13.6%	0.0151	1.7%	76%	False	False	50,804
80	0.9230	0.7970	0.1260	14.2%	0.0131	1.5%	72%	False	False	38,143
100	0.9230	0.7970	0.1260	14.2%	0.0113	1.3%	72%	False	False	30,530
120	0.9230	0.7970	0.1260	14.2%	0.0094	1.1%	72%	False	False	25,443

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9813
2.618	0.9462
1.618	0.9247
1.000	0.9114
0.618	0.9032
HIGH	0.8899
0.618	0.8817
0.500	0.8792
0.382	0.8766
LOW	0.8684
0.618	0.8551
1.000	0.8469
1.618	0.8336
2.618	0.8121
4.250	0.7770

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	0.8851	0.8839
PP	0.8821	0.8797
S1	0.8792	0.8755

Download as Excel Spreadsheet

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

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