CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	0.8880	0.8904	0.0024	0.3%	0.8615
High	0.8918	0.8984	0.0066	0.7%	0.8918
Low	0.8842	0.8877	0.0035	0.4%	0.8576
Close	0.8907	0.8963	0.0056	0.6%	0.8907
Range	0.0076	0.0107	0.0031	40.8%	0.0342
ATR	0.0140	0.0138	-0.0002	-1.7%	0.0000
Volume	115,489	101,890	-13,599	-11.8%	516,359

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9262	0.9220	0.9022
R3	0.9155	0.9113	0.8992
R2	0.9048	0.9048	0.8983
R1	0.9006	0.9006	0.8973	0.9027
PP	0.8941	0.8941	0.8941	0.8952
S1	0.8899	0.8899	0.8953	0.8920
S2	0.8834	0.8834	0.8943
S3	0.8727	0.8792	0.8934
S4	0.8620	0.8685	0.8904

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9709	0.9095
R3	0.9484	0.9367	0.9001
R2	0.9142	0.9142	0.8970
R1	0.9025	0.9025	0.8938	0.9084
PP	0.8800	0.8800	0.8800	0.8830
S1	0.8683	0.8683	0.8876	0.8742
S2	0.8458	0.8458	0.8844
S3	0.8116	0.8341	0.8813
S4	0.7774	0.7999	0.8719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8984	0.8610	0.0374	4.2%	0.0135	1.5%	94%	True	False	102,088
10	0.8984	0.8576	0.0408	4.6%	0.0131	1.5%	95%	True	False	101,597
20	0.8984	0.8247	0.0737	8.2%	0.0140	1.6%	97%	True	False	107,614
40	0.8984	0.8000	0.0984	11.0%	0.0143	1.6%	98%	True	False	80,955
60	0.9176	0.7970	0.1206	13.5%	0.0152	1.7%	82%	False	False	54,408
80	0.9230	0.7970	0.1260	14.1%	0.0131	1.5%	79%	False	False	40,858
100	0.9230	0.7970	0.1260	14.1%	0.0115	1.3%	79%	False	False	32,704
120	0.9230	0.7970	0.1260	14.1%	0.0095	1.1%	79%	False	False	27,255

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	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9439
2.618	0.9264
1.618	0.9157
1.000	0.9091
0.618	0.9050
HIGH	0.8984
0.618	0.8943
0.500	0.8931
0.382	0.8918
LOW	0.8877
0.618	0.8811
1.000	0.8770
1.618	0.8704
2.618	0.8597
4.250	0.8422

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	0.8952	0.8920
PP	0.8941	0.8877
S1	0.8931	0.8834

Download as Excel Spreadsheet

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

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