CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	0.8969	0.8962	-0.0007	-0.1%	0.8615
High	0.9019	0.8968	-0.0051	-0.6%	0.8918
Low	0.8948	0.8858	-0.0090	-1.0%	0.8576
Close	0.8965	0.8871	-0.0094	-1.0%	0.8907
Range	0.0071	0.0110	0.0039	54.9%	0.0342
ATR	0.0133	0.0131	-0.0002	-1.2%	0.0000
Volume	73,624	82,451	8,827	12.0%	516,359

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9229	0.9160	0.8932
R3	0.9119	0.9050	0.8901
R2	0.9009	0.9009	0.8891
R1	0.8940	0.8940	0.8881	0.8920
PP	0.8899	0.8899	0.8899	0.8889
S1	0.8830	0.8830	0.8861	0.8810
S2	0.8789	0.8789	0.8851
S3	0.8679	0.8720	0.8841
S4	0.8569	0.8610	0.8811

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	0.9019	0.8684	0.0335	3.8%	0.0116	1.3%	56%	False	False	93,732
10	0.9019	0.8576	0.0443	5.0%	0.0122	1.4%	67%	False	False	101,058
20	0.9019	0.8247	0.0772	8.7%	0.0133	1.5%	81%	False	False	106,868
40	0.9019	0.8000	0.1019	11.5%	0.0139	1.6%	85%	False	False	84,753
60	0.9123	0.7970	0.1153	13.0%	0.0153	1.7%	78%	False	False	57,000
80	0.9230	0.7970	0.1260	14.2%	0.0133	1.5%	72%	False	False	42,807
100	0.9230	0.7970	0.1260	14.2%	0.0116	1.3%	72%	False	False	34,265
120	0.9230	0.7970	0.1260	14.2%	0.0097	1.1%	72%	False	False	28,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9436
2.618	0.9256
1.618	0.9146
1.000	0.9078
0.618	0.9036
HIGH	0.8968
0.618	0.8926
0.500	0.8913
0.382	0.8900
LOW	0.8858
0.618	0.8790
1.000	0.8748
1.618	0.8680
2.618	0.8570
4.250	0.8391

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	0.8913	0.8939
PP	0.8899	0.8916
S1	0.8885	0.8894

Download as Excel Spreadsheet

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

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