CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	0.8868	0.8964	0.0096	1.1%	0.8904
High	0.8998	0.9023	0.0025	0.3%	0.9023
Low	0.8866	0.8921	0.0055	0.6%	0.8858
Close	0.8970	0.8989	0.0019	0.2%	0.8989
Range	0.0132	0.0102	-0.0030	-22.7%	0.0165
ATR	0.0131	0.0129	-0.0002	-1.6%	0.0000
Volume	92,717	95,829	3,112	3.4%	446,511

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9238	0.9045
R3	0.9182	0.9136	0.9017
R2	0.9080	0.9080	0.9008
R1	0.9034	0.9034	0.8998	0.9057
PP	0.8978	0.8978	0.8978	0.8989
S1	0.8932	0.8932	0.8980	0.8955
S2	0.8876	0.8876	0.8970
S3	0.8774	0.8830	0.8961
S4	0.8672	0.8728	0.8933

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9385	0.9080
R3	0.9287	0.9220	0.9034
R2	0.9122	0.9122	0.9019
R1	0.9055	0.9055	0.9004	0.9089
PP	0.8957	0.8957	0.8957	0.8973
S1	0.8890	0.8890	0.8974	0.8924
S2	0.8792	0.8792	0.8959
S3	0.8627	0.8725	0.8944
S4	0.8462	0.8560	0.8898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9023	0.8858	0.0165	1.8%	0.0104	1.2%	79%	True	False	89,302
10	0.9023	0.8576	0.0447	5.0%	0.0117	1.3%	92%	True	False	96,287
20	0.9023	0.8250	0.0773	8.6%	0.0129	1.4%	96%	True	False	103,359
40	0.9023	0.8000	0.1023	11.4%	0.0138	1.5%	97%	True	False	89,338
60	0.9023	0.7970	0.1053	11.7%	0.0152	1.7%	97%	True	False	60,130
80	0.9230	0.7970	0.1260	14.0%	0.0135	1.5%	81%	False	False	45,162
100	0.9230	0.7970	0.1260	14.0%	0.0119	1.3%	81%	False	False	36,150
120	0.9230	0.7970	0.1260	14.0%	0.0099	1.1%	81%	False	False	30,126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9290
1.618	0.9188
1.000	0.9125
0.618	0.9086
HIGH	0.9023
0.618	0.8984
0.500	0.8972
0.382	0.8960
LOW	0.8921
0.618	0.8858
1.000	0.8819
1.618	0.8756
2.618	0.8654
4.250	0.8488

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	0.8983	0.8973
PP	0.8978	0.8957
S1	0.8972	0.8941

Download as Excel Spreadsheet

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

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