CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	0.8964	0.9016	0.0052	0.6%	0.8904
High	0.9023	0.9102	0.0079	0.9%	0.9023
Low	0.8921	0.8989	0.0068	0.8%	0.8858
Close	0.8989	0.9082	0.0093	1.0%	0.8989
Range	0.0102	0.0113	0.0011	10.8%	0.0165
ATR	0.0129	0.0128	-0.0001	-0.9%	0.0000
Volume	95,829	104,847	9,018	9.4%	446,511

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9397	0.9352	0.9144
R3	0.9284	0.9239	0.9113
R2	0.9171	0.9171	0.9103
R1	0.9126	0.9126	0.9092	0.9149
PP	0.9058	0.9058	0.9058	0.9069
S1	0.9013	0.9013	0.9072	0.9036
S2	0.8945	0.8945	0.9061
S3	0.8832	0.8900	0.9051
S4	0.8719	0.8787	0.9020

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	0.9102	0.8858	0.0244	2.7%	0.0106	1.2%	92%	True	False	89,893
10	0.9102	0.8610	0.0492	5.4%	0.0120	1.3%	96%	True	False	95,990
20	0.9102	0.8250	0.0852	9.4%	0.0130	1.4%	98%	True	False	100,240
40	0.9102	0.8000	0.1102	12.1%	0.0134	1.5%	98%	True	False	91,892
60	0.9102	0.7970	0.1132	12.5%	0.0148	1.6%	98%	True	False	61,870
80	0.9230	0.7970	0.1260	13.9%	0.0135	1.5%	88%	False	False	46,472
100	0.9230	0.7970	0.1260	13.9%	0.0120	1.3%	88%	False	False	37,198
120	0.9230	0.7970	0.1260	13.9%	0.0100	1.1%	88%	False	False	31,000

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9582
2.618	0.9398
1.618	0.9285
1.000	0.9215
0.618	0.9172
HIGH	0.9102
0.618	0.9059
0.500	0.9046
0.382	0.9032
LOW	0.8989
0.618	0.8919
1.000	0.8876
1.618	0.8806
2.618	0.8693
4.250	0.8509

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	0.9070	0.9049
PP	0.9058	0.9017
S1	0.9046	0.8984

Download as Excel Spreadsheet

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

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