CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	0.9150	0.9124	-0.0026	-0.3%	0.9016
High	0.9169	0.9130	-0.0039	-0.4%	0.9183
Low	0.9116	0.9023	-0.0093	-1.0%	0.8989
Close	0.9130	0.9105	-0.0025	-0.3%	0.9145
Range	0.0053	0.0107	0.0054	101.9%	0.0194
ATR	0.0111	0.0111	0.0000	-0.3%	0.0000
Volume	48,638	101,205	52,567	108.1%	437,232

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9407	0.9363	0.9164
R3	0.9300	0.9256	0.9134
R2	0.9193	0.9193	0.9125
R1	0.9149	0.9149	0.9115	0.9118
PP	0.9086	0.9086	0.9086	0.9070
S1	0.9042	0.9042	0.9095	0.9011
S2	0.8979	0.8979	0.9085
S3	0.8872	0.8935	0.9076
S4	0.8765	0.8828	0.9046

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9688	0.9610	0.9252
R3	0.9494	0.9416	0.9198
R2	0.9300	0.9300	0.9181
R1	0.9222	0.9222	0.9163	0.9261
PP	0.9106	0.9106	0.9106	0.9125
S1	0.9028	0.9028	0.9127	0.9067
S2	0.8912	0.8912	0.9109
S3	0.8718	0.8834	0.9092
S4	0.8524	0.8640	0.9038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9183	0.9023	0.0160	1.8%	0.0079	0.9%	51%	False	True	80,953
10	0.9183	0.8858	0.0325	3.6%	0.0093	1.0%	76%	False	False	85,807
20	0.9183	0.8576	0.0607	6.7%	0.0107	1.2%	87%	False	False	94,245
40	0.9183	0.8247	0.0936	10.3%	0.0122	1.3%	92%	False	False	97,356
60	0.9183	0.7970	0.1213	13.3%	0.0146	1.6%	94%	False	False	69,777
80	0.9183	0.7970	0.1213	13.3%	0.0136	1.5%	94%	False	False	52,489
100	0.9230	0.7970	0.1260	13.8%	0.0122	1.3%	90%	False	False	42,013
120	0.9230	0.7970	0.1260	13.8%	0.0104	1.1%	90%	False	False	35,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9585
2.618	0.9410
1.618	0.9303
1.000	0.9237
0.618	0.9196
HIGH	0.9130
0.618	0.9089
0.500	0.9077
0.382	0.9064
LOW	0.9023
0.618	0.8957
1.000	0.8916
1.618	0.8850
2.618	0.8743
4.250	0.8568

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	0.9096	0.9104
PP	0.9086	0.9104
S1	0.9077	0.9103

Download as Excel Spreadsheet

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

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