CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	0.8930	0.8901	-0.0029	-0.3%	0.9150
High	0.9004	0.8966	-0.0038	-0.4%	0.9169
Low	0.8890	0.8830	-0.0060	-0.7%	0.8883
Close	0.8901	0.8934	0.0033	0.4%	0.8901
Range	0.0114	0.0136	0.0022	19.3%	0.0286
ATR	0.0114	0.0116	0.0002	1.4%	0.0000
Volume	84,636	98,403	13,767	16.3%	459,195

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9318	0.9262	0.9009
R3	0.9182	0.9126	0.8971
R2	0.9046	0.9046	0.8959
R1	0.8990	0.8990	0.8946	0.9018
PP	0.8910	0.8910	0.8910	0.8924
S1	0.8854	0.8854	0.8922	0.8882
S2	0.8774	0.8774	0.8909
S3	0.8638	0.8718	0.8897
S4	0.8502	0.8582	0.8859

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9842	0.9658	0.9058
R3	0.9556	0.9372	0.8980
R2	0.9270	0.9270	0.8953
R1	0.9086	0.9086	0.8927	0.9035
PP	0.8984	0.8984	0.8984	0.8959
S1	0.8800	0.8800	0.8875	0.8749
S2	0.8698	0.8698	0.8849
S3	0.8412	0.8514	0.8822
S4	0.8126	0.8228	0.8744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9130	0.8830	0.0300	3.4%	0.0126	1.4%	35%	False	True	101,792
10	0.9183	0.8830	0.0353	4.0%	0.0100	1.1%	29%	False	True	88,998
20	0.9183	0.8610	0.0573	6.4%	0.0110	1.2%	57%	False	False	92,494
40	0.9183	0.8247	0.0936	10.5%	0.0124	1.4%	73%	False	False	99,122
60	0.9183	0.7970	0.1213	13.6%	0.0140	1.6%	79%	False	False	76,411
80	0.9183	0.7970	0.1213	13.6%	0.0139	1.6%	79%	False	False	57,576
100	0.9230	0.7970	0.1260	14.1%	0.0124	1.4%	77%	False	False	46,088
120	0.9230	0.7970	0.1260	14.1%	0.0108	1.2%	77%	False	False	38,415

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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9544
2.618	0.9322
1.618	0.9186
1.000	0.9102
0.618	0.9050
HIGH	0.8966
0.618	0.8914
0.500	0.8898
0.382	0.8882
LOW	0.8830
0.618	0.8746
1.000	0.8694
1.618	0.8610
2.618	0.8474
4.250	0.8252

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	0.8922	0.8928
PP	0.8910	0.8923
S1	0.8898	0.8917

Download as Excel Spreadsheet

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

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