CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	0.9026	0.8957	-0.0069	-0.8%	0.9150
High	0.9035	0.8994	-0.0041	-0.5%	0.9169
Low	0.8945	0.8880	-0.0065	-0.7%	0.8883
Close	0.8964	0.8892	-0.0072	-0.8%	0.8901
Range	0.0090	0.0114	0.0024	26.7%	0.0286
ATR	0.0115	0.0115	0.0000	-0.1%	0.0000
Volume	94,672	106,391	11,719	12.4%	459,195

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9264	0.9192	0.8955
R3	0.9150	0.9078	0.8923
R2	0.9036	0.9036	0.8913
R1	0.8964	0.8964	0.8902	0.8943
PP	0.8922	0.8922	0.8922	0.8912
S1	0.8850	0.8850	0.8882	0.8829
S2	0.8808	0.8808	0.8871
S3	0.8694	0.8736	0.8861
S4	0.8580	0.8622	0.8829

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	0.9052	0.8830	0.0222	2.5%	0.0118	1.3%	28%	False	False	94,238
10	0.9183	0.8830	0.0353	4.0%	0.0111	1.2%	18%	False	False	94,834
20	0.9183	0.8830	0.0353	4.0%	0.0102	1.2%	18%	False	False	92,249
40	0.9183	0.8247	0.0936	10.5%	0.0124	1.4%	69%	False	False	100,155
60	0.9183	0.8000	0.1183	13.3%	0.0135	1.5%	75%	False	False	81,131
80	0.9183	0.7970	0.1213	13.6%	0.0139	1.6%	76%	False	False	61,165
100	0.9230	0.7970	0.1260	14.2%	0.0125	1.4%	73%	False	False	48,964
120	0.9230	0.7970	0.1260	14.2%	0.0111	1.2%	73%	False	False	40,817

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9479
2.618	0.9292
1.618	0.9178
1.000	0.9108
0.618	0.9064
HIGH	0.8994
0.618	0.8950
0.500	0.8937
0.382	0.8924
LOW	0.8880
0.618	0.8810
1.000	0.8766
1.618	0.8696
2.618	0.8582
4.250	0.8396

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	0.8937	0.8966
PP	0.8922	0.8941
S1	0.8907	0.8917

Download as Excel Spreadsheet

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

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