CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	0.8852	0.8886	0.0034	0.4%	0.8901
High	0.8961	0.8888	-0.0073	-0.8%	0.9052
Low	0.8846	0.8776	-0.0070	-0.8%	0.8818
Close	0.8910	0.8815	-0.0095	-1.1%	0.8897
Range	0.0115	0.0112	-0.0003	-2.6%	0.0234
ATR	0.0114	0.0115	0.0001	1.3%	0.0000
Volume	82,893	115,988	33,095	39.9%	482,244

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9162	0.9101	0.8877
R3	0.9050	0.8989	0.8846
R2	0.8938	0.8938	0.8836
R1	0.8877	0.8877	0.8825	0.8852
PP	0.8826	0.8826	0.8826	0.8814
S1	0.8765	0.8765	0.8805	0.8740
S2	0.8714	0.8714	0.8794
S3	0.8602	0.8653	0.8784
S4	0.8490	0.8541	0.8753

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9624	0.9495	0.9026
R3	0.9390	0.9261	0.8961
R2	0.9156	0.9156	0.8940
R1	0.9027	0.9027	0.8918	0.8975
PP	0.8922	0.8922	0.8922	0.8896
S1	0.8793	0.8793	0.8876	0.8741
S2	0.8688	0.8688	0.8854
S3	0.8454	0.8559	0.8833
S4	0.8220	0.8325	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9035	0.8776	0.0259	2.9%	0.0106	1.2%	15%	False	True	99,126
10	0.9105	0.8776	0.0329	3.7%	0.0119	1.3%	12%	False	True	99,047
20	0.9183	0.8776	0.0407	4.6%	0.0106	1.2%	10%	False	True	92,427
40	0.9183	0.8247	0.0936	10.6%	0.0123	1.4%	61%	False	False	99,274
60	0.9183	0.8000	0.1183	13.4%	0.0130	1.5%	69%	False	False	85,962
80	0.9183	0.7970	0.1213	13.8%	0.0140	1.6%	70%	False	False	64,830
100	0.9230	0.7970	0.1260	14.3%	0.0127	1.4%	67%	False	False	51,907
120	0.9230	0.7970	0.1260	14.3%	0.0114	1.3%	67%	False	False	43,271

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9364
2.618	0.9181
1.618	0.9069
1.000	0.9000
0.618	0.8957
HIGH	0.8888
0.618	0.8845
0.500	0.8832
0.382	0.8819
LOW	0.8776
0.618	0.8707
1.000	0.8664
1.618	0.8595
2.618	0.8483
4.250	0.8300

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	0.8832	0.8869
PP	0.8826	0.8851
S1	0.8821	0.8833

Download as Excel Spreadsheet

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

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