CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	0.8886	0.8801	-0.0085	-1.0%	0.8901
High	0.8888	0.8876	-0.0012	-0.1%	0.9052
Low	0.8776	0.8743	-0.0033	-0.4%	0.8818
Close	0.8815	0.8803	-0.0012	-0.1%	0.8897
Range	0.0112	0.0133	0.0021	18.8%	0.0234
ATR	0.0115	0.0117	0.0001	1.1%	0.0000
Volume	115,988	109,157	-6,831	-5.9%	482,244

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9206	0.9138	0.8876
R3	0.9073	0.9005	0.8840
R2	0.8940	0.8940	0.8827
R1	0.8872	0.8872	0.8815	0.8906
PP	0.8807	0.8807	0.8807	0.8825
S1	0.8739	0.8739	0.8791	0.8773
S2	0.8674	0.8674	0.8779
S3	0.8541	0.8606	0.8766
S4	0.8408	0.8473	0.8730

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	0.8994	0.8743	0.0251	2.9%	0.0114	1.3%	24%	False	True	102,023
10	0.9052	0.8743	0.0309	3.5%	0.0115	1.3%	19%	False	True	98,365
20	0.9183	0.8743	0.0440	5.0%	0.0107	1.2%	14%	False	True	93,762
40	0.9183	0.8247	0.0936	10.6%	0.0120	1.4%	59%	False	False	100,315
60	0.9183	0.8000	0.1183	13.4%	0.0128	1.5%	68%	False	False	87,756
80	0.9183	0.7970	0.1213	13.8%	0.0141	1.6%	69%	False	False	66,191
100	0.9230	0.7970	0.1260	14.3%	0.0128	1.5%	66%	False	False	52,998
120	0.9230	0.7970	0.1260	14.3%	0.0115	1.3%	66%	False	False	44,181

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	0.0029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9441
2.618	0.9224
1.618	0.9091
1.000	0.9009
0.618	0.8958
HIGH	0.8876
0.618	0.8825
0.500	0.8810
0.382	0.8794
LOW	0.8743
0.618	0.8661
1.000	0.8610
1.618	0.8528
2.618	0.8395
4.250	0.8178

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	0.8810	0.8852
PP	0.8807	0.8836
S1	0.8805	0.8819

Download as Excel Spreadsheet

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

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