CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	0.8844	0.9001	0.0157	1.8%	0.8852
High	0.8985	0.9019	0.0034	0.4%	0.8985
Low	0.8829	0.8902	0.0073	0.8%	0.8743
Close	0.8974	0.8924	-0.0050	-0.6%	0.8974
Range	0.0156	0.0117	-0.0039	-25.0%	0.0242
ATR	0.0118	0.0118	0.0000	-0.1%	0.0000
Volume	107,620	60,491	-47,129	-43.8%	507,036

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9229	0.8988
R3	0.9182	0.9112	0.8956
R2	0.9065	0.9065	0.8945
R1	0.8995	0.8995	0.8935	0.8972
PP	0.8948	0.8948	0.8948	0.8937
S1	0.8878	0.8878	0.8913	0.8855
S2	0.8831	0.8831	0.8903
S3	0.8714	0.8761	0.8892
S4	0.8597	0.8644	0.8860

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9542	0.9107
R3	0.9385	0.9300	0.9041
R2	0.9143	0.9143	0.9018
R1	0.9058	0.9058	0.8996	0.9101
PP	0.8901	0.8901	0.8901	0.8922
S1	0.8816	0.8816	0.8952	0.8859
S2	0.8659	0.8659	0.8930
S3	0.8417	0.8574	0.8907
S4	0.8175	0.8332	0.8841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9019	0.8743	0.0276	3.1%	0.0121	1.4%	66%	True	False	96,926
10	0.9052	0.8743	0.0309	3.5%	0.0116	1.3%	59%	False	False	95,136
20	0.9183	0.8743	0.0440	4.9%	0.0108	1.2%	41%	False	False	92,067
40	0.9183	0.8250	0.0933	10.5%	0.0119	1.3%	72%	False	False	96,153
60	0.9183	0.8000	0.1183	13.3%	0.0125	1.4%	78%	False	False	91,950
80	0.9183	0.7970	0.1213	13.6%	0.0138	1.5%	79%	False	False	69,420
100	0.9230	0.7970	0.1260	14.1%	0.0130	1.5%	76%	False	False	55,591
120	0.9230	0.7970	0.1260	14.1%	0.0118	1.3%	76%	False	False	46,343

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	True
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9516
2.618	0.9325
1.618	0.9208
1.000	0.9136
0.618	0.9091
HIGH	0.9019
0.618	0.8974
0.500	0.8961
0.382	0.8947
LOW	0.8902
0.618	0.8830
1.000	0.8785
1.618	0.8713
2.618	0.8596
4.250	0.8405

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	0.8961	0.8922
PP	0.8948	0.8919
S1	0.8936	0.8917

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols