CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	0.9152	0.9103	-0.0049	-0.5%	0.9001
High	0.9175	0.9189	0.0014	0.2%	0.9167
Low	0.9086	0.9093	0.0007	0.1%	0.8847
Close	0.9115	0.9174	0.0059	0.6%	0.9158
Range	0.0089	0.0096	0.0007	7.9%	0.0320
ATR	0.0118	0.0116	-0.0002	-1.3%	0.0000
Volume	89,632	103,699	14,067	15.7%	434,235

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9440	0.9403	0.9227
R3	0.9344	0.9307	0.9200
R2	0.9248	0.9248	0.9192
R1	0.9211	0.9211	0.9183	0.9230
PP	0.9152	0.9152	0.9152	0.9161
S1	0.9115	0.9115	0.9165	0.9134
S2	0.9056	0.9056	0.9156
S3	0.8960	0.9019	0.9148
S4	0.8864	0.8923	0.9121

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0017	0.9908	0.9334
R3	0.9697	0.9588	0.9246
R2	0.9377	0.9377	0.9217
R1	0.9268	0.9268	0.9187	0.9323
PP	0.9057	0.9057	0.9057	0.9085
S1	0.8948	0.8948	0.9129	0.9003
S2	0.8737	0.8737	0.9099
S3	0.8417	0.8628	0.9070
S4	0.8097	0.8308	0.8982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9189	0.8900	0.0289	3.2%	0.0113	1.2%	95%	True	False	92,432
10	0.9189	0.8743	0.0446	4.9%	0.0115	1.3%	97%	True	False	93,572
20	0.9189	0.8743	0.0446	4.9%	0.0117	1.3%	97%	True	False	96,309
40	0.9189	0.8576	0.0613	6.7%	0.0112	1.2%	98%	True	False	95,277
60	0.9189	0.8247	0.0942	10.3%	0.0120	1.3%	98%	True	False	97,007
80	0.9189	0.7970	0.1219	13.3%	0.0139	1.5%	99%	True	False	76,410
100	0.9189	0.7970	0.1219	13.3%	0.0132	1.4%	99%	True	False	61,253
120	0.9230	0.7970	0.1260	13.7%	0.0121	1.3%	96%	False	False	51,062

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9597
2.618	0.9440
1.618	0.9344
1.000	0.9285
0.618	0.9248
HIGH	0.9189
0.618	0.9152
0.500	0.9141
0.382	0.9130
LOW	0.9093
0.618	0.9034
1.000	0.8997
1.618	0.8938
2.618	0.8842
4.250	0.8685

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	0.9163	0.9157
PP	0.9152	0.9140
S1	0.9141	0.9124

Download as Excel Spreadsheet

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

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