CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	0.9103	0.9185	0.0082	0.9%	0.9001
High	0.9189	0.9275	0.0086	0.9%	0.9167
Low	0.9093	0.9119	0.0026	0.3%	0.8847
Close	0.9174	0.9243	0.0069	0.8%	0.9158
Range	0.0096	0.0156	0.0060	62.5%	0.0320
ATR	0.0116	0.0119	0.0003	2.4%	0.0000
Volume	103,699	77,295	-26,404	-25.5%	434,235

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9680	0.9618	0.9329
R3	0.9524	0.9462	0.9286
R2	0.9368	0.9368	0.9272
R1	0.9306	0.9306	0.9257	0.9337
PP	0.9212	0.9212	0.9212	0.9228
S1	0.9150	0.9150	0.9229	0.9181
S2	0.9056	0.9056	0.9214
S3	0.8900	0.8994	0.9200
S4	0.8744	0.8838	0.9157

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	0.9275	0.9047	0.0228	2.5%	0.0103	1.1%	86%	True	False	85,147
10	0.9275	0.8814	0.0461	5.0%	0.0118	1.3%	93%	True	False	90,385
20	0.9275	0.8743	0.0532	5.8%	0.0116	1.3%	94%	True	False	94,375
40	0.9275	0.8576	0.0699	7.6%	0.0113	1.2%	95%	True	False	94,742
60	0.9275	0.8247	0.1028	11.1%	0.0120	1.3%	97%	True	False	96,856
80	0.9275	0.7970	0.1305	14.1%	0.0139	1.5%	98%	True	False	77,368
100	0.9275	0.7970	0.1305	14.1%	0.0133	1.4%	98%	True	False	62,024
120	0.9275	0.7970	0.1305	14.1%	0.0122	1.3%	98%	True	False	51,706

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	0.0026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9938
2.618	0.9683
1.618	0.9527
1.000	0.9431
0.618	0.9371
HIGH	0.9275
0.618	0.9215
0.500	0.9197
0.382	0.9179
LOW	0.9119
0.618	0.9023
1.000	0.8963
1.618	0.8867
2.618	0.8711
4.250	0.8456

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	0.9228	0.9222
PP	0.9212	0.9201
S1	0.9197	0.9181

Download as Excel Spreadsheet

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

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