CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	0.8329	0.8261	-0.0068	-0.8%	0.8607
High	0.8396	0.8290	-0.0106	-1.3%	0.8672
Low	0.8248	0.8162	-0.0086	-1.0%	0.8444
Close	0.8286	0.8247	-0.0039	-0.5%	0.8577
Range	0.0148	0.0128	-0.0020	-13.5%	0.0228
ATR	0.0110	0.0111	0.0001	1.2%	0.0000
Volume	396	86	-310	-78.3%	315

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8617	0.8560	0.8317
R3	0.8489	0.8432	0.8282
R2	0.8361	0.8361	0.8270
R1	0.8304	0.8304	0.8259	0.8269
PP	0.8233	0.8233	0.8233	0.8215
S1	0.8176	0.8176	0.8235	0.8141
S2	0.8105	0.8105	0.8224
S3	0.7977	0.8048	0.8212
S4	0.7849	0.7920	0.8177

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9141	0.8702
R3	0.9020	0.8913	0.8640
R2	0.8792	0.8792	0.8619
R1	0.8685	0.8685	0.8598	0.8625
PP	0.8564	0.8564	0.8564	0.8534
S1	0.8457	0.8457	0.8556	0.8397
S2	0.8336	0.8336	0.8535
S3	0.8108	0.8229	0.8514
S4	0.7880	0.8001	0.8452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8594	0.8162	0.0432	5.2%	0.0142	1.7%	20%	False	True	124
10	0.8672	0.8162	0.0510	6.2%	0.0116	1.4%	17%	False	True	88
20	0.8672	0.7968	0.0704	8.5%	0.0069	0.8%	40%	False	False	45
40	0.8790	0.7950	0.0840	10.2%	0.0043	0.5%	35%	False	False	46
60	0.9086	0.7950	0.1136	13.8%	0.0029	0.4%	26%	False	False	31
80	0.9086	0.7950	0.1136	13.8%	0.0022	0.3%	26%	False	False	24
100	0.9086	0.7950	0.1136	13.8%	0.0017	0.2%	26%	False	False	19

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8834
2.618	0.8625
1.618	0.8497
1.000	0.8418
0.618	0.8369
HIGH	0.8290
0.618	0.8241
0.500	0.8226
0.382	0.8211
LOW	0.8162
0.618	0.8083
1.000	0.8034
1.618	0.7955
2.618	0.7827
4.250	0.7618

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	0.8240	0.8354
PP	0.8233	0.8318
S1	0.8226	0.8283

Download as Excel Spreadsheet

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

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