CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	0.8292	0.8240	-0.0052	-0.6%	0.8579
High	0.8347	0.8389	0.0042	0.5%	0.8594
Low	0.8253	0.8180	-0.0073	-0.9%	0.8162
Close	0.8265	0.8340	0.0075	0.9%	0.8265
Range	0.0094	0.0209	0.0115	122.3%	0.0432
ATR	0.0110	0.0117	0.0007	6.4%	0.0000
Volume	98	79	-19	-19.4%	661

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8930	0.8844	0.8455
R3	0.8721	0.8635	0.8397
R2	0.8512	0.8512	0.8378
R1	0.8426	0.8426	0.8359	0.8469
PP	0.8303	0.8303	0.8303	0.8325
S1	0.8217	0.8217	0.8321	0.8260
S2	0.8094	0.8094	0.8302
S3	0.7885	0.8008	0.8283
S4	0.7676	0.7799	0.8225

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9636	0.9383	0.8503
R3	0.9204	0.8951	0.8384
R2	0.8772	0.8772	0.8344
R1	0.8519	0.8519	0.8305	0.8430
PP	0.8340	0.8340	0.8340	0.8296
S1	0.8087	0.8087	0.8225	0.7998
S2	0.7908	0.7908	0.8186
S3	0.7476	0.7655	0.8146
S4	0.7044	0.7223	0.8027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8546	0.8162	0.0384	4.6%	0.0164	2.0%	46%	False	False	137
10	0.8648	0.8162	0.0486	5.8%	0.0133	1.6%	37%	False	False	104
20	0.8672	0.8039	0.0633	7.6%	0.0084	1.0%	48%	False	False	54
40	0.8790	0.7950	0.0840	10.1%	0.0051	0.6%	46%	False	False	50
60	0.9086	0.7950	0.1136	13.6%	0.0034	0.4%	34%	False	False	34
80	0.9086	0.7950	0.1136	13.6%	0.0025	0.3%	34%	False	False	26
100	0.9086	0.7950	0.1136	13.6%	0.0020	0.2%	34%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9277
2.618	0.8936
1.618	0.8727
1.000	0.8598
0.618	0.8518
HIGH	0.8389
0.618	0.8309
0.500	0.8285
0.382	0.8260
LOW	0.8180
0.618	0.8051
1.000	0.7971
1.618	0.7842
2.618	0.7633
4.250	0.7292

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	0.8322	0.8319
PP	0.8303	0.8297
S1	0.8285	0.8276

Download as Excel Spreadsheet

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

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