CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	0.8240	0.8354	0.0114	1.4%	0.8579
High	0.8389	0.8506	0.0117	1.4%	0.8594
Low	0.8180	0.8306	0.0126	1.5%	0.8162
Close	0.8340	0.8494	0.0154	1.8%	0.8265
Range	0.0209	0.0200	-0.0009	-4.3%	0.0432
ATR	0.0117	0.0123	0.0006	5.0%	0.0000
Volume	79	71	-8	-10.1%	661

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9035	0.8965	0.8604
R3	0.8835	0.8765	0.8549
R2	0.8635	0.8635	0.8531
R1	0.8565	0.8565	0.8512	0.8600
PP	0.8435	0.8435	0.8435	0.8453
S1	0.8365	0.8365	0.8476	0.8400
S2	0.8235	0.8235	0.8457
S3	0.8035	0.8165	0.8439
S4	0.7835	0.7965	0.8384

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	0.8506	0.8162	0.0344	4.0%	0.0156	1.8%	97%	True	False	146
10	0.8594	0.8162	0.0432	5.1%	0.0142	1.7%	77%	False	False	102
20	0.8672	0.8098	0.0574	6.8%	0.0094	1.1%	69%	False	False	58
40	0.8763	0.7950	0.0813	9.6%	0.0056	0.7%	67%	False	False	52
60	0.9086	0.7950	0.1136	13.4%	0.0037	0.4%	48%	False	False	35
80	0.9086	0.7950	0.1136	13.4%	0.0028	0.3%	48%	False	False	27
100	0.9086	0.7950	0.1136	13.4%	0.0022	0.3%	48%	False	False	22

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	0.0037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9356
2.618	0.9030
1.618	0.8830
1.000	0.8706
0.618	0.8630
HIGH	0.8506
0.618	0.8430
0.500	0.8406
0.382	0.8382
LOW	0.8306
0.618	0.8182
1.000	0.8106
1.618	0.7982
2.618	0.7782
4.250	0.7456

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	0.8465	0.8444
PP	0.8435	0.8393
S1	0.8406	0.8343

Download as Excel Spreadsheet

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

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