CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	0.8617	0.8603	-0.0014	-0.2%	0.8240
High	0.8617	0.8603	-0.0014	-0.2%	0.8623
Low	0.8570	0.8545	-0.0025	-0.3%	0.8180
Close	0.8599	0.8587	-0.0012	-0.1%	0.8599
Range	0.0047	0.0058	0.0011	23.4%	0.0443
ATR	0.0118	0.0114	-0.0004	-3.6%	0.0000
Volume	256	20	-236	-92.2%	555

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8752	0.8728	0.8619
R3	0.8694	0.8670	0.8603
R2	0.8636	0.8636	0.8598
R1	0.8612	0.8612	0.8592	0.8595
PP	0.8578	0.8578	0.8578	0.8570
S1	0.8554	0.8554	0.8582	0.8537
S2	0.8520	0.8520	0.8576
S3	0.8462	0.8496	0.8571
S4	0.8404	0.8438	0.8555

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9796	0.9641	0.8843
R3	0.9353	0.9198	0.8721
R2	0.8910	0.8910	0.8680
R1	0.8755	0.8755	0.8640	0.8833
PP	0.8467	0.8467	0.8467	0.8506
S1	0.8312	0.8312	0.8558	0.8390
S2	0.8024	0.8024	0.8518
S3	0.7581	0.7869	0.8477
S4	0.7138	0.7426	0.8355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8623	0.8180	0.0443	5.2%	0.0127	1.5%	92%	False	False	115
10	0.8623	0.8162	0.0461	5.4%	0.0130	1.5%	92%	False	False	123
20	0.8672	0.8162	0.0510	5.9%	0.0104	1.2%	83%	False	False	79
40	0.8672	0.7950	0.0722	8.4%	0.0062	0.7%	88%	False	False	63
60	0.9051	0.7950	0.1101	12.8%	0.0041	0.5%	58%	False	False	42
80	0.9086	0.7950	0.1136	13.2%	0.0031	0.4%	56%	False	False	32
100	0.9086	0.7950	0.1136	13.2%	0.0025	0.3%	56%	False	False	26

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8850
2.618	0.8755
1.618	0.8697
1.000	0.8661
0.618	0.8639
HIGH	0.8603
0.618	0.8581
0.500	0.8574
0.382	0.8567
LOW	0.8545
0.618	0.8509
1.000	0.8487
1.618	0.8451
2.618	0.8393
4.250	0.8299

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	0.8583	0.8579
PP	0.8578	0.8570
S1	0.8574	0.8562

Download as Excel Spreadsheet

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

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