CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	0.8656	0.8518	-0.0138	-1.6%	0.8603
High	0.8656	0.8564	-0.0092	-1.1%	0.8700
Low	0.8532	0.8489	-0.0043	-0.5%	0.8531
Close	0.8559	0.8553	-0.0006	-0.1%	0.8559
Range	0.0124	0.0075	-0.0049	-39.5%	0.0169
ATR	0.0115	0.0112	-0.0003	-2.5%	0.0000
Volume	113	53	-60	-53.1%	771

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.8760	0.8732	0.8594
R3	0.8685	0.8657	0.8574
R2	0.8610	0.8610	0.8567
R1	0.8582	0.8582	0.8560	0.8596
PP	0.8535	0.8535	0.8535	0.8543
S1	0.8507	0.8507	0.8546	0.8521
S2	0.8460	0.8460	0.8539
S3	0.8385	0.8432	0.8532
S4	0.8310	0.8357	0.8512

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.9000	0.8652
R3	0.8935	0.8831	0.8605
R2	0.8766	0.8766	0.8590
R1	0.8662	0.8662	0.8574	0.8630
PP	0.8597	0.8597	0.8597	0.8580
S1	0.8493	0.8493	0.8544	0.8461
S2	0.8428	0.8428	0.8528
S3	0.8259	0.8324	0.8513
S4	0.8090	0.8155	0.8466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8700	0.8489	0.0211	2.5%	0.0106	1.2%	30%	False	True	160
10	0.8700	0.8180	0.0520	6.1%	0.0117	1.4%	72%	False	False	137
20	0.8700	0.8162	0.0538	6.3%	0.0119	1.4%	73%	False	False	117
40	0.8700	0.7950	0.0750	8.8%	0.0072	0.8%	80%	False	False	63
60	0.9033	0.7950	0.1083	12.7%	0.0050	0.6%	56%	False	False	55
80	0.9086	0.7950	0.1136	13.3%	0.0037	0.4%	53%	False	False	42
100	0.9086	0.7950	0.1136	13.3%	0.0030	0.3%	53%	False	False	34

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8883
2.618	0.8760
1.618	0.8685
1.000	0.8639
0.618	0.8610
HIGH	0.8564
0.618	0.8535
0.500	0.8527
0.382	0.8518
LOW	0.8489
0.618	0.8443
1.000	0.8414
1.618	0.8368
2.618	0.8293
4.250	0.8170

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	0.8544	0.8588
PP	0.8535	0.8576
S1	0.8527	0.8565

Download as Excel Spreadsheet

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

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